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~subject:"Stochastischer Prozess"
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Derivatives demystified : a st...
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Stochastischer Prozess
Derivat
13,888
Derivative
13,888
Theorie
3,935
Theory
3,932
Optionspreistheorie
2,431
Option pricing theory
2,403
Hedging
2,099
USA
1,470
Volatilität
1,453
Volatility
1,440
United States
1,436
Risikomanagement
1,298
Kreditrisiko
1,291
Credit risk
1,234
Risk management
1,154
Portfolio selection
1,153
Portfolio-Management
1,153
Derivat <Wertpapier>
1,061
Optionsgeschäft
1,050
Option trading
982
Welt
945
World
945
Börsenkurs
797
Share price
794
Commodity derivative
760
Rohstoffderivat
760
Deutschland
742
Germany
701
Warenbörse
663
Commodity exchange
646
Stochastic process
645
CAPM
612
Risk
606
Risiko
581
Kreditderivat
578
Swap
565
Zinsstruktur
550
Credit derivative
545
Estimation
545
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Online availability
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Undetermined
249
Free
156
Type of publication
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Article
441
Book / Working Paper
206
Type of publication (narrower categories)
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Article in journal
413
Aufsatz in Zeitschrift
413
Graue Literatur
71
Non-commercial literature
71
Arbeitspapier
53
Working Paper
53
Hochschulschrift
33
Aufsatz im Buch
26
Book section
26
Thesis
21
Lehrbuch
16
Textbook
15
Conference paper
7
Konferenzbeitrag
7
Collection of articles written by one author
3
Glossar enthalten
3
Glossary included
3
Sammlung
3
Aufsatzsammlung
2
Collection of articles of several authors
2
Mehrbändiges Werk
2
Multi-volume publication
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
CD-ROM, DVD
1
Dissertation u.a. Prüfungsschriften
1
Forschungsbericht
1
Ratgeber
1
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Language
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English
625
German
22
Author
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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
Kallsen, Jan
5
Kwok, Yue-Kuen
5
Madan, Dilip B.
5
Sabino, Piergiacomo
5
Sviščuk, Anatolij
5
Capriotti, Luca
4
Fabozzi, Frank J.
4
Fu, Michael
4
Gouriéroux, Christian
4
Howison, Sam
4
Kang, Boda
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
Dyachenko, Artem
3
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Institution
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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
Computational economics
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
Risks : open access journal
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)
646
USB Cologne (EcoSocSci)
1
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1
Options with stochastic lives
Jennergren, Lars Peter
;
Näslund, Bertil
-
1991
Persistent link: https://www.econbiz.de/10000826417
Saved in:
2
Financial calculus : an introduction to derivative pricing
Baxter, Martin
-
1996
-
1. publ.
Persistent link: https://www.econbiz.de/10000614304
Saved in:
3
Strategien zur Absicherung ungewisser Verpflichtungen mit Transaktionskosten im Binomialmodell
Wehrmann, Dirk C.
-
1998
Persistent link: https://www.econbiz.de/10000676156
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Pricing temperature derivatives using a partial differential equation approach in incomplete markets
Ehlers, Manuel
-
2008
Persistent link: https://www.econbiz.de/10003781004
Saved in:
10
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
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