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~subject:"Optionspreistheorie"
~type_genre:"Aufsatz im Buch"
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Optionspreistheorie
Option pricing theory
524
Theorie
222
Theory
222
Stochastic process
92
Stochastischer Prozess
92
Volatility
86
Volatilität
86
Option trading
78
Optionsgeschäft
78
Derivat
66
Derivative
66
Black-Scholes model
45
Black-Scholes-Modell
45
Hedging
38
USA
36
United States
36
Real options analysis
32
Realoptionsansatz
32
CAPM
28
Credit risk
25
Kreditrisiko
25
Deutschland
23
Germany
23
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Estimation
21
Schätzung
21
Portfolio selection
19
Portfolio-Management
19
Yield curve
18
Zinsstruktur
18
Mathematical programming
16
Mathematische Optimierung
16
Risiko
16
Risk
16
Aktienoption
14
Börsenkurs
14
Estimation theory
14
Schätztheorie
14
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Undetermined
69
Free
4
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Article
524
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Aufsatz im Buch
Article in journal
7,252
Aufsatz in Zeitschrift
7,252
Graue Literatur
1,770
Non-commercial literature
1,770
Working Paper
1,601
Arbeitspapier
1,600
Hochschulschrift
569
Book section
524
Thesis
446
Lehrbuch
183
Textbook
172
Collection of articles of several authors
121
Sammelwerk
121
Collection of articles written by one author
80
Dissertation u.a. Prüfungsschriften
80
Sammlung
80
Bibliografie enthalten
77
Bibliography included
77
Aufsatzsammlung
71
Conference paper
44
Konferenzbeitrag
44
Forschungsbericht
40
Glossar enthalten
31
Glossary included
31
Konferenzschrift
28
Handbook
27
Handbuch
27
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
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18
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16
Bibliografie
15
Conference proceedings
15
Einführung
12
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12
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English
465
German
58
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1
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Fabozzi, Frank J.
12
Bellalah, Mondher
4
Chiarella, Carl
4
El Karoui, Nicole
4
Elliott, Robert J.
4
Fusai, Gianluca
4
Keber, Christian
4
Levin, Alexander
4
Merton, Robert C.
4
Samuelson, Paul Anthony
4
Tankov, Peter
4
Eberlein, Ernst
3
Engström, Malin
3
Gray, Dale
3
Huchzermeier, Arnd
3
Kallsen, Jan
3
Kalotay, Andrew J.
3
Kanne, Stefan
3
Karmann, Alexander
3
MacKenzie, Donald A.
3
Meyer, Gunter H.
3
Mordecki, Ernesto
3
Moreno, Manuel
3
Račev, Svetlozar T.
3
Rudolf, Markus
3
Skiadopoulos, George
3
Ziogas, Andrew
3
Bamberg, Günter
2
Barrieu, Pauline
2
Bensoussan, Alain
2
Benth, Fred Espen
2
Bianchi, Michele Leonardo
2
Bielecki, Tomasz R.
2
Boyle, Phelim P.
2
Breeden, Douglas T.
2
Brigo, Damiano
2
Bueno-Guerrero, Alberto
2
Bühler, Wolfgang
2
Choudhry, Moorad
2
Costa, O. L. V.
2
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International Centre for Trade and Sustainable Development
2
Weltwirtschaftsforum
2
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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
Frontiers in quantitative finance : volatility and credit risk modeling
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
3
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ECONIS (ZBW)
524
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How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
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3
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
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,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
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,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
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(pp. 127-172)
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2023
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Cumulant formulas for implied volatility
Lee, Roger
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(pp. 185-193)
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2023
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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(pp. 195-212)
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2023
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The smile of stochastic volatility models
Guyon, Julien
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(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
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,
(pp. 235-256)
.
2023
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Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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