//--> //--> //--> //-->
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:"Volatilität"
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
Valuing Euro Rating-Triggered...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
42
Theory
39
Optionspreistheorie
26
Option pricing theory
24
Derivat
12
Portfolio selection
12
Portfolio-Management
12
Derivative
11
Option trading
11
Optionsgeschäft
11
Unternehmensanleihe
11
Volatility
11
Zinsstruktur
11
Corporate bond
10
Anleihe
9
CAPM
9
EU-Staaten
9
Yield curve
9
Bond
8
EU countries
8
Zinsderivat
8
Interest rate derivative
7
Niederlande
7
Netherlands
6
Swap
6
corporate bonds
6
liquidity
6
Credit risk
5
Deutschland
5
Estimation
5
Fama-French model
5
Industrie
5
Kreditrisiko
5
Manufacturing industries
5
Schätzung
5
Telekommunikationssektor
5
Transaction costs
5
Transaktionskosten
5
Unternehmenserfolg
5
more ...
less ...
Type of publication
All
Book / Working Paper
6
Article
5
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
3
Working Paper
3
Graue Literatur
2
Non-commercial literature
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
11
Author
All
Vorst, Ton
11
Donders, Monique
5
Kouwenberg, Roy
4
Moraleda Novo, Juan Manuel
3
Gondzio, Jacek
2
Kofman, Paul
1
Martens, Martin
1
more ...
less ...
Published in...
All
Report / Erasmus Center for Financial Research, Erasmus University
5
Journal of banking & finance
2
Discussion paper / Tinbergen Institute
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
European financial management : the journal of the European Financial Management Association
1
Journal of economic dynamics & control
1
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of firm specific news on implied volatilities
Donders, Monique
- In:
Journal of banking & finance
20
(
1996
)
9
,
pp. 1447-1461
Persistent link: https://www.econbiz.de/10001207831
Saved in:
2
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
European financial management : the journal of the …
6
(
2000
)
2
,
pp. 149-171
Persistent link: https://www.econbiz.de/10001474527
Saved in:
3
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000939517
Saved in:
4
The impact of firm specific news on implied volatilities
Donders, Monique
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966915
Saved in:
5
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966929
Saved in:
6
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
7
Interaction between the London and New York stock exchange during common trading hours
Kofman, Paul
- In:
Proceedings of the 1995 Econometrics Conference at …
,
(pp. 25-48)
.
1995
Persistent link: https://www.econbiz.de/10001294228
Saved in:
8
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
- In:
Journal of banking & finance
21
(
1997
)
8
,
pp. 1131-1157
Persistent link: https://www.econbiz.de/10001226778
Saved in:
9
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
-
1999
Persistent link: https://www.econbiz.de/10001447155
Saved in:
10
Hedging options under transaction costs and stochastic volatility
Gondzio, Jacek
;
Kouwenberg, Roy
;
Vorst, Ton
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1045-1068
Persistent link: https://www.econbiz.de/10001734558
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->