//--> //--> //--> //-->
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:"Non-commercial literature"
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
The Valuation of Caps, Floors...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
1,774
Option pricing theory
1,768
Theorie
974
Theory
974
Optionsgeschäft
544
Option trading
543
Volatilität
499
Volatility
497
Stochastic process
359
Stochastischer Prozess
359
Derivat
237
Derivative
237
USA
217
United States
215
Hedging
197
Estimation
194
Schätzung
194
Portfolio selection
177
Portfolio-Management
177
Börsenkurs
139
Share price
139
Yield curve
138
Zinsstruktur
138
CAPM
135
Black-Scholes model
119
Black-Scholes-Modell
119
Risiko
116
Risk
116
Risikoprämie
102
Risk premium
101
Capital income
97
Kapitaleinkommen
97
Statistical distribution
87
Statistische Verteilung
87
Forecasting model
82
Prognoseverfahren
82
Deutschland
80
Germany
80
Interest rate derivative
80
Zinsderivat
80
more ...
less ...
Online availability
All
Free
1,146
Undetermined
101
Type of publication
All
Book / Working Paper
2,089
Journal
1
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
8,341
Aufsatz in Zeitschrift
8,341
Graue Literatur
2,090
Working Paper
2,039
Arbeitspapier
1,887
Hochschulschrift
647
Aufsatz im Buch
590
Book section
590
Thesis
513
Lehrbuch
230
Textbook
218
Collection of articles of several authors
130
Sammelwerk
130
Bibliografie enthalten
92
Bibliography included
92
Collection of articles written by one author
90
Sammlung
90
Dissertation u.a. Prüfungsschriften
88
Aufsatzsammlung
72
Glossar enthalten
53
Glossary included
53
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
44
Handbook
39
Handbuch
39
Konferenzschrift
33
Ratgeber
32
Amtsdruckschrift
25
Government document
25
Guidebook
22
Systematic review
22
Übersichtsarbeit
22
Bibliografie
17
Conference proceedings
16
Einführung
16
Reprint
16
CD-ROM, DVD
15
Mehrbändiges Werk
14
more ...
less ...
Language
All
English
1,973
German
95
French
10
Polish
7
Italian
3
Portuguese
3
Spanish
3
Dutch
1
more ...
less ...
Author
All
Härdle, Wolfgang
29
Wystup, Uwe
24
Chiarella, Carl
23
Joshi, Mark S.
20
Christoffersen, Peter F.
16
Filipović, Damir
14
Stentoft, Lars
14
Barone-Adesi, Giovanni
13
Jacobs, Kris
13
Vorst, Ton
13
Alòs, Elisa
12
Kohlmann, Michael
12
Korn, Olaf
12
Martin, Gael M.
12
Rosenberg, Joshua V.
12
Scaillet, Olivier
12
Schlögl, Erik
12
Schoenmakers, John
12
Takahashi, Akihiko
11
Cerrato, Mario
10
Chesney, Marc
10
Leippold, Markus
10
Løchte Jørgensen, Peter
10
Platen, Eckhard
10
Prokopczuk, Marcel
10
Todorov, Viktor
10
Andersen, Torben
9
Engle, Robert F.
9
Fusari, Nicola
9
Howison, Sam
9
Schöbel, Rainer
9
Sentana, Enrique
9
Collin-Dufresne, Pierre
8
Fengler, Matthias R.
8
Korn, Ralf
8
Renault, Eric
8
Rockinger, Michael
8
Rombouts, Jeroen V. K.
8
Schlag, Christian
8
Ziogas, Andrew
8
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Center for Economic Research <Tilburg>
11
Svenska Handelshögskolan <Helsinki>
11
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
8
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Institut for Finansiering <Frederiksberg>
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institute of Finance and Accounting <London>
4
Johannes Gutenberg-Universität Mainz
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Federal Reserve Bank of St. Louis
3
International Center for Financial Asset Management and Engineering
3
Judge Institute of Management Studies
3
Karlsruher Institut für Technologie
3
Rodney L. White Center for Financial Research
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Federal Reserve Bank of Cleveland
2
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
Queen Mary College / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
Universität Ulm
2
École des Hautes Études Commerciales <Lausanne>
2
Australian National University / Faculty of Economics and Commerce
1
Banco Central do Brasil
1
Bank für Internationalen Zahlungsausgleich
1
Business Information Centre <Toronto>
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
more ...
less ...
Published in...
All
Research paper series / Swiss Finance Institute
92
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Working paper / National Bureau of Economic Research, Inc.
54
Swiss Finance Institute Research Paper
47
Discussion paper / Tinbergen Institute
41
SFB 649 discussion paper
34
Working paper
34
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
33
CREATES research paper
32
Discussion paper / Centre for Economic Policy Research
31
Working paper series / Centre for Practical Quantitative Finance
30
Mathematical finance
24
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
24
Discussion paper / Center for Economic Research, Tilburg University
23
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Discussion paper / B
21
Discussion papers of interdisciplinary research project 373
20
Série des documents de travail / Centre de Recherche en Économie et Statistique
20
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
19
Finance and economics discussion series
17
Working paper series
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Meddelanden från Svenska Handelshögskolan
14
Working paper / Department of Econometrics and Business Statistics, Monash University
14
Working papers on finance
14
Discussion paper
13
Discussion paper / ICMA Centre, Henley Business School, University of Reading
13
Série de trabalhos para discussão
13
CoFE discussion papers
12
Discussion paper series / LSE Financial Markets Group
12
Working papers
12
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
12
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
11
IMES discussion paper series / Englische Ausgabe
11
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
11
CESifo working papers
10
IMF working paper
10
Report / Erasmus Center for Financial Research, Erasmus University
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
10
Tübinger Diskussionsbeitrag
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,090
Showing
1
-
10
of
2,090
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
2
Auswirkungen der Einführung von Stillhalteroptionen auf die Basismärkte
Tanner, Markus
-
1994
Persistent link: https://www.econbiz.de/10000900500
Saved in:
3
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
4
Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun
-
1996
Persistent link: https://www.econbiz.de/10000931831
Saved in:
5
Call features and term to maturity of callable foreign bonds
Hooper, Vincent J.
(
contributor
);
Pointon, John
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000947861
Saved in:
6
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
7
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
8
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:
9
Foreign currency options : market structure, pricing, strategies and accountancy
Kurtay, Selma
-
1997
Persistent link: https://www.econbiz.de/10000970793
Saved in:
10
A study of a family of equivalent martingale measures to price an option with an application to the Swiss market
Pafumi, Gérard
-
1997
Persistent link: https://www.econbiz.de/10000971694
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...
//-->