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subject:"Optionspreistheorie"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
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Optionspreistheorie
Volatilität
Yield curve
430
Zinsstruktur
430
Theorie
159
Theory
159
USA
66
United States
66
Estimation
64
Schätzung
64
Geldpolitik
59
Monetary policy
59
Interest rate
44
Zins
44
Public bond
41
Öffentliche Anleihe
41
Deutschland
40
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39
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38
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38
Interest rate derivative
30
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30
Credit risk
28
Kreditrisiko
28
Risikoprämie
26
Risk premium
26
Estimation theory
25
Euro area
25
Eurozone
25
Schätztheorie
25
Portfolio selection
23
Portfolio-Management
23
Anleihe
22
Bond
22
Option pricing theory
22
Welt
21
World
21
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20
Prognoseverfahren
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33
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Aufsatz im Buch
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Article in journal
862
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862
Graue Literatur
323
Non-commercial literature
323
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296
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296
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73
Thesis
61
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33
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Bianchi, Stephen W.
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Favero, Carlo A.
2
Grbac, Zorana
2
Hughes Hallett, Andrew
2
Li, Yan
2
Steeley, James M.
2
Söderström, Ulf
2
Wets, Roger J.-B.
2
Addolorato, Flavio
1
Alexander, Volbert
1
Amir-Atefi, Keyvan
1
Angelini, Paolo
1
Avellaneda, Marco
1
Baccar, Selima
1
Baltensperger, Ernst
1
Benth, Fred Espen
1
Berardi, Andrea
1
Björk, Tomas
1
Buetow, Gerald W.
1
Bühler, Wolfgang
1
Büsing, Christine
1
Chen, Mark Ke
1
Choudhry, Moorad
1
Clark, Ephraim
1
D'Souza, Dylan
1
Di Persio, Luca
1
Dumitrescu, Dan Gabriel
1
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1
Dym, Steven I.
1
El-Moussadek, Abdeljalil
1
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Glau, Kathrin
1
Gregoriou, Greg N.
1
Gugole, Nicola
1
Hasse, Rolf H.
1
Hoek, John van der
1
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1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
3
Europe and the euro
2
New methods in fixed income modeling : fixed income modeling
2
Advances in risk management
1
An Elgar reference collection
1
Bewertung und Einsatz von Finanzderivaten
1
Bounded rationality in economics and finance
1
Consumer issues in global economics, finance and business
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
1
Finance and banking developments
1
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
1
Financial supervision in an uncertain world : papers of an international conference organised by CEPR/European Summer Institute on 25-26 September 2009 at Venice International University, Italy
1
Für eine stabile und effiziente Währungsordnung : freier Kapitalverkehr und Wechselkurssysteme auf dem Prüfstand historischer Erfahrungen ; 12. Wissenschaftliches Kolloquium am 30. November 1999 im Hotel Frankfurter Hof in Frankfurt am Main auf Einladung der Deutschen Bundesbank
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Handbook of research methods and applications in empirical finance
1
Housing, housing finance, and monetary policy : a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 30 - September 1, 2007
1
Investment management and financial management
1
Money, banking and financial markets in Central and Eastern Europe : 20 years of transition
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Risikomanagement
1
Risk management decisions and wealth management in financial economics
1
Schriften des Vereins für Socialpolitik : SVS
1
The handbook of fixed income securities
1
The international library of critical writings in financial economics
1
Theory and methodology
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Valuation, financial modeling, and quantitative tools
1
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ECONIS (ZBW)
38
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1
Pricing interest rate, dividend, and equity risk
Willems, Sander
-
2019
Persistent link: https://www.econbiz.de/10012198741
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2
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
3
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
4
Modelling credit spreads with time volatility, skewness, and kurtosis
Clark, Ephraim
;
Baccar, Selima
- In:
Risk management decisions and wealth management in …
,
(pp. 431-461)
.
2018
Persistent link: https://www.econbiz.de/10011871661
Saved in:
5
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
6
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
7
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:
8
Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto
;
Sosa, Andrés
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 331-346)
.
2016
Persistent link: https://www.econbiz.de/10011800861
Saved in:
9
Derivatives pricing with affine models and numerical implementation
Chen, Mark Ke
;
Poon, Ser-Huang
- In:
Handbook of research methods and applications in …
,
(pp. 148-168)
.
2013
Persistent link: https://www.econbiz.de/10011897397
Saved in:
10
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Consumer issues in global economics, finance and business
,
(pp. 179-210)
.
2011
Persistent link: https://www.econbiz.de/10009427419
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