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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>"
~subject:"CAPM"
~subject:"Optionspreistheorie"
~subject:"Probability theory"
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Risiko
CAPM
Optionspreistheorie
Probability theory
Theorie
97
Theory
97
Option pricing theory
15
Yield curve
11
Zinsstruktur
11
Stochastic process
10
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Bamberg, Günter
2
Christensen, Bent Jesper
2
Dorfleitner, Gregor
2
Mikkelsen, Peter
2
Mißler-Behr, Magdalena
2
Müller, Markus
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Raahauge, Peter
2
Schittko, Ulrich K.
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2
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2
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1
Busch, Thomas
1
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1
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1
Hauke, Wolfgang
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1
Hurd, T.R.
1
Hötger, Bernhard
1
Jakubenas, Paulius
1
Lechner, Wolfgang
1
Nicolato, Elisa
1
Peare, Paula
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Trost, Ralf
1
Venardos, Emmanouil
1
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Centre for Analytical Finance <Århus>
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
National Bureau of Economic Research
423
Ekonomiska forskningsinstitutet <Stockholm>
20
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
14
Chambre de commerce et d'industrie de Paris
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Svenska Handelshögskolan <Helsinki>
12
Center for Economic Research <Tilburg>
9
Edward Elgar Publishing
9
Australian National University / Faculty of Economics and Commerce
7
Birkbeck College / Department of Economics
7
European University Institute / Department of Economics
7
Federal Reserve System / Board of Governors
7
Federal Reserve System / Division of Research and Statistics
7
Institute of Finance and Accounting <London>
7
Springer Fachmedien Wiesbaden
7
Umeå universitet
7
Bonn Graduate School of Economics
6
Deutsche Forschungsgemeinschaft
6
Escola de Pós-Graduação em Economia <Rio de Janeiro>
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
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6
University of Southampton / Department of Economics
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Centre for Economic Policy Research
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Erasmus Research Institute of Management
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International Center for Financial Asset Management and Engineering
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University of Exeter / Department of Economics
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Verlag Dr. Kovač
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Centre of Financial Studies
4
Federal Reserve Bank of St. Louis
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Georgetown University / Economics Department
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Institut for Finansiering <Frederiksberg>
4
Rodney L. White Center for Financial Research
4
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
4
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Published in...
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Arbeitspapiere zur mathematischen Wirtschaftsforschung
8
Source
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ECONIS (ZBW)
28
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1
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
Estimation of expected return : CAPM vs Fama and French
Bartholdy, Jan
(
contributor
);
Peare, Paula
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002069191
Saved in:
4
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
5
Empirical rationality in the stock market
Raahauge, Peter
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001728528
Saved in:
6
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:
7
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
8
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:
9
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:
10
Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case
Schmidli, Hanspeter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724276
Saved in:
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