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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Derivat
13,900
Derivative
13,899
Theorie
4,112
Theory
4,105
Optionspreistheorie
2,468
Option pricing theory
2,441
Hedging
2,255
Volatility
1,629
Volatilität
1,627
USA
1,593
United States
1,560
Kreditrisiko
1,361
Credit risk
1,352
Risikomanagement
1,348
Risk management
1,220
Portfolio-Management
1,214
Portfolio selection
1,213
Optionsgeschäft
1,116
Futures
1,044
Welt
1,027
World
1,025
Option trading
1,023
Derivat <Wertpapier>
969
Börsenkurs
863
Bank loans
858
Share price
858
Rohstoffderivat
845
Commodity derivative
844
Deutschland
786
Germany
742
Warenbörse
688
Commodity exchange
671
Risk
665
Stochastic process
656
Schätzung
648
Estimation
647
CAPM
632
Risiko
615
Zinsstruktur
587
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Online availability
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Undetermined
254
Free
157
Type of publication
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Article
448
Book / Working Paper
210
Type of publication (narrower categories)
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Article in journal
419
Aufsatz in Zeitschrift
419
Graue Literatur
72
Non-commercial literature
72
Arbeitspapier
53
Working Paper
53
Hochschulschrift
36
Aufsatz im Buch
27
Book section
27
Thesis
24
Lehrbuch
16
Textbook
15
Conference paper
7
Konferenzbeitrag
7
Collection of articles written by one author
4
Sammlung
4
Collection of articles of several authors
3
Glossar enthalten
3
Glossary included
3
Sammelwerk
3
Aufsatzsammlung
2
Mehrbändiges Werk
2
Multi-volume publication
2
Bibliografie enthalten
1
Bibliography included
1
CD-ROM, DVD
1
Conference proceedings
1
Dissertation u.a. Prüfungsschriften
1
Forschungsbericht
1
Konferenzschrift
1
Ratgeber
1
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Language
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English
633
German
25
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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
Madan, Dilip B.
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
Leung, Tim
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
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National Bureau of Economic Research
3
Bachelier Finance Society
1
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
60
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
Annals of finance
11
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
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
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Mathematical finance
5
The European journal of finance
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
Applied economics letters
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
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ECONIS (ZBW)
657
USB Cologne (EcoSocSci)
1
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Futures
hedging with stochastic volatility : a new method
Alghalith, Moawia
;
Floros, Christos
- In:
International journal of computational economics and …
10
(
2020
)
2
,
pp. 203-207
Persistent link: https://www.econbiz.de/10012226719
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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