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~subject:"Optionspreistheorie"
~type_genre:"CD-ROM, DVD"
~type_genre:"Conference paper"
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Optionspreistheorie
Option trading
13
Optionsgeschäft
13
Option pricing theory
8
Hedging
5
Theorie
5
Theory
5
Derivat
4
Derivative
4
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
CAPM
2
Capital market returns
2
Derivat <Wertpapier>
2
Kapitalmarktrendite
2
Lévy processes
2
Optionshandel
2
USA
2
United States
2
Affine jump models
1
Agrarprodukt
1
Agricultural product
1
Aktienmarkt
1
Aktienoption
1
American options
1
Ansteckungseffekt
1
Barrier option
1
Bid-ask spread
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CDS
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Capital income
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Characteristic function approximations
1
Cointegration
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Commodity derivative
1
Contagion
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Barbachan, José Santiago Fajardo
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Bayer, Christian
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Benth, Fred Espen
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Cabaña, Alejandra
1
Guo, Biao
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Junike, Gero
1
Mordecki, Ernesto
1
Olivera, Federico de
1
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1
Schoutens, Wim
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Shi, Yukun
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
International journal of theoretical and applied finance
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Prentice Hall finance series
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Quantitative finance
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The European journal of finance
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ECONIS (ZBW)
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1
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
2
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
3
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
4
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
5
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
6
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
7
Options, futures, and other derivatives
Hull, John
-
2006
-
Sixth edition
Persistent link: https://www.econbiz.de/10013475078
Saved in:
8
Fundamentals of futures and options markets
Hull, John
-
2005
-
5. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001981944
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