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Derivat
59
Derivative
59
Option pricing theory
44
Optionspreistheorie
44
Volatility
29
Volatilität
29
Stochastic process
22
Stochastischer Prozess
22
Hedging
17
Commodity derivative
15
Portfolio selection
15
Portfolio-Management
15
Rohstoffderivat
15
Option trading
14
Optionsgeschäft
14
Theorie
14
Theory
14
Yield curve
12
Zinsstruktur
12
Credit risk
11
Kreditrisiko
11
Credit derivative
10
Kreditderivat
10
Experiment
9
Risikomanagement
8
Risikoprämie
8
Risk management
8
Risk premium
8
Estimation
7
Interest rate derivative
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Option pricing
7
Risiko
7
Risk
7
Schätzung
7
Zinsderivat
7
Commodity exchange
6
Derivatives
6
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6
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83
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Benth, Fred Espen
2
Bossu, Sébastien
2
Bunn, Derek W.
2
Carr, Peter
2
Christensen, Troels Sønderby
2
Delage, Erick
2
Funahashi, Hideharu
2
Härdle, Wolfgang
2
Jacquier, Antoine
2
Li, Jonathan Yu-Meng
2
Liu, Qingfu
2
Marzban, Saeed
2
Pallavicini, Andrea
2
Papanicolaou, Andrew
2
Shi, Yukun
2
Sit, Tony
2
Tang, Ke
2
Wong, Hoi Ying
2
Ahmed, Shamim
1
Alexander, Carol
1
An, Yunbi
1
Anagnostou, I.
1
Arakelian, Veni
1
Asensio, Ivan Oscar
1
Azzone, Michele
1
Bao, Li
1
Baviera, Roberto
1
Bianchi, Michele Leonardo
1
Bo, Lijun
1
Bollinger, Thomas R.
1
Bonesini, O.
1
Bormetti, Giacomo
1
Bouchouev, Ilia
1
Brigo, Damiano
1
Cai, Haidong
1
Callegaro, Giulia
1
Capriotti, Luca
1
Carbonneau, Alexandre
1
Chen, Dianfa
1
Chen, Junhe
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
1
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Quantitative finance
The journal of futures markets
841
Energy economics
359
Journal of banking & finance
329
International journal of theoretical and applied finance
222
International review of financial analysis
177
NBER working paper series
175
IMF Working Papers
167
Finance research letters
166
Working paper / National Bureau of Economic Research, Inc.
157
Journal of international money and finance
147
NBER Working Paper
144
International review of economics & finance : IREF
137
The journal of finance : the journal of the American Finance Association
134
Applied financial economics
133
Applied economics
129
Journal of financial economics
127
The journal of derivatives : the official publication of the International Association of Financial Engineers
116
Journal of financial and quantitative analysis : JFQA
115
Journal of international financial markets, institutions & money
113
The journal of fixed income
113
The review of financial studies
111
Working paper
106
Economic modelling
105
Applied economics letters
99
Applied mathematical finance
99
The North American journal of economics and finance : a journal of financial economics studies
99
The European journal of finance
97
Review of derivatives research
94
Advances in futures and options research : a research annual
90
IMF Staff Country Reports
90
Economics letters
88
SpringerLink / Bücher
85
Discussion paper / Centre for Economic Policy Research
84
The journal of structured finance
83
IMF working papers
75
Research in international business and finance
75
European journal of operational research : EJOR
74
Journal of empirical finance
73
Global finance journal
71
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ECONIS (ZBW)
83
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1
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
2
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
Saved in:
3
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
4
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
5
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
6
Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
Saved in:
7
Leveraged funds : robust replication and performance evaluation
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10014321669
Saved in:
8
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
Saved in:
9
Delta hedging bitcoin options with a smile
Alexander, Carol
;
Imeraj, Arben
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 799-817
Persistent link: https://www.econbiz.de/10014304354
Saved in:
10
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
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