//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Swap"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the qualitative effect of v...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Swap
Option pricing theory
94
Optionspreistheorie
94
Theorie
78
Theory
78
Volatilität
59
Volatility
57
Stochastic process
52
Stochastischer Prozess
52
Hedging
36
Option trading
36
Optionsgeschäft
36
Derivat
34
Derivative
34
CAPM
21
Portfolio selection
15
Portfolio-Management
15
Risiko
14
Risk
14
Commodity derivative
12
Rohstoffderivat
12
option pricing
12
Risk management
11
Asian options
10
Real options analysis
10
Realoptionsansatz
10
Risikomanagement
10
Börsenkurs
9
Risikoprämie
9
Risk premium
9
Share price
9
Black-Scholes model
8
Black-Scholes-Modell
8
Credit risk
8
Dynamic programming
8
Option pricing
8
Derivatives
7
Kreditrisiko
7
Mathematical programming
7
Mathematische Optimierung
7
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
11
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
12
Author
All
Carr, Peter
10
Wu, Liuren
4
Ewald, Christian-Oliver
2
Lee, Roger
2
Sun, Jian
2
Zhang, Hai
2
Geman, Hélyette
1
Itkin, Andrey
1
Laurence, Peter
1
Madan, Dilip B.
1
Yor, Marc
1
more ...
less ...
Published in...
All
Finance and stochastics
3
Review of derivatives research
2
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of fixed income
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stock options and credit default swaps : a joint framework for valuation and estimation
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
4
,
pp. 409-449
Persistent link: https://www.econbiz.de/10008665748
Saved in:
2
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
3
A new approach for option pricing under stochastic volatility
Carr, Peter
;
Sun, Jian
- In:
Review of derivatives research
10
(
2007
)
2
,
pp. 87-150
Persistent link: https://www.econbiz.de/10003705860
Saved in:
4
Theory and evidence on the dynamic interactions between sovereign credit default swaps and currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2383-2403
Persistent link: https://www.econbiz.de/10003522944
Saved in:
5
Multi-asset stochastic local variance contracts
Carr, Peter
;
Laurence, Peter
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10008935704
Saved in:
6
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
7
Implied remaining variance in derivative pricing
Carr, Peter
;
Sun, Jian
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
Saved in:
8
Pricing options on realized variance
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003123173
Saved in:
9
Variation and share-weighted variation swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 685-716
Persistent link: https://www.econbiz.de/10010190886
Saved in:
10
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->