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:"Aufsatz im Buch"
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
Pricing VIX Derivatives with I...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
1,203
Volatilität
1,202
Derivat
747
Derivative
747
Theorie
683
Theory
683
Option pricing theory
539
Optionspreistheorie
539
Welt
264
World
264
Börsenkurs
238
Share price
238
USA
227
United States
227
Estimation
215
Schätzung
215
Exchange rate
175
Wechselkurs
175
Stochastic process
161
Stochastischer Prozess
161
Financial market
155
Finanzmarkt
155
Deutschland
149
Germany
149
ARCH model
138
ARCH-Modell
138
Risikomanagement
133
Risk management
133
Hedging
130
Portfolio selection
130
Portfolio-Management
130
Aktienmarkt
122
Stock market
122
Capital income
115
Kapitaleinkommen
115
Credit risk
112
Kreditrisiko
112
Option trading
104
Optionsgeschäft
104
Finanzkrise
98
more ...
less ...
Online availability
All
Undetermined
298
Free
29
Type of publication
All
Article
2,303
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
31,807
Aufsatz in Zeitschrift
31,807
Working Paper
14,676
Graue Literatur
12,194
Non-commercial literature
12,194
Arbeitspapier
11,492
Book section
2,303
Hochschulschrift
1,631
Thesis
1,314
Article
717
Collection of articles of several authors
485
Sammelwerk
485
Lehrbuch
364
Textbook
337
Collection of articles written by one author
286
Sammlung
286
Bibliografie enthalten
238
Bibliography included
238
Aufsatzsammlung
225
Dissertation u.a. Prüfungsschriften
212
Conference paper
178
Konferenzbeitrag
178
Konferenzschrift
168
Glossar enthalten
118
Glossary included
118
Amtsdruckschrift
114
Government document
114
Conference proceedings
102
Handbook
100
Handbuch
100
research-article
86
Systematic review
81
Übersichtsarbeit
81
Forschungsbericht
71
Conference Paper
64
Ratgeber
62
Case study
50
Fallstudie
50
Guidebook
46
more ...
less ...
Language
All
English
2,006
German
271
French
23
Hungarian
1
Italian
1
Norwegian
1
Spanish
1
more ...
less ...
Author
All
Fabozzi, Frank J.
25
Lee, Cheng F.
14
Rudolph, Bernd
8
Belke, Ansgar
7
Chiarella, Carl
7
Frankel, Jeffrey A.
7
Aizenman, Joshua
6
Andersen, Torben
6
Choudhry, Moorad
6
El Karoui, Nicole
6
Härdle, Wolfgang
6
Ali, Paul U.
5
Haile, Mekbib Gebretsadik
5
Kang, Boda
5
Lee, John
5
Levin, Alexander
5
Merton, Robert C.
5
Račev, Svetlozar T.
5
Samuelson, Paul Anthony
5
Songsak Sriboonchitta
5
Allen, David E.
4
Bellalah, Mondher
4
Ben Ameur, Hachmi
4
Benth, Fred Espen
4
Bielecki, Tomasz R.
4
Bollerslev, Tim
4
Chuliá, Helena
4
Dockner, Engelbert J.
4
Dodd, Randall
4
Elliott, Robert J.
4
Engle, Robert F.
4
Ftiti, Zied
4
Fusai, Gianluca
4
Goodhart, Charles A. E.
4
Goodman, Laurie Sharon
4
Hagelin, Niclas
4
Hautsch, Nikolaus
4
Herwartz, Helmut
4
Hooi Hooi Lean
4
Jarrow, Robert A.
4
more ...
less ...
Institution
All
International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
Banco de México
1
Bank Negara Malaysia <Kuala Lumpur>
1
Centralʹnyj bank Rossijskoj Federacii
1
Hongkong / Monetary Authority
1
Published in...
All
Financial derivatives : pricing and risk management
25
Handbook of financial time series
18
Forecasting volatility in the financial markets
17
Interest rate futures : concepts and issues
17
Stock market volatility
17
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
16
Applied quantitative finance
15
Valuation, financial modeling, and quantitative tools
15
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
14
The credit derivatives handbook : global perspectives, innovations, and market drivers
14
Research in financial derivatives : commodity, equity, currency, interest rate
13
Financial engineering
12
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Advanced mathematical methods for finance
11
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
11
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
10
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Numerical methods in finance
10
Options : classic approaches to pricing and modelling
10
Selected writings on futures markets : explorations in financial futures markets
10
The handbook of fixed income securities
10
Advances in risk management
9
Agricultural markets instability : revisiting the recent food crises
9
Emerging markets and the global economy
9
Financial markets and instruments
9
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
9
Managing economic volatility and crises : a practitioner's guide
9
Mathematical modeling and numerical methods in finance : special volume
9
Numerical methods in finance : Bordeaux, June 2010
9
Handbook of financial markets : securities, options and futures
8
Issues in derivative instruments
8
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
8
Risk management in volatile financial markets
8
The Oxford handbook of credit derivatives
8
The handbook of European structured financial products
8
Credit risk : models, derivatives, and management
7
Derivatives, regulation and banking
7
Financial modeling and risk management of energy and environmental instruments and derivates
7
Frontiers in quantitative finance : volatility and credit risk modeling
7
more ...
less ...
Source
All
ECONIS (ZBW)
2,303
Showing
1
-
10
of
2,303
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
2
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
3
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
4
Managing derivatives in the presence of a smile effect and incomplete information
Bellalah, Mondher
- In:
Risk management and value : valuation and asset price
,
(pp. 1-10)
.
2008
Persistent link: https://www.econbiz.de/10003686148
Saved in:
5
The dynamics of implied
volatility
surfaces
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Decision making : recent developments and worldwide …
,
(pp. 197-211)
.
2010
Persistent link: https://www.econbiz.de/10009152462
Saved in:
6
Computational methods for derivatives with early exercise features
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
;
Ziogas, …
-
2014
Persistent link: https://www.econbiz.de/10010366999
Saved in:
7
Variance and
volatility
swaps and futures pricing for stochastic
volatility
models
Sviščuk, Anatolij
;
Wang, Zijia
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 95-121)
.
2019
Persistent link: https://www.econbiz.de/10012249105
Saved in:
8
Approximate pricing of call options on the quadratic variation in Lévy models
Jahncke, Giso
;
Kallsen, Jan
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 241-256)
.
2016
Persistent link: https://www.econbiz.de/10011800371
Saved in:
9
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
10
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied
volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
