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~subject:"Stochastic process"
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Stochastic process
Derivat
13,900
Derivative
13,900
Theorie
4,072
Theory
4,068
Optionspreistheorie
2,441
Option pricing theory
2,415
Hedging
2,105
USA
1,482
Kapitalanlage Portefeuilleplanung
1,464
Volatilität
1,458
Volatility
1,448
United States
1,447
Risikomanagement
1,288
Kreditrisiko
1,284
Portfolio selection
1,255
Portfolio-Management
1,255
Credit risk
1,233
Risk management
1,136
Optionsgeschäft
1,057
Option trading
988
Derivat <Wertpapier>
968
Welt
956
World
956
Börsenkurs
866
Share price
808
Deutschland
793
Commodity derivative
770
Rohstoffderivat
770
Warenbörse
746
Germany
702
Commodity exchange
659
CAPM
655
Stochastischer Prozess
649
Börsentermingeschäft
632
Risiko
630
Risk
596
Kreditderivat
575
Swap
560
Financial market
558
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Article
442
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Graue Literatur
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Non-commercial literature
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53
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53
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33
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26
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26
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2
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2
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2
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1
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1
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1
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Language
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English
626
German
21
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Benth, Fred Espen
11
Escobar, Marcos
10
Chiarella, Carl
9
Fouque, Jean-Pierre
8
Perrakis, Stylianos
8
Cheng, Benjamin
7
McAleer, Michael
7
Nikitopoulos, Christina Sklibosios
7
Schlögl, Erik
7
Crépey, Stéphane
6
Cui, Zhenyu
6
Packham, Natalie
6
Papanicolaou, George
6
Schmidt, Wolfgang M.
6
Schoutens, Wim
6
Wang, Xingchun
6
Chang, Chia-Lin
5
Fabozzi, Frank J.
5
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Madan, Dilip B.
5
Sabino, Piergiacomo
5
Sviščuk, Anatolij
5
Capriotti, Luca
4
Fu, Michael
4
Gouriéroux, Christian
4
Howison, Sam
4
Kang, Boda
4
Račev, Svetlozar T.
4
Schlögl, Lutz
4
Siu, Tak Kuen
4
Sklibosios Nikitopoulos, Christina
4
Xu, Wei
4
Zagst, Rudi
4
Antonelli, Fabio
3
Baldeaux, Jan
3
Barth, Jörn
3
Bertsimas, Dimitris
3
Branger, Nicole
3
Carr, Peter
3
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National Bureau of Economic Research
3
Eberhard Karls Universität Tübingen
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Instituto Valenciano de Investigaciones Económicas
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Universität Trier
1
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International journal of theoretical and applied finance
59
Applied mathematical finance
24
Quantitative finance
20
Journal of mathematical finance
15
Review of derivatives research
14
European journal of operational research : EJOR
13
International journal of financial engineering
13
Journal of banking & finance
12
The journal of computational finance
12
Journal of econometrics
11
Journal of economic dynamics & control
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Finance and stochastics
10
Annals of finance
9
Energy economics
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
Finance research letters
7
Risks : open access journal
7
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : JOD
5
Applied economics
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
Research series / Universiteit van Amsterdam
4
The journal of futures markets
4
Tinbergen Institute research series
4
Working paper series / Centre for Practical Quantitative Finance
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Asia-Pacific journal of financial studies
3
Discussion paper / Tinbergen Institute
3
International review of financial analysis
3
Journal of financial economics
3
Journal of financial engineering
3
Lecture notes in economics and mathematical systems : LNEMS
3
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ECONIS (ZBW)
647
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1
Stochastic optimization models in finance
Ziemba, William T.
(
ed.
);
Vickson, R. G.
(
contributor
)
-
1975
Persistent link: https://www.econbiz.de/10000029923
Saved in:
2
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
3
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
4
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
5
The concept of credit OAS in valuation of MBS
Levin, Alexander
;
Davidson, Andrew
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
3
,
pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
Saved in:
6
Modeling simultaneous defaults : a top-down approach
Kunisch, Michael
;
Uhrig-Homburg, Marliese
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10003757569
Saved in:
7
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
8
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
9
Calibration of parametric CAT bonds : a case study of Mexican earthquakes
Härdle, Wolfgang
;
López Cabrera, Brenda
- In:
Schmollers Jahrbuch : journal of contextual economics
128
(
2008
)
4
,
pp. 615-630
Persistent link: https://www.econbiz.de/10003786603
Saved in:
10
Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel
-
2008
Persistent link: https://www.econbiz.de/10003781004
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