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subject:"Optionspreistheorie"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Volatilität"
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Optionspreistheorie
Volatilität
Yield curve
61
Zinsstruktur
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Theorie
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Theory
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Risikoprämie
20
Risk premium
20
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Option pricing theory
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credit spreads
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Joslin, Scott
2
Mi, Yanhui
2
Zhong, Yangfan
2
Beveridge, Christopher
1
Bhar, Ramaprasad
1
Bikbov, Ruslan
1
Chernov, Mikhail
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Diffouo, Pauline M. Ngugnie
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Du, Du
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Rakotondratsimba, Y.
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International journal of financial engineering
Management science : journal of the Institute for Operations Research and the Management Sciences
International journal of theoretical and applied finance
44
Journal of banking & finance
39
Mathematical finance : an international journal of mathematics, statistics and financial theory
36
The journal of futures markets
29
Applied mathematical finance
26
The journal of computational finance
23
The journal of fixed income
23
Finance and stochastics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Review of derivatives research
20
The review of financial studies
19
Journal of financial economics
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Quantitative finance
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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NBER Working Paper
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Finance research letters
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Research paper series / Swiss Finance Institute
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The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
12
Journal of financial and quantitative analysis : JFQA
12
Journal of international money and finance
12
Risks : open access journal
11
The European journal of finance
10
Applied financial economics
9
Economic modelling
9
Economics letters
9
Finance and economics discussion series
9
International review of financial analysis
9
Journal of mathematical finance
9
SpringerLink / Bücher
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Journal of econometrics
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Energy economics
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European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
24
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1
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew
;
Suaysom, Natchanon
- In:
International journal of financial engineering
11
(
2024
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014521323
Saved in:
2
Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael
;
Khapko, Mariana
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
Saved in:
3
Information content of aggregate implied volatility spread
Han, Bing
;
Li, Gang
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1249-1269
Persistent link: https://www.econbiz.de/10012505469
Saved in:
4
Volatility morphology of asset value and credit spread puzzle
Hu, Xiao
;
Tian, Xinming
;
Wang, Kuitai
- In:
International journal of financial engineering
8
(
2021
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012655039
Saved in:
5
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
6
Pricing kernel factorization and recovery theorem
Diffouo, Pauline M. Ngugnie
;
Noupoue, Yves Y. Yameni
- In:
International journal of financial engineering
7
(
2020
)
3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012603067
Saved in:
7
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
8
Macroeconomic factors in oil futures markets
Heath, Davidson
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4407-4421
Persistent link: https://www.econbiz.de/10012118578
Saved in:
9
Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
Saved in:
10
LIBOR market model with multiplicative basis
Zhong, Yangfan
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011923001
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