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subject:"Optionspreistheorie"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
~type_genre:"Systematic review"
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Optionspreistheorie
Volatilität
Yield curve
426
Zinsstruktur
426
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165
Theory
165
USA
66
United States
66
Estimation
59
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59
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57
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25
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862
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323
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296
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Bianchi, Stephen W.
2
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2
Fabozzi, Frank J.
2
Favero, Carlo A.
2
Gibson, Rajna
2
Grbac, Zorana
2
Hughes Hallett, Andrew
2
Lhabitant, François-Serge
2
Li, Yan
2
Steeley, James M.
2
Sundaresan, Suresh M.
2
Söderström, Ulf
2
Talay, Denis
2
Wets, Roger J.-B.
2
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1
Amir-Atefi, Keyvan
1
Angelini, Paolo
1
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1
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1
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1
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1
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1
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1
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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
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
Finanzmarkt und Portfolio-Management
1
Foundations and trends in finance
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
Paine Webber working paper series in money, economics and finance
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Risikomanagement
1
Risk management decisions and wealth management in financial economics
1
Springer finance
1
The handbook of fixed income securities
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
Theory and methodology
1
Trends in mathematical economics : dialogues between Southern Europe and Latin America
1
Valuation, financial modeling, and quantitative tools
1
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
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ECONIS (ZBW)
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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
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2
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:
3
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:
4
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:
5
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:
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
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:
8
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:
9
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
Saved in:
10
On the efficiency of capital markets : an analysis of the short end of the UK term structure
Hughes Hallett, Andrew
;
Richter, Christian
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 147-162)
.
2011
Persistent link: https://www.econbiz.de/10008987974
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