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~isPartOf:"Frontiers in quantitative finance : volatility and credit risk modeling"
~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
~type_genre:"Systematic review"
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Search: "Option pricing theory"
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Option pricing theory
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Optionspreistheorie
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Volatility
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Volatilität
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Stochastic process
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Stochastischer Prozess
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Arbeitskampf
1
Asset-Backed Securities
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Black-Scholes model
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Black-Scholes-Modell
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CAPM
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Correlation
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Dynamische Wirtschaftstheorie
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Benaim, Shalom
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Bergomi, Lorenzo
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Friz, Peter
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Henry-Labord`ere, Pierre
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Lee, Roger
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Tankov, Peter
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Turc, Julien
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Frontiers in quantitative finance : volatility and credit risk modeling
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Advanced mathematical methods for finance
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Options : classic approaches to pricing and modelling
10
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Numerical methods in finance
9
Numerical methods in finance : Bordeaux, June 2010
9
Valuation, financial modeling, and quantitative tools
9
Financial derivatives : pricing and risk management
8
Mathematical modeling and numerical methods in finance : special volume
8
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
7
Financial engineering
7
Nonlinear models in mathematical finance : new research trends in option pricing
7
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
7
Applied quantitative finance
6
Advances in finance and stochastics : essays in honour of Dieter Sondermann
5
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
5
Advances of OR in commodities and financial modeling
4
Application of operations research to financial markets
4
Empirical research on the German capital market : with 60 tables
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Handbook of financial time series
4
New methods in fixed income modeling : fixed income modeling
4
The handbook of fixed income securities
4
The handbook of mortgage-backed securities
4
Advances in financial risk management : corporates, intermediaries and portfolios
3
Aspects of mathematical finance
3
Computational methods in financial engineering : essays in honour of Manfred Gilli
3
Credit risk : models, derivatives, and management
3
Energy, natural resources and environmental economics
3
Essays on equity options
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Hedging frictions and option values
3
Indifference pricing : theory and applications
3
Investment management and financial management
3
Mathematical control theory and finance
3
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
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On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
Saved in:
2
Dynamic properties of smile models
Bergomi, Lorenzo
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 47-88)
.
2009
Persistent link: https://www.econbiz.de/10003787596
Saved in:
3
A geometric approach to the asymptotics of implied volatility
Henry-Labord`ere, Pierre
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 89-127)
.
2009
Persistent link: https://www.econbiz.de/10003787597
Saved in:
4
Pricing, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
5
Pricing CDOs with a smile : the local correlation model
Turc, Julien
;
Very, Philippe
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 235-250)
.
2009
Persistent link: https://www.econbiz.de/10003787606
Saved in:
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