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~person:"Barletta, Andrea"
~person:"Pugliese, Virginia"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
4
Volatilität
4
Option pricing theory
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Option trading
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Optionsgeschäft
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Statistical distribution
3
Statistische Verteilung
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Börsenkurs
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Hedging
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Risk-neutral moments
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Share price
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Bank liquidity
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Bank risk
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Bankenliquidität
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Black-Scholes model
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Derivat
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Derivative
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Liquidity
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Liquidität
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Market liquidity
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Marktliquidität
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Option Greeks
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Orthogonal expansions
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Portfolio selection
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Portfolio-Management
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Risiko
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Risikomanagement
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Risk
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Risk management
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Theorie
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Theory
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VIX Options
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Variance-swap
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Volatility jumps
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Volatility tail-risk
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Barletta, Andrea
Pugliese, Virginia
Santucci de Magistris, Paolo
6
Violante, Francesco
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Barletta, Andre
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Christensen, Bent Jesper
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Lacava, Demetrio
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Journal of economic dynamics & control
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Retrieving risk-neutral densities embedded in VIX options : a non-structural approach
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
-
2016
Persistent link: https://www.econbiz.de/10011524099
Saved in:
2
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
3
A non-structural investigation of VIX risk neutral density
Barletta, Andrea
;
Santucci de Magistris, Paolo
; …
- In:
Journal of banking & finance
99
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012162287
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