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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"University of Exeter / Department of Economics"
~subject:"Einheitswurzeltest"
~subject:"Option pricing theory"
~type:"book"
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Risiko
Einheitswurzeltest
Option pricing theory
Theorie
175
Theory
175
Yield curve
17
Zinsstruktur
17
Estimation
14
Estimation theory
14
Optionspreistheorie
14
Schätztheorie
14
Schätzung
14
Stochastic process
13
Stochastischer Prozess
13
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
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10
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9
Volatilität
9
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8
USA
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United States
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5
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5
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Arbeitspapier
23
Working Paper
23
Graue Literatur
21
Non-commercial literature
21
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English
24
Author
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De Meza, David E.
2
Schmidli, Hanspeter
2
Strunk Hansen, Charlotte
2
Black, Jane M.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Coco, Giuseppe
1
Grasselli, M.R.
1
Harris, Richard D. F.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kiviet, J. F.
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Phillips, Garry D. A.
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Southey, Clive
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Taulbjerg, Jes
1
Venardos, Emmanouil
1
Ørregaard Nielsen, Morten
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
National Bureau of Economic Research
211
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Ekonomiska forskningsinstitutet <Stockholm>
21
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
11
Svenska Handelshögskolan <Helsinki>
10
Chambre de commerce et d'industrie de Paris
9
Edward Elgar Publishing
9
European University Institute / Department of Economics
9
Center for Economic Research <Tilburg>
7
Australian National University / Faculty of Economics and Commerce
6
University of Dundee / Department of Economic Studies
6
University of Southampton / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
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5
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5
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5
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4
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4
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4
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4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Institute of Finance and Accounting <London>
4
Johannes Gutenberg-Universität Mainz
4
Umeå universitet
4
Verlag Dr. Kovač
4
Foerder Institute for Economic Research <Tēl-Āvîv>
3
Goethe-Universität Frankfurt am Main
3
Internationaler Währungsfonds
3
Trinity College Dublin / Department of Economics
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
University of Waterloo / Department of Economics
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
Weltbank
3
Associazione Operatori Bancari in Titoli
2
Australian National University / Faculty of Economics
2
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
19
Discussion papers in economics
5
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ECONIS (ZBW)
24
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1
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
5
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Optimal residual based tests for fractional cointegration and exchange rate dynamics
Nielsen, Morten Ørregaard
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702310
Saved in:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
9
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
Saved in:
10
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724275
Saved in:
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