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~subject:"Volatilität"
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Volatilität
Optionspreistheorie
14,747
Option pricing theory
14,283
Theorie
7,442
Theory
7,256
Deutschland
4,457
Volatility
4,038
Stochastischer Prozess
3,377
Stochastic process
3,304
Optionsgeschäft
2,948
Derivat
2,904
Derivative
2,901
Germany
2,899
Option trading
2,898
Mathematisches Modell
2,275
USA
2,233
Zinsderivat
1,996
Finanzierung
1,993
Interest rate derivative
1,993
Portfolio-Management
1,967
Portfolio selection
1,933
Risikomanagement
1,920
prices
1,840
United States
1,815
Prices
1,791
Hedging
1,574
Schätzung
1,505
Zinsstruktur
1,481
Estimation
1,474
Yield curve
1,461
Securities
1,425
Unternehmensgründung
1,339
CAPM
1,299
Unternehmen
1,214
Wertpapier
1,176
Unternehmensbewertung
1,154
Black-Scholes-Modell
1,128
Black-Scholes model
1,063
Kreditrisiko
1,054
Risk management
1,038
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Online availability
All
Free
1,451
Undetermined
1,123
Type of publication
All
Article
2,314
Book / Working Paper
1,846
Type of publication (narrower categories)
All
Article in journal
2,217
Aufsatz in Zeitschrift
2,217
Graue Literatur
477
Non-commercial literature
477
Working Paper
463
Arbeitspapier
430
Hochschulschrift
135
Thesis
103
Aufsatz im Buch
93
Book section
93
Dissertation u.a. Prüfungsschriften
25
Collection of articles of several authors
22
Sammelwerk
22
Collection of articles written by one author
18
Sammlung
18
Conference paper
15
Konferenzbeitrag
15
Bibliografie enthalten
14
Bibliography included
14
Forschungsbericht
12
Aufsatzsammlung
10
Lehrbuch
10
Textbook
9
Konferenzschrift
5
Amtsdruckschrift
4
Government document
4
Handbook
4
Handbuch
4
Bibliografie
3
Conference proceedings
3
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Systematic review
2
Übersichtsarbeit
2
Bibliographie
1
CD-ROM, DVD
1
Ratgeber
1
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Language
All
English
4,064
German
89
Undetermined
6
French
2
Portuguese
1
Spanish
1
Author
All
Cui, Zhenyu
44
Chiarella, Carl
30
Härdle, Wolfgang
29
Carr, Peter
26
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Gatheral, Jim
22
Zhang, Jin E.
22
Fengler, Matthias R.
21
Nguyen, Duy
21
Lorig, Matthew
20
Takahashi, Akihiko
20
Alòs, Elisa
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Fouque, Jean-Pierre
17
Wang, Xingchun
16
Benth, Fred Espen
15
Escobar, Marcos
15
Grasselli, Martino
15
Elliott, Robert J.
14
Fabozzi, Frank J.
14
Forde, Martin
14
Hautsch, Nikolaus
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Schoutens, Wim
14
Skiadopoulos, George
14
Wong, Hoi Ying
14
Wu, Liuren
14
Ewald, Christian-Oliver
13
Grzelak, Lech A.
13
Madan, Dilip B.
13
Schlag, Christian
13
Todorov, Viktor
13
Zheng, Wendong
13
Branger, Nicole
12
Filipović, Damir
12
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Institution
All
National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Centre of Financial Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Handels- und Frankfurter Bank
1
Berliner Wissenschafts-Verlag
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
International Workshop Empirical Science of Financial Fluctuations <2000, Tōkyō, Tokio>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Nihon Keizai Shinbunsha
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Trier
1
Universität Ulm
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
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Published in...
All
International journal of theoretical and applied finance
158
Quantitative finance
105
The journal of futures markets
89
Journal of banking & finance
77
Applied mathematical finance
74
The journal of computational finance
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
61
Review of derivatives research
49
International journal of financial engineering
47
Finance research letters
45
European journal of operational research : EJOR
42
Finance and stochastics
41
Journal of econometrics
39
Computational economics
38
The North American journal of economics and finance : a journal of financial economics studies
38
The journal of derivatives : the official publication of the International Association of Financial Engineers
36
Journal of economic dynamics & control
35
Journal of mathematical finance
35
Research paper series / Swiss Finance Institute
31
Risks : open access journal
30
Journal of financial economics
27
The European journal of finance
27
Annals of finance
26
Insurance / Mathematics & economics
26
Review of quantitative finance and accounting
26
International review of economics & finance : IREF
24
Applied economics
23
Journal of empirical finance
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Energy economics
19
International review of financial analysis
19
Journal of risk and financial management : JRFM
19
Economic modelling
18
The journal of finance : the journal of the American Finance Association
18
Asia-Pacific financial markets
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
Discussion paper / Tinbergen Institute
16
Swiss Finance Institute Research Paper
16
Asia-Pacific journal of financial studies
15
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Source
All
ECONIS (ZBW)
4,043
USB Cologne (EcoSocSci)
69
EconStor
33
USB Cologne (business full texts)
15
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1
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
2
Trading option Greeks : how time, volatility, and other pricing factors drive profit
Passarelli, Dan
-
2008
-
1. ed.
Persistent link: https://www.econbiz.de/10004924424
Saved in:
3
Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10004926087
Saved in:
4
Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje
-
2001
Persistent link: https://www.econbiz.de/10001645751
Saved in:
5
Uncertain volatility models : theory and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
Saved in:
6
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
7
Volatility and correlation : in the pricing of equity, FX and interest rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10004599959
Saved in:
8
Zinsstrukturmodelle : mit 41 Tabellen
Rudolf, Markus
-
2000
Persistent link: https://www.econbiz.de/10001430322
Saved in:
9
The dynamics of volatility and its impact on convertible bond
prices
Wilde, Christian
-
2004
Persistent link: https://www.econbiz.de/10004391792
Saved in:
10
Volatility estimation on the basis of price intensities
Gerhard, Frank
;
Hautsch, Nikolaus
-
1999
Persistent link: https://www.econbiz.de/10004587795
Saved in:
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