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~subject:"Behavioural finance"
~subject:"Commodity derivative"
~subject:"Index futures"
~type_genre:"Aufsatz im Buch"
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Behavioural finance
Commodity derivative
Index futures
Option trading
144
Optionsgeschäft
144
Option pricing theory
78
Optionspreistheorie
78
Theorie
41
Theory
41
Derivat
25
Derivative
25
Hedging
20
USA
20
United States
20
Volatility
17
Volatilität
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Black-Scholes model
12
Black-Scholes-Modell
12
Stochastic process
11
Stochastischer Prozess
11
Portfolio selection
9
Portfolio-Management
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Risikomanagement
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Risk management
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Deutschland
6
Forecasting model
6
Germany
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Prognoseverfahren
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Führungskräfte
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Großbritannien
4
Interest rate derivative
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Leistungsentgelt
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4
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Muckley, Cal B.
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Tompkins, Robert G.
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Der Preis des Risikos
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Energy economics and financial markets
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Financial derivatives : pricing and risk management
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Handbook of sports and lottery markets
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Psychology of decision making in economics, business and finance
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Risk management and value : valuation and asset price
1
Risk management in commodity markets : from shipping to agricuturals and energy
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The handbook of commodity investing
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ECONIS (ZBW)
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Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
2
Energy derivatives market dynamics
Bredin, Donal
;
Ó Ciagáin, Éamonn
;
Muckley, Cal B.
- In:
Energy economics and financial markets
,
(pp. 129-158)
.
2013
Persistent link: https://www.econbiz.de/10009693306
Saved in:
3
Option pricing bounds and statistical uncertainty : using econometrics to find an exit strategy in derivatives trading
Mykland, Per A.
-
2010
Persistent link: https://www.econbiz.de/10003900766
Saved in:
4
The regulation of US Commodity Futures and Options
Lukken, Walter L.
- In:
Financial derivatives : pricing and risk management
,
(pp. 295-303)
.
2010
Persistent link: https://www.econbiz.de/10003920423
Saved in:
5
Usage of stock index options : evidence from the Italian market
Cocozza, Rosa
- In:
Stock market volatility
,
(pp. 343-359)
.
2009
Persistent link: https://www.econbiz.de/10003830489
Saved in:
6
Spark spread options when commodity prices are represented as time changed processes
Luciano, Elisa
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 129-151)
.
2008
Persistent link: https://www.econbiz.de/10003787696
Saved in:
7
Commodity options
Alexander, Carol
;
Venkatramanan, Aanand
- In:
The handbook of commodity investing
,
(pp. 570-595)
.
2008
Persistent link: https://www.econbiz.de/10003795214
Saved in:
8
The behavior of the implied volatility surface : evidence from crude oil futures options
Bouden, Amine
- In:
Risk management and value : valuation and asset price
,
(pp. 151-175)
.
2008
Persistent link: https://www.econbiz.de/10003686175
Saved in:
9
Der Preis des Risikos : Optionen und Erwartungen
Del Chicca, Luca
;
Larcher, Gerhard
- In:
Der Preis des Risikos
,
(pp. 50-72)
.
2008
Persistent link: https://www.econbiz.de/10003736460
Saved in:
10
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
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