//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Svenska Handelshögskolan <Helsinki>"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Contingent-claims approach"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
13
Optionspreistheorie
13
Theorie
11
Theory
11
Volatility
3
Volatilität
3
Deutschland
2
Germany
2
Time
2
Zeit
2
1995-1999
1
Aktienindex
1
Aktienoption
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Calendar effect
1
Capital income
1
Dividend
1
Dividende
1
Evaluation
1
Government securities
1
Greeks
1
Griechen
1
Hedging
1
Index futures
1
Index-Futures
1
Interest rate derivative
1
Kalendereffekt
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Option trading
1
Optionsgeschäft
1
Risikomanagement
1
Risk management
1
Sequential test
1
Sequentialtest
1
Staatspapier
1
more ...
less ...
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
20
Working Paper
20
Non-commercial literature
13
Language
All
English
13
Author
All
Sundkvist, Kim
5
Vikström, Mikael
4
Söderman, Ronnie
3
Chesney, Marc
1
Collin-Dufresne, Pierre
1
Djupsjöbacka, Daniel
1
Jeanblanc, Monique
1
Jern, Benny
1
Jondeau, Eric
1
Rockinger, Michael
1
Solnik, Bruno
1
Yor, Marc
1
more ...
less ...
Institution
All
Chambre de commerce et d'industrie de Paris
Svenska Handelshögskolan <Helsinki>
Centre for Analytical Finance <Århus>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Center for Economic Research <Tilburg>
9
Ekonomiska forskningsinstitutet <Stockholm>
8
National Bureau of Economic Research
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Johannes Gutenberg-Universität Mainz
4
Universitat Pompeu Fabra / Departament d'Economia i Empresa
4
Institut for Finansiering <Frederiksberg>
3
Institute of Finance and Accounting <London>
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Center for Financial Asset Management and Engineering
2
Judge Institute of Management Studies
2
Karlsruher Institut für Technologie
2
Queen Mary College / Department of Economics
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Universität Ulm
2
École des Hautes Études Commerciales <Lausanne>
2
Australian National University / Faculty of Economics and Commerce
1
Center for Economic Research <Minneapolis, Minn.>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel
1
Columbia University / Graduate School of Business
1
Danmarks Nationalbank
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Erasmus Research Institute of Management
1
more ...
less ...
Published in...
All
Meddelanden från Svenska Handelshögskolan
10
Les cahiers de recherche / HEC Paris
3
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
2
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
3
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
4
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
5
Intraday and weekend volatility patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
6
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
7
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
8
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
9
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
10
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->