//--> //--> //--> //-->
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
Fire sales, indirect contagion...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
49
Theory
48
Financial crisis
22
Finanzkrise
22
Option pricing theory
18
Optionspreistheorie
18
Systemic risk
18
Volatilität
18
Systemrisiko
17
Volatility
17
Derivat
15
Derivative
15
Kreditrisiko
15
Börsenkurs
14
Credit risk
14
Share price
14
Risk management
13
Securities trading
13
Wertpapierhandel
13
Market microstructure
12
Marktmikrostruktur
12
Risikomanagement
12
Stresstest
11
Clearing
10
Financial clearing
10
Portfolio selection
10
Portfolio-Management
10
Stress test
10
systemic risk
10
Financial market
9
Financial services
9
Finanzdienstleistung
9
Finanzmarkt
9
Ansteckungseffekt
8
Bank risk
8
Bankrisiko
8
Contagion effect
8
Finanzmathematik
8
Bankenliquidität
7
liquidity
7
more ...
less ...
Online availability
All
Free
131
Undetermined
27
Type of publication
All
Book / Working Paper
155
Article
67
Type of publication (narrower categories)
All
Article in journal
32
Aufsatz in Zeitschrift
32
Working Paper
14
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Nachschlagewerk
5
Reference book
5
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Sammelwerk
2
research-article
2
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Nachruf
1
Research Report
1
Textbook
1
Thesis
1
Wörterbuch
1
editorial
1
more ...
less ...
Language
All
English
148
Undetermined
73
French
1
Author
All
Cont, Rama
203
Bouchaud, Jean-Philippe
20
Schaanning, Eric
19
Deguest, Romain
11
Minca, Andreea
11
Wagalath, Lakshithe
10
Kokholm, Thomas
9
Potters, Marc
9
Tankov, Peter
9
Kotlicki, Artur
7
Kukanov, Arseniy
7
Cucuringu, Mihai
6
Sagna, Nicolas
6
Stoikov, Sasha
6
Valderrama, Laura
6
Xu, Renyuan
6
Amini, Hamed
5
Bentata, Amel
5
Larrard, Adrien De
5
Baes, Michel
4
Durrleman, Valdo
4
El-Karoui, Nicole
4
Voltchkova, Ekaterina
4
Avellaneda, Marco
3
CONT, Rama
3
Feinstein, Zachary
3
Kan, Yu Hang (Gabriel)
3
Löwe, Matthias
3
Pang, Weijie
3
Prenzel, Felix
3
Rudloff, Birgit
3
Santos, Edson Bastos e
3
Scandolo, Giacomo
3
Sturm, Stephan
3
Wildman, Mackenzie
3
Zhang, Chao
3
Aguilar, Jean-Pierre
2
BOUCHAUD, Jean-Philippe
2
Bouveret, Antoine
2
CONT, RAMA
2
more ...
less ...
Institution
All
HAL
15
arXiv.org
15
Science & Finance
8
EconWPA
3
Central Bank of Brazil, Research Department
1
Conference on New Directions in Quantitative Finance <2008, Paris>
1
Dipartimento di Scienze per l'Economia e l'Impresa, Università degli Studi di Firenze
1
Ehrvervøkonomisk Institut, Institut for Økonomi
1
IÉSEG School of Management, Université Catholique de Lille
1
more ...
less ...
Published in...
All
Papers / arXiv.org
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Working Papers / HAL
9
Science & Finance (CFM) working paper archive
8
Post-Print / HAL
6
Working Paper
5
Columbia University Center for Financial Engineering, Financial Engineering Report
4
International journal of theoretical and applied finance
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Quantitative Finance
4
Statistics & Risk Modeling
4
Working paper / Norges Bank
4
Finance
3
Finance and stochastics
3
Mathematical Finance
3
Quantitative finance
3
Applied mathematical finance
2
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Financial stability review : FSR
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of banking & finance
2
Risk : managing risk in the world's financial markets
2
The journal of computational finance
2
Applied Mathematical Finance
1
Bank of England Working Paper
1
Chapman & Hall/CRC financial mathematics series
1
Columbia University Financial Engineering Report
1
ESMA working paper
1
ESRB Occasional Paper Series
1
Economic Notes
1
Finance Research Group Working Papers
1
Finance and Stochastics
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
IMF Working Paper
1
IMF working papers
1
Journal of Financial Econometrics
1
Journal of Mathematical Economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of mathematical economics
1
Journal of risk management in financial institutions
1
more ...
less ...
Source
All
ECONIS (ZBW)
135
RePEc
59
OLC EcoSci
13
EconStor
6
Other ZBW resources
5
USB Cologne (EcoSocSci)
3
BASE
1
more ...
less ...
Showing
41
-
50
of
222
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
Special issue: Proceedings of the Conference on New Directions in Quantitative Finance, Columbia University and Ecole Polytechnique, Paris, 2008
Cont, Rama
(
contributor
)
-
Conference on New Directions in Quantitative Finance …
-
2010
Persistent link: https://www.econbiz.de/10008904315
Saved in:
42
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
43
Recovering portfolio default intensities implied by CDO quotes
Cont, Rama
;
Minca, Andreea
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 94-121
Persistent link: https://www.econbiz.de/10009712557
Saved in:
44
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
Saved in:
45
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
Saved in:
46
Equity correlations implied by index options : estimation and model uncertainty analysis
Cont, Rama
;
Deguest, Romain
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10009783356
Saved in:
47
Institutional investors and the dependence structure of asset returns
Cont, Rama
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
Saved in:
48
Stress testing the resilience of financial networks
Amini, Hamed
;
Cont, Rama
;
Minca, Andreea
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009562144
Saved in:
49
Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama
(
ed.
)
-
2009
Persistent link: https://www.econbiz.de/10003722007
Saved in:
50
Recovering volatility from option prices by evolutionary optimization
Hamida, Sana Ben
;
Cont, Rama
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 43-76
Persistent link: https://www.econbiz.de/10002990524
Saved in:
First
Prev
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...
//-->