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Search: subject:"Capital-Asset-Pricing-Modell"
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Option pricing theory
CAPM
29
Theorie
24
Theory
24
Derivat
10
Derivative
10
Yield curve
8
Zinsstruktur
8
Hedging
6
Interest rate derivative
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Optionspreistheorie
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Frey, Rüdiger
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Föllmer, Hans
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Deutsche Forschungsgemeinschaft
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Discussion paper / B
International journal of theoretical and applied finance
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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wi - Wirtschaft
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Always learning
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Chapman & Hall/CRC financial mathematics series
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
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Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
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2
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
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3
Martingale densities for general asset prices
Schweizer, Martin
-
1991
Persistent link: https://www.econbiz.de/10000825147
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4
The pricing of options with an uncertain interest rate : a discrete time approach
Sandmann, Klaus
-
1989
Persistent link: https://www.econbiz.de/10013276566
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5
Hedging of non-redundant contingent claims
Föllmer, Hans
;
Sondermann, Dieter
-
1985
Persistent link: https://www.econbiz.de/10000419745
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