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~subject:"Index futures"
~subject:"Volatilität"
~type_genre:"Book section"
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Index futures
Volatilität
Option trading
154
Optionsgeschäft
154
Option pricing theory
87
Optionspreistheorie
87
Theorie
41
Theory
41
Derivat
29
Derivative
29
Hedging
22
Volatility
22
USA
20
United States
20
Black-Scholes model
14
Black-Scholes-Modell
14
Stochastic process
12
Stochastischer Prozess
12
Portfolio selection
10
Portfolio-Management
10
Risikomanagement
9
Risk management
9
Forecasting model
8
Prognoseverfahren
8
Börsenkurs
6
Deutschland
6
Estimation
6
Germany
6
Index-Futures
6
Risiko
6
Risk
6
Schätzung
6
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6
Capital income
5
Commodity derivative
5
Experiment
5
Kapitaleinkommen
5
Mathematical programming
5
Mathematische Optimierung
5
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5
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26
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897
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897
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141
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141
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132
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131
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26
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26
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Lee, Cheng F.
2
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1
Avellaneda, Marco
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Bamberg, Günter
1
Bayer, Christian
1
Benth, Fred Espen
1
Bouden, Amine
1
Brigo, Damiano
1
Cao, Charles Q.
1
Cao, Jay
1
Chang, Bo Young
1
Chen, Jacky
1
Christoffersen, Peter F.
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Cocozza, Rosa
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Del Chicca, Luca
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Dobi, Doris
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El-Masry, Ahmed A.
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Geršôn, Dāwid
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1
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1
Hull, John
1
Hwang, Soosung
1
Jacobs, Kris
1
Joseph, Nathan Lael
1
Kang, Boda
1
Larcher, Gerhard
1
Lee, Roger
1
Mercuri, L.
1
Meyer, Gunter H.
1
Mijatovi´c, Aleksandar
1
Pistorius, Martijn
1
Ronn, Ehud I.
1
Rroji, E.
1
Satchell, Stephen
1
Schoenmakers, John
1
Shao, Jia
1
Simin, Timothy T.
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Advanced mathematical methods for finance
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Der Preis des Risikos
1
Empirical essays on financial markets, firms, and derivates
1
Finanzierungen
1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Volume 2A
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Handbook of sports and lottery markets
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Risk management and value : valuation and asset price
1
Stock market volatility
1
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ECONIS (ZBW)
26
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1
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
2
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
3
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
-
2024
Persistent link: https://www.econbiz.de/10015045592
Saved in:
4
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
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5
Synthetic options, portfolio insurance, and contingent immunization
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050000
Saved in:
6
Predicting implied volatility with historical volatility
Wang, Xinjie
;
Wu, Ge
;
Zhao, Suyang
-
2024
Persistent link: https://www.econbiz.de/10015047494
Saved in:
7
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
8
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
9
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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