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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~subject:"Hedging"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Optionspreistheorie"
~subject:"Regressionsanalyse"
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Risiko
Hedging
Maximum-Likelihood-Schätzung
Optionspreistheorie
Regressionsanalyse
Theorie
70
Theory
70
Option pricing theory
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
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Einheitswurzeltest
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
26
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
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English
26
Author
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Strunk Hansen, Charlotte
3
Christensen, Claus Vorm
2
Schmidli, Hanspeter
2
Søndergaard Rasmussen, Nicki
2
Sørensen, Helle
2
Sørensen, Michael
2
Barndorff-Nielsen, Ole E.
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Kristensen, Dennis
1
Mikkelsen, Peter
1
Nicolato, Elisa
1
Nielsen, Morten Ørregaard
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Shepard, Neil
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Taulbjerg, Jes
1
Tuypens, Bjorn E.
1
Uchida, Masayuki
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
259
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
41
Ekonomiska forskningsinstitutet <Stockholm>
17
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
Center for Economic Research <Tilburg>
12
Chambre de commerce et d'industrie de Paris
10
Svenska Handelshögskolan <Helsinki>
10
Edward Elgar Publishing
9
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
8
Institute of Finance and Accounting <London>
8
Massachusetts Institute of Technology / Department of Economics
8
University of Southampton / Department of Economics
8
European University Institute / Department of Economics
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
Australian National University / Faculty of Economics and Commerce
6
Bonn Graduate School of Economics
6
Foerder Institute for Economic Research <Tēl-Āvîv>
6
University of Dundee / Department of Economic Studies
6
University of Exeter / Department of Economics
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Birkbeck College / Department of Economics
5
Federal Reserve System / Board of Governors
5
Federal Reserve System / Division of Research and Statistics
5
Forschungsinstitut zur Zukunft der Arbeit
5
Georgetown University / Economics Department
5
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
5
Springer Fachmedien Wiesbaden
5
Centre for Economic Policy Research
4
Centre of Financial Studies
4
Deutsche Forschungsgemeinschaft
4
Federal Reserve Bank of Cleveland
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
4
Johannes Gutenberg-Universität Mainz
4
Leibniz-Institut für Wirtschaftsforschung Halle
4
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
4
Umeå universitet
4
Verlag Dr. Kovač
4
Zentrum für Europäische Wirtschaftsforschung
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
26
Source
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ECONIS (ZBW)
26
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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
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
3
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
4
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
5
Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
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
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis
(
contributor
);
Rahbek, Anders
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Saved in:
8
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
9
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
10
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
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