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Option arbitrage and strategy...
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Derivat
13,936
Derivative
13,936
Theorie
3,973
Theory
3,969
Optionspreistheorie
2,447
Option pricing theory
2,421
Hedging
2,114
USA
1,470
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1,459
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1,449
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1,438
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1,297
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1,289
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1,238
Portfolio selection
1,161
Portfolio-Management
1,161
Risk management
1,145
Optionsgeschäft
1,059
Option trading
990
Derivat <Wertpapier>
968
Welt
950
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950
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815
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801
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778
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778
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777
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751
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702
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665
Stochastischer Prozess
651
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649
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632
CAPM
620
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594
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583
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574
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563
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553
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Fabozzi, Frank J.
76
Hull, John
61
Lien, Da-hsiang Donald
50
Jarrow, Robert A.
44
Benth, Fred Espen
41
Broll, Udo
40
Kolb, Robert W.
37
Chance, Don M.
29
Gouriéroux, Christian
27
Kit, Pong Wong
27
Härdle, Wolfgang
25
Rudolph, Bernd
25
Shiller, Robert J.
25
White, Alan
25
Platen, Eckhard
24
Subrahmanyam, Marti G.
24
Wolfers, Justin
24
Bloss, Michael
23
Brigo, Damiano
23
Brooks, Robert
23
Carr, Peter
23
Joshi, Mark S.
23
Madan, Dilip B.
23
Stulz, René M.
23
Whaley, Robert E.
23
Choudhry, Moorad
22
Irwin, Scott H.
22
McAleer, Michael
22
Acharya, Viral V.
21
Kavussanos, Manolis G.
21
Duffie, Darrell
20
Gay, Gerald D.
20
Goss, Barry A.
20
Korn, Olaf
20
Leung, Tim
20
Prokopczuk, Marcel
20
Figlewski, Stephen
18
García, Philip
18
Kane, Alex
18
Lee, Cheng F.
18
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National Bureau of Economic Research
65
Philippinen / National Census and Statistics Office
21
Bangladesch / Parisaṅkhyāna Byuro
20
Basel Committee on Banking Supervision
20
International Organization of Securities Commissions
12
Devlet İstatistik Enstitüsü
9
Indien / Registrar General
9
Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures
7
OECD
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Bank für Internationalen Zahlungsausgleich
6
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
6
Institute of Finance and Accounting <London>
6
International Accounting Standards Board
6
Springer Fachmedien Wiesbaden
6
Asia Pacific Association of Derivatives
5
Chambre de commerce et d'industrie de Paris
5
Deutsche Forschungsgemeinschaft
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Großbritannien / Government / Statistical Service
5
Großbritannien / Office of Population Censuses and Surveys
5
Philippinen / Bureau of the Census and Statistics
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universität Augsburg / Institut für Volkswirtschaftslehre
5
Universität Zürich / Institut für Schweizerisches Bankwesen
5
Frank J. Fabozzi Associates <New Hope, Pa.>
4
Group of Thirty / Global Derivatives Study Group
4
International Options Market Association
4
International Swaps and Derivatives Associations
4
Internationaler Währungsfonds
4
New York Institute of Finance
4
School of Accounting, Economics and Finance <Geelong>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
The Wharton Financial Institutions Center
4
USA / Commodity Futures Trading Commission
4
USA / General Accounting Office
4
Österreichische Termin- und Optionenbörse <Wien>
4
Australien / Bureau of Mineral Resources, Geology and Geophysics
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Bank of England
3
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The journal of futures markets
395
Journal of banking & finance
187
International journal of theoretical and applied finance
170
Energy economics
122
The journal of finance : the journal of the American Finance Association
121
Journal of financial economics
105
Applied mathematical finance
80
Journal of financial and quantitative analysis : JFQA
77
International review of financial analysis
70
Finance research letters
69
Review of derivatives research
68
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
SpringerLink / Bücher
65
NBER working paper series
63
Quantitative finance
63
The European journal of finance
62
International review of economics & finance : IREF
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
Die Bank
51
NBER Working Paper
50
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
43
Economics letters
42
Applied economics letters
40
Wiley finance series
40
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Risks : open access journal
37
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
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ECONIS (ZBW)
14,754
USB Cologne (EcoSocSci)
485
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31
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40
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31
Funds, factors, and diversification in arbitrage pricing models
Chamberlain, Gary
- In:
Econometrica : journal of the Econometric Society, an …
51
(
1983
)
5
,
pp. 1305-1323
Persistent link: https://www.econbiz.de/10001984619
Saved in:
32
When can price be arbitraged efficiently? : a limit to the validity of the random walk and martingale models
Mandelbrot, Benoit B.
- In:
The review of economics and statistics
53
(
1971
)
3
,
pp. 225-236
Persistent link: https://www.econbiz.de/10002431598
Saved in:
33
Swap-Transaktionen als Finanzinstrumente
Lerbinger, Paul
- In:
Die Bank
(
1985
)
5
,
pp. 245-249
Persistent link: https://www.econbiz.de/10002370511
Saved in:
34
Path dependent options: "buy at the low, sell at the high"
Goldman, M. Barry
- In:
The journal of finance : the journal of the American …
34
(
1979
)
5
,
pp. 1111-1127
Persistent link: https://www.econbiz.de/10002466985
Saved in:
35
Arbitrage pricing, transaction costs and taxation of capital gains : a study of government bonds with the same maturity date
Litzenberger, Robert H.
;
Rolfo, Jacques
- In:
Journal of financial economics
13
(
1984
)
3
,
pp. 337-351
Persistent link: https://www.econbiz.de/10002385551
Saved in:
36
A simple approach to arbitrage pricing theory
Huberman, Gur
- In:
Journal of economic theory
28
(
1982
)
1
,
pp. 183-191
Persistent link: https://www.econbiz.de/10002965774
Saved in:
37
Arbitrage in securities
Weinstein, Meyer Hugh
-
1931
Persistent link: https://www.econbiz.de/10002966587
Saved in:
38
Erfahrungen mit Insiderproblemen in der Bundesrepublik
Zahn, Johannes
- In:
Österreichisches Bank-Archiv : ÖBA; Zeitschrift für …
22
(
1974
)
6
,
pp. 201-208
Persistent link: https://www.econbiz.de/10003029359
Saved in:
39
Interest arbitrage : forward speculation and the determination of the forward exchange rate
Stokes, Houston H.
;
Neuburger, Hugh
- In:
The Columbia journal of world business : publ. …
14
(
1979
)
4
,
pp. 86-98
Persistent link: https://www.econbiz.de/10002885004
Saved in:
40
Martingales and arbitrage in multiperiod securities markets
Harrison, J. Michael
;
Kreps, David M.
- In:
Journal of economic theory
20
(
1979
)
3
,
pp. 381-408
Persistent link: https://www.econbiz.de/10002653659
Saved in:
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