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:"Theorie"
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
Hedging performance and basis...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
Theory
27
USA
18
Derivat
17
Derivative
17
Optionspreistheorie
16
Volatilität
16
United States
15
Volatility
15
Option pricing theory
14
Hedging
8
Risiko
8
Risk
8
Index futures
7
Index-Futures
7
Estimation
5
Optionsgeschäft
5
Risikomanagement
5
Schätzung
5
Arbitrage
4
Börsenkurs
4
CAPM
4
Credit risk
4
Option trading
4
Risk management
4
Share price
4
Black-Scholes model
3
Black-Scholes-Modell
3
Estimation theory
3
Forecasting model
3
Kreditrisiko
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Schätztheorie
3
Vereinigte Staaten
3
Warenbörse
3
2008 financial crisis
2
Bid-ask spread
2
Bond ratings
2
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
16
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
3
Aufsatz im Buch
3
Book section
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
27
Author
All
Figlewski, Stephen
27
Cumby, Robert
3
Cecchetti, Stephen G.
2
Gao, Bin
2
Acharya, Viral V.
1
Ahn, Dong-Hyun
1
Canina, Linda
1
Engle, Robert F.
1
Freund, Steven
1
Frydman, Halina
1
Hasbrouck, Joel
1
Kon, Stanley Jay
1
Landskroner, Yoram
1
Levich, Richard M.
1
Liang, Weijian
1
Lynch, Anthony W.
1
Silber, William L.
1
Subrahmanyam, Marti G.
1
Wang, Xiaozu
1
more ...
less ...
Institution
All
Salomon Brothers Center for the Study of Financial Institutions
1
Published in...
All
The journal of futures markets
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Brookings-Wharton papers on financial services
1
Finance
1
Financial markets, institutions & instruments
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of financial economics
1
Research working papers / Research Division, Federal Reserve Bank of Kansas City
1
Restoring financial stability : how to repair a failed system
1
Selected writings on futures markets : explorations in financial futures markets
1
The New York University Salomon Center Series on Financial Markets and Institutions
1
The New York University Salomon Center series on financial markets and institutions
1
The journal of finance : the journal of the American Finance Association
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Derivates risks, old and new
Figlewski, Stephen
- In:
Brookings-Wharton papers on financial services
1
(
1998
),
pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
Saved in:
2
Forecasting volatility
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10001217426
Saved in:
3
Hedging with stock index futures : theory and application in a new market
Figlewski, Stephen
- In:
The journal of futures markets
5
(
1985
)
2
,
pp. 183-199
Persistent link: https://www.econbiz.de/10001128568
Saved in:
4
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
Saved in:
5
Margins and market integrity : margin setting for stock index futures and options
Figlewski, Stephen
- In:
The journal of futures markets
4
(
1984
)
3
,
pp. 385-416
Persistent link: https://www.econbiz.de/10001082850
Saved in:
6
Derivatives valuation based on arbitrage : the trade is crucial
Figlewski, Stephen
- In:
The journal of futures markets
37
(
2017
)
4
,
pp. 316-327
Persistent link: https://www.econbiz.de/10011950673
Saved in:
7
Estimation of the optimal futures hedge
Cecchetti, Stephen G.
;
Cumby, Robert
;
Figlewski, Stephen
-
1986
Persistent link: https://www.econbiz.de/10000731985
Saved in:
8
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-105
Persistent link: https://www.econbiz.de/10009428084
Saved in:
9
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
Saved in:
10
Portfolio management with stock index futures
Figlewski, Stephen
- In:
Selected writings on futures markets : explorations in …
,
(pp. 213-224)
.
1985
Persistent link: https://www.econbiz.de/10001305671
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
