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~subject:"Option pricing theory"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Prognoseverfahren
Analysis of variance
66
Varianzanalyse
66
Theorie
37
Theory
37
Portfolio selection
9
Portfolio-Management
9
Risikomaß
9
Risk measure
9
Estimation
7
Estimation theory
7
Schätztheorie
7
Schätzung
7
Börsenkurs