//--> //--> //--> //-->
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
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
Cutting the Hedge
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
118
Theory
118
Optionspreistheorie
88
Option pricing theory
75
Volatilität
73
Risikomanagement
64
Markov chain
51
Markov-Kette
49
Portfoliomanagement
46
risk management
46
Portfolio selection
42
Portfolio-Management
42
portfolio management
42
Zinsstruktur
38
Stochastic process
37
Stochastischer Prozess
37
Schweiz
36
USA
36
United States
36
Portfolio Selection
34
CAPM
33
Schätzung
31
Estimation
30
Switzerland
30
Derivat
27
Derivative
27
Erwartungstheorie
27
Kreditrisiko
26
Pollution
26
Umweltbelastung
26
Capital-Asset-Pricing-Modell
24
Volatility
24
Bewertung
23
China
22
GARCH-Prozess
22
Risikomaß
21
Welt
21
World
21
Auslandsinvestition
20
Foreign investment
20
more ...
less ...
Online availability
All
Free
135
Undetermined
117
Type of publication
All
Book / Working Paper
740
Article
325
Journal
6
Type of publication (narrower categories)
All
Article in journal
190
Aufsatz in Zeitschrift
190
Graue Literatur
70
Non-commercial literature
70
Arbeitspapier
67
Working Paper
67
Hochschulschrift
31
Thesis
26
Aufsatz im Buch
18
Book section
18
Collection of articles of several authors
13
Sammelwerk
13
Aufsatzsammlung
8
Konferenzschrift
8
Conference proceedings
6
Bibliografie enthalten
3
Bibliography included
3
Festschrift
3
Lehrbuch
3
Monografische Reihe
3
Statistik
3
Textbook
3
Glossar enthalten
2
Glossary included
2
Series
2
Statistics
2
Company information
1
Conference paper
1
Firmeninformation
1
Interview
1
Konferenzbeitrag
1
Rezension
1
technical-paper
1
more ...
less ...
Language
All
English
822
Undetermined
147
German
100
French
2
Italian
2
Author
All
Elliott, Robert J.
198
Barone-Adesi, Giovanni
171
Elliott, Robert J. R.
119
Cole, Matthew A.
49
Siu, Tak Kuen
43
Hens, Thorsten
33
Trojani, Fabio
27
Scaillet, Olivier
24
Volkart, Rudolf
21
Audrino, Francesco
20
Leippold, Markus
19
Strobl, Eric
19
Vanini, Paolo
19
Schenk-Hoppé, Klaus Reiner
18
Mancini, Loriano
17
Cocca, Teodoro D.
16
Azhar, Abdul K. M.
15
Gagliardini, Patrick
15
Gibson, Rajna
15
Chesney, Marc
14
Geiger, Hans
14
Badescu, Alex
13
De Giorgi, Enrico
13
Miao, Hong
13
Rieger, Marc Oliver
13
Giannopoulos, Kostas
12
Madan, Dilip B.
12
Okubo, Toshihiro
12
Sala, Carlo
12
Sorwar, Ghulam
12
Woehrmann, Peter
12
Lyle, Matthew R.
11
Evstigneev, Igor V.
10
Hoek, John van der
10
Allegretto, Walter
9
Morellec, Erwan
9
Badescu, Alexandru
8
Danthine, Jean-Pierre
8
Auckenthaler, Christoph
7
Bacchetta, Philippe
7
more ...
less ...
Institution
All
Institut für Schweizerisches Bankwesen <Zürich>
530
National Centre of Competence in Research North South <Bern>
190
Universität Zürich / Institut für Schweizerisches Bankwesen
55
arXiv.org
5
Chambre de commerce et d'industrie de Paris
2
Institut für Bankwirtschaft <Sankt Gallen>
2
International Bar Association / Italian Regional Subcommittee
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Tagung über die Strategieplanung in Universalbanken <1991, Bern>
2
Center for Economic Institutions, Institute of Economic Research
1
Federal Reserve Bank of Chicago
1
Finance Research Centre, Oxford University
1
Fondazione Rosselli
1
Institute of Economic Research, Kyoto University
1
International Finance Conference <9., 2017, Paris>
1
Rimini Centre for Economic Analysis (RCEA)
1
Rodney L. White Center for Financial Research, Wharton School of Business
1
Schweizer Börse
1
Schweizerisches Institut für Banken und Finanzen <Sankt Gallen>
1
Swiss Finance Institute
1
Swiss National Centre of Competence in Research North South <Bern>
1
Universität Bern
1
more ...
less ...
