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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Wahrscheinlichkeitsrechnung"
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Wahrscheinlichkeitsrechnung
Theorie
32
Theory
32
Arbitrage
29
CAPM
13
Portfolio selection
10
Portfolio-Management
10
Arbitrage Pricing
9
Arbitrage pricing
9
Option pricing theory
7
Optionspreistheorie
7
Martingal
6
Martingale
6
Derivat
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Derivative
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Probability theory
4
Transaction costs
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Transaktionskosten
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Yield curve
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Zinsstruktur
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fundamental theorem of asset pricing
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Credit risk
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Hedging
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Incomplete market
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Kreditrisiko
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Unvollkommener Markt
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counterparty risk
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Equilibrium theory
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Gleichgewichtstheorie
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Delbaen, Freddy
2
Schachermayer, Walter
2
Lakner, Peter
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Financial Management Association survey and synthesis series
2
Applied mathematical finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Economic theory
1
Economic theory bulletin
1
International journal of economics and financial issues : IJEFI
1
Mathematics and financial economics
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Quaderni del Dipartimento
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Quantitative finance
1
Springer finance / Textbook
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Theory and decision : an international journal for multidisciplinary advances in decision science
1
Working paper series / Curtin Business School, School of Economics and Finance, Curtin University of Technology / School of Economics and Finance, Curtin University of Technology
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Working paper series / School of Economics and Finance, Curtin University of Technology
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ECONIS (ZBW)
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1
Arbitrage
and free lunch with bounded risk for unbounded continuous processes
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 343-348
Persistent link: https://www.econbiz.de/10001185071
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2
Martingale measures for discrete-time processes with infinite horizon
Schachermayer, Walter
- In:
Mathematical finance : an international journal of …
4
(
1994
)
1
,
pp. 25-55
Persistent link: https://www.econbiz.de/10001185116
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3
Martingale measures for a class of right-continuous processes
Lakner, Peter
- In:
Mathematical finance : an international journal of …
3
(
1993
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10001185135
Saved in:
4
Representing Martingale measures when asset prices are continuous and bounded
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 107-130
Persistent link: https://www.econbiz.de/10001184899
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