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Yield curve
Optionspreistheorie
14,718
Option pricing theory
14,260
Theorie
4,628
Theory
4,489
Volatilität
4,072
Volatility
4,008
Stochastischer Prozess
3,217
Stochastic process
3,167
Optionsgeschäft
2,873
Option trading
2,855
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2,721
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2,705
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2,643
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2,640
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1,649
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1,188
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1,175
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1,169
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1,153
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1,115
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1,105
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1,101
USA
1,101
United States
1,084
Black-Scholes model
1,048
Risikoprämie
791
Risk premium
780
Wechselkurs
678
Risiko
667
Exchange rate
666
Risk
663
Realoptionsansatz
638
Real options analysis
637
Monte-Carlo-Simulation
617
Monte Carlo simulation
612
Börsenkurs
597
Kreditrisiko
594
Credit risk
585
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583
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1,065
German
25
French
3
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Joshi, Mark S.
20
Schlögl, Erik
15
Schoenmakers, John
11
Chiarella, Carl
10
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Taylor, Mark P.
9
Clarida, Richard H.
8
Grbac, Zorana
8
Sandmann, Klaus
8
Subrahmanyam, Marti G.
8
Almeida, Caio
7
Bacchetta, Philippe
7
Benth, Fred Espen
7
Beveridge, Christopher
7
Fabozzi, Frank J.
7
Fanelli, Viviana
7
Foresi, Silverio
7
Rebonato, Riccardo
7
White, Alan
7
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Takahashi, Akihiko
6
Wu, Ting-pin
6
Backus, David
5
Belomestny, Denis
5
Gnoatto, Alessandro
5
Gourinchas, Pierre-Olivier
5
Grasselli, Martino
5
Hull, John
5
Jarrow, Robert A.
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Rutkowski, Marek
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
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National Bureau of Economic Research
15
Centre for Analytical Finance <Århus>
2
American Finance Association
1
Association Luxembourgeoise des Juristes de Banque
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut Universitaire International de Luxembourg
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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International journal of theoretical and applied finance
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
37
Journal of banking & finance
24
The journal of computational finance
23
Applied mathematical finance
22
Finance and stochastics
19
Quantitative finance
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of futures markets
17
The journal of fixed income
16
International journal of financial engineering
14
NBER Working Paper
14
NBER working paper series
13
Journal of financial economics
11
Risks : open access journal
10
Working paper / National Bureau of Economic Research, Inc.
10
Finance research letters
8
The journal of finance : the journal of the American Finance Association
8
The review of financial studies
8
Asia-Pacific financial markets
7
Discussion paper / Centre for Economic Policy Research
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
The European journal of finance
7
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
7
Insurance / Mathematics & economics
6
International review of economics & finance : IREF
6
Journal of mathematical finance
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Journal of empirical finance
5
Journal of financial and quantitative analysis : JFQA
5
Journal of international money and finance
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
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ECONIS (ZBW)
1,094
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1
A note on currency option pricing
Nawalkha, Sanjay K.
- In:
International review of financial analysis
4
(
1995
)
1
,
pp. 81-84
Persistent link: https://www.econbiz.de/10001201555
Saved in:
2
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
3
Multicurrency extension of the quasi-Gaussian stochastic volatility interest rate model
Ng, Leslie
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 59-98
Persistent link: https://www.econbiz.de/10011298899
Saved in:
4
Dynamic interactions between government bonds and exchange rate expectations in currency options
Hui, Cho H.
;
Tan, Edward
-
2016
Persistent link: https://www.econbiz.de/10012200973
Saved in:
5
Implied volatilities, stochastic interest rates, and currency futures, options valuation : an empirical investigation
Bhargava, Vivek
;
Brooks, Robert
;
Malhotra, Davinder Kumar
- In:
The European journal of finance
7
(
2001
)
3
,
pp. 231-246
Persistent link: https://www.econbiz.de/10001603503
Saved in:
6
Cross-currency LIBOR market models
Mikkelsen, Peter
-
2001
Persistent link: https://www.econbiz.de/10001634329
Saved in:
7
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
Saved in:
8
Accelerating pathwise Greeks in the LIBOR market model
Joshi, Mark S.
;
Wiguna, Alexander
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009624523
Saved in:
9
The Q-measure dynamics of forward rates
Rebonato, Riccardo
- In:
Annual review of financial economics
15
(
2023
),
pp. 493-522
Persistent link: https://www.econbiz.de/10014426352
Saved in:
10
The term structure of option-implied volatility and future realized volatility
Shi, Yukun
;
Zhang, Hao
;
Xu, Yaofei
;
Zhao, Yang
- In:
Emerging markets, finance and trade : EMFT
55
(
2019
)
13
,
pp. 2997-3022
Persistent link: https://www.econbiz.de/10012211068
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