//--> //--> //--> //-->
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
~type_genre:"Übersichtsarbeit"
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
Analytic Pricing of Volatility...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
23
Theory
23
Option pricing theory
21
Optionspreistheorie
21
Yield curve
17
Zinsstruktur
17
Financial economics
5
Kapitalmarkttheorie
5
CAPM
4
Portfolio selection
4
Portfolio-Management
4
Stochastic process
4
Stochastischer Prozess
4
Financial management theory
3
Finanzierungstheorie
3
Finanzmathematik
3
Mathematical finance
3
Risikomanagement
3
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Forecasting model
2
Geldpolitik
2
Hedging
2
Kreditrisiko
2
Monetary policy
2
Prognoseverfahren
2
Risikomaß
2
Risk management
2
Risk measure
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1980-2000
1
1985-2005
1
ARCH model
1
ARCH-Modell
1
Actuarial mathematics
1
Anlageverhalten
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Article
20
Book / Working Paper
11
Type of publication (narrower categories)
All
Übersichtsarbeit
Article in journal
13,018
Aufsatz in Zeitschrift
13,018
Working Paper
6,159
Graue Literatur
5,533
Non-commercial literature
5,533
Arbeitspapier
5,337
Aufsatz im Buch
932
Book section
932
Hochschulschrift
915
Thesis
719
Lehrbuch
196
Textbook
184
Collection of articles of several authors
165
Sammelwerk
165
Collection of articles written by one author
158
Sammlung
158
Article
122
Bibliografie enthalten
114
Bibliography included
114
Dissertation u.a. Prüfungsschriften
107
Aufsatzsammlung
89
Conference paper
75
Konferenzbeitrag
75
Konferenzschrift
54
Forschungsbericht
53
Amtsdruckschrift
38
Government document
38
Glossar enthalten
34
Glossary included
34
Systematic review
31
Handbook
29
Handbuch
29
Conference proceedings
28
Reprint
20
Bibliografie
18
Case study
18
Fallstudie
18
Mikroform
14
Einführung
13
more ...
less ...
Language
All
English
28
French
2
German
1
Author
All
Gibson, Rajna
3
Lhabitant, François-Serge
2
Sundaresan, Suresh M.
2
Talay, Denis
2
Bates, David S.
1
Berk, Jan Marc
1
Bielecki, Tomasz R.
1
Bierwag, Gerald O.
1
Cai, Zongwu
1
Campbell, John Y.
1
Chow, Ying-foon
1
Cossin, Didier
1
Deelstra, Griselda
1
Dhaene, Jan
1
Garcia, René
1
Green, Richard K.
1
Hlawatsch, Stefan
1
Ho, Thomas S. Y.
1
Hong, Yongmiao
1
Jaeger, Mireille
1
Jarrow, Robert A.
1
Lander, Diane M.
1
Lapshin, Victor
1
Luger, Richard
1
MacGregor, Bryan D.
1
McAleer, Michael
1
Melino, Angelo
1
Pinches, George E.
1
Reichling, Peter
1
Reiswich, Dimitri
1
Renault, Eric
1
Rotondi, Zeno
1
Rutkowski, Marek
1
Schulz, Rainer
1
Sequeira, John M.
1
Shibata, Akihisa
1
Strebulaev, Ilya A.
1
Tan, David
1
Vanmaele, Michèle
1
Veld, Chris H.
1
more ...
less ...
Institution
All
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Published in...
All
Foundations and trends in finance
2
Journal of economic surveys
2
Springer finance
2
The journal of finance : the journal of the American Finance Association
2
Advanced mathematical methods for finance
1
Annual review of financial economics
1
Australian journal of management
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion papers of interdisciplinary research project 373
1
Finance : revue de l'Association Française de Finance
1
Finanzmarkt und Portfolio-Management
1
International finance and monetary policy
1
Journal of economic research
1
Market risk and financial markets modeling
1
NBER working paper series
1
Paine Webber working paper series in money, economics and finance
1
Research in financial services : private and public policy
1
Review / Federal Reserve Bank of St. Louis
1
Revue d'économie politique
1
Routledge companions
1
The Canadian journal of economics
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
1
Working paper series
1
Working paper series / Centre for Practical Quantitative Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
2
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
2010
Persistent link: https://www.econbiz.de/10008904346
Saved in:
3
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
Saved in:
4
Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
Saved in:
5
Credit risk pricing : a literature survey
Cossin, Didier
- In:
Finanzmarkt und Portfolio-Management
11
(
1997
)
4
,
pp. 399-412
Persistent link: https://www.econbiz.de/10001456602
Saved in:
6
Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
-
2000
Persistent link: https://www.econbiz.de/10001471305
Saved in:
7
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
8
FX volatility smile construction
Reiswich, Dimitri
;
Wystup, Uwe
-
2009
Persistent link: https://www.econbiz.de/10003901919
Saved in:
9
Konstruktion und Anwendung von Copulas in der Finanzwirtschaft
Hlawatsch, Stefan
;
Reichling, Peter
-
2010
Persistent link: https://www.econbiz.de/10008902555
Saved in:
10
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->