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Volatility
Optionspreistheorie
14,747
Option pricing theory
14,289
Derivat
13,906
Derivative
13,872
Theorie
7,622
Theory
7,463
Volatilität
5,143
Optionsgeschäft
5,090
Option trading
4,881
Stochastischer Prozess
3,423
Stochastic process
3,369
Hedging
3,098
USA
2,463
United States
2,407
Portfolio-Management
2,182
Portfolio selection
2,169
Kreditrisiko
1,651
Credit risk
1,624
Risikomanagement
1,582
Börsenkurs
1,532
Share price
1,514
CAPM
1,470
Schätzung
1,422
Risk management
1,417
Estimation
1,404
Zinsstruktur
1,284
Yield curve
1,271
Black-Scholes-Modell
1,253
Black-Scholes model
1,188
Risiko
1,148
Risk
1,142
Welt
1,080
Deutschland
1,073
World
1,069
Germany
1,007
Derivat <Wertpapier>
969
Kapitaleinkommen
948
Capital income
947
Rohstoffderivat
904
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Online availability
All
Free
1,705
Undetermined
1,378
Type of publication
All
Article
3,015
Book / Working Paper
2,047
Type of publication (narrower categories)
All
Article in journal
2,899
Aufsatz in Zeitschrift
2,899
Graue Literatur
609
Non-commercial literature
609
Working Paper
551
Arbeitspapier
550
Hochschulschrift
134
Aufsatz im Buch
112
Book section
112
Thesis
101
Collection of articles written by one author
26
Sammlung
26
Collection of articles of several authors
18
Sammelwerk
18
Conference paper
17
Konferenzbeitrag
17
Forschungsbericht
13
Bibliografie enthalten
9
Bibliography included
9
Lehrbuch
9
Textbook
8
Aufsatzsammlung
5
Amtsdruckschrift
4
Government document
4
Konferenzschrift
4
Systematic review
4
Übersichtsarbeit
4
Accompanied by computer file
2
Elektronischer Datenträger als Beilage
2
Glossar enthalten
2
Glossary included
2
Ratgeber
2
Bibliografie
1
CD-ROM, DVD
1
Case study
1
Conference proceedings
1
Fallstudie
1
Guidebook
1
Handbook
1
Handbuch
1
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Language
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English
4,969
German
76
French
11
Spanish
7
Hungarian
1
Dutch
1
Portuguese
1
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Author
All
Cui, Zhenyu
44
Carr, Peter
30
Zhang, Jin E.
27
Chiarella, Carl
25
Jacquier, Antoine (Jack)
25
Jacobs, Kris
24
Härdle, Wolfgang
23
Gatheral, Jim
22
Nguyen, Duy
21
Takahashi, Akihiko
21
Lorig, Matthew
20
Alòs, Elisa
19
Benth, Fred Espen
19
Fengler, Matthias R.
19
Fouque, Jean-Pierre
19
Guyon, Julien
19
Christoffersen, Peter F.
18
Todorov, Viktor
18
Wang, Xingchun
18
Escobar, Marcos
17
Ryu, Doojin
17
Skiadopoulos, George
17
Wu, Liuren
17
Alexander, Carol
15
Grasselli, Martino
15
McAleer, Michael
15
Schoutens, Wim
15
Elliott, Robert J.
14
Ewald, Christian-Oliver
14
Forde, Martin
14
Gannon, Gerard L.
14
Jacquier, Antoine
14
Jiang, George J.
14
Kang, Boda
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Grzelak, Lech A.
13
Heston, Steven L.
13
Kim, Sol
13
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Institution
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National Bureau of Economic Research
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
4
School of Accounting, Economics and Finance <Geelong>
4
Svenska Handelshögskolan <Helsinki>
4
Centre of Financial Studies
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Banco Central do Brasil
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Business Information Centre <Toronto>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Goethe-Universität Frankfurt am Main
1
Gottfried Wilhelm Leibniz Universität Hannover
1
Hochschule für Bankwirtschaft
1
Institute of Finance and Accounting <London>
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
International Monetary Fund
1
Internationaler Währungsfonds / Research Department
1
Karlsruher Institut für Technologie
1
Leibniz-Institut für Wirtschaftsforschung Halle
1
Melbourne Business School
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
All
International journal of theoretical and applied finance
175
The journal of futures markets
151
Journal of banking & finance
111
Quantitative finance
109
Applied mathematical finance
78
The journal of computational finance
67
Finance research letters
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Review of derivatives research
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
54
International journal of financial engineering
48
Energy economics
45
Finance and stochastics
45
European journal of operational research : EJOR
43
Journal of econometrics
43
The North American journal of economics and finance : a journal of financial economics studies
43
International review of financial analysis
40
Computational economics
39
Journal of economic dynamics & control
38
Journal of mathematical finance
37
International review of economics & finance : IREF
36
Review of quantitative finance and accounting
34
Risks : open access journal
33
Journal of financial economics
32
The European journal of finance
31
Applied financial economics
30
Journal of empirical finance
30
Research paper series / Swiss Finance Institute
30
Applied economics
28
Insurance / Mathematics & economics
26
Annals of finance
25
Journal of risk and financial management : JRFM
24
The journal of finance : the journal of the American Finance Association
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
Economic modelling
21
Journal of financial and quantitative analysis : JFQA
21
Journal of financial markets
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Discussion paper / Tinbergen Institute
18
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ECONIS (ZBW)
5,061
EconStor
1
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1
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1
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
2
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
Saved in:
3
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
4
The options edge : winning the volatility game with options on futures
Gallacher, William R.
-
1998
Persistent link: https://www.econbiz.de/10000670962
Saved in:
5
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
6
Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
Saved in:
7
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
8
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
9
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
10
Conjoint analysis of option and volatility models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
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