Published in...
All
Working Paper
425
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
191
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
179
Universität Zürich - Institut für schweizerisches Bankwesen
60
Working paper
60
Institut für Schweizerisches Bankenwesen der Universität Zürich - Working Papers
43
Bank- und finanzwirtschaftliche Forschungen
39
Research paper series / Swiss Finance Institute
24
Research Paper
17
Energy economics
13
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
13
Swiss Finance Institute Research Paper
12
Universität Zürich - Institut für Schweizerisches Bankwesen - Equity Ownership
10
Universität Zürich - Institut für Schweizerisches Bankwesen - Research Papers
10
Applied mathematical finance
9
Journal of banking & finance
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Department of Economics discussion paper / Department of Economics, The University of Birmingham
8
Discussion papers / Department of Economics, The University of Birmingham
8
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
8
Annals of finance
7
Insurance / Mathematics & economics
7
International Journal of Theoretical and Applied Finance (IJTAF)
7
Swiss Finance Institute Research Paper Series
7
Universität Zürich - Department of Banking and Financt - Publications
7
FINRISK Working Paper
6
Journal of Economic Dynamics and Control
6
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
6
Mathematical Finance
6
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
6
Review of world economics
6
Stochastic Processes and their Applications
6
The world economy : the leading journal on international economic relations
6
Environmental and resource economics
5
European financial management : the journal of the European Financial Management Association
5
FINRISK Working Paper Series
5
Finance and stochastics
5
Institut für Schweizerisches Bankwesen Zürich - Research Paper Series
5
Papers / arXiv.org
5
more ...
less ...
Source
All
USB Cologne (business full texts)
531
ECONIS (ZBW)
398
RePEc
87
OLC EcoSci
47
USB Cologne (EcoSocSci)
6
Other ZBW resources
2
Showing
201
-
210
of
1,071
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
201
Valuation of derivatives based on single-factor interest rate models
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
;
Allegretto, Walter
- In:
Global finance journal
18
(
2007
)
2
,
pp. 251-269
Persistent link: https://www.econbiz.de/10007869963
Saved in:
202
A Test of Calendar Seasonalities in Stock Market Risk Implied from Index Futures Options
Barone-Adesi, Giovanni
;
Cyr, Don
- In:
International review of economics & finance : IREF
3
(
1994
)
3
,
pp. 327-340
Persistent link: https://www.econbiz.de/10007710853
Saved in:
203
Value at risk under jump GARCH processes
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Banking and finance review
2
(
2010
)
1
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009956430
Saved in:
204
Valuation of Two-Factor Interest Rate Contingent Claims Using Green's Theorem
Sorwar, Ghulam
;
Barone-Adesi, Giovanni
- In:
Applied mathematical finance
18
(
2011
)
4
,
pp. 277-290
Persistent link: https://www.econbiz.de/10009988443
Saved in:
205
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1223-1222
Persistent link: https://www.econbiz.de/10010113794
Saved in:
206
A new approach to check the free boundary of single factor interest rate put option
Allegretto, Walter
;
Barone-Adesi, Giovanni
;
Dinenis, Elias
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 153-168
Persistent link: https://www.econbiz.de/10009918841
Saved in:
207
MARKET RISK - DON'T LOOK BACK
Barone-Adesi, Giovanni
;
Bourgoin, Frederick
; …
- In:
Risk : managing risk in the world's financial markets
11
(
1998
)
8
,
pp. 100-103
Persistent link: https://www.econbiz.de/10007062093
Saved in:
208
A GARCH Option Pricing Model with Filtered Historical Simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10008055479
Saved in:
209
Two-factor convertible bonds valuation using the method of characteristics-finite elements
Barone-Adesi, Giovanni
;
Bermudez, Ana
;
Hatgioannides, John
- In:
Journal of economic dynamics & control
27
(
2003
)
10
,
pp. 1801-1832
Persistent link: https://www.econbiz.de/10006762950
Saved in:
210
Risk management decisions and value under uncertainty
Barone-Adesi, Giovanni
;
Clark, Ephraim
;
Prigent, Jean-Luc
- In:
Risk management decisions and value under uncertainty
,
(pp. 603-604)
.
2022
Persistent link: https://www.econbiz.de/10013341955
Saved in:
First
Prev
17
18
19
20
21
22
23
24
25
26
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->