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~isPartOf:"International journal of theoretical and applied finance"
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Derivat
170
Derivative
170
Option pricing theory
101
Optionspreistheorie
101
Theorie
65
Theory
65
Stochastic process
59
Stochastischer Prozess
59
Credit risk
40
Kreditrisiko
40
Volatility
38
Volatilität
38
Hedging
34
Yield curve
25
Zinsstruktur
25
Option trading
22
Optionsgeschäft
22
Swap
20
Portfolio selection
19
Portfolio-Management
19
Credit derivative
16
Kreditderivat
16
Black-Scholes model
14
Black-Scholes-Modell
14
Markov chain
13
CAPM
12
Markov-Kette
12
Interest rate derivative
10
Statistical distribution
10
Statistische Verteilung
10
Zinsderivat
10
CVA
9
Collateral
8
Incomplete market
8
Kreditsicherung
8
Martingal
8
Martingale
8
Risikomanagement
8
Risk management
8
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8
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168
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170
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170
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171
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Brigo, Damiano
6
Benth, Fred Espen
5
Jeanblanc, Monique
4
Pallavicini, Andrea
4
Bielecki, Tomasz R.
3
Capriotti, Luca
3
Hess, Markus
3
Antonelli, Fabio
2
Aurell, Erik
2
Avellaneda, Marco
2
Bernard, Carole
2
Buescu, Cristin
2
Carmona, René
2
Chiarella, Carl
2
Cialenco, Igor
2
Crépey, S.
2
Crépey, Stéphane
2
D'Ippoliti, Fernanda
2
Di Graziano, Giuseppe
2
Fouque, Jean-Pierre
2
Gapeev, Pavel V.
2
Hok, Julien
2
Joshi, Mark S.
2
Lipton, Alexander
2
Mai, Jan-Frederik
2
Melʹnikov, Aleksandr V.
2
Meyer-Brandis, Thilo
2
Michielon, Matteo
2
Mijatovi´c, Aleksandar
2
Papatheodorou, Vasileios
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Sidenius, Jakob
2
Taddei, Stefano
2
Takahashi, Akihiko
2
Torricelli, Lorenzo
2
Walker, Michael B.
2
Wang, Yongjin
2
Albanese, Claudio
1
Alòs, Elisa
1
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International journal of theoretical and applied finance
The journal of futures markets
390
Journal of banking & finance
177
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Applied mathematical finance
79
Journal of financial economics
73
Review of derivatives research
68
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
International review of financial analysis
62
Finance research letters
61
The European journal of finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
International review of economics & finance : IREF
60
Quantitative finance
59
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
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
42
Wiley finance series
40
Economics letters
39
Journal of mathematical finance
39
The review of financial studies
39
Applied economics letters
38
Journal of economic dynamics & control
38
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
36
Finance and economics discussion series
34
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ECONIS (ZBW)
170
USB Cologne (EcoSocSci)
1
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1
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
2
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
3
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
4
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
5
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
6
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
7
Inflation, central bank and short-term interest rates : A new model with calibration to market data
Antonacci, Flavia
;
Costantini, Cristina
;
D'Ippoliti, …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012887366
Saved in:
8
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
9
Credit default swaps in two-dimensional models with various informations flows
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
23
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012270908
Saved in:
10
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
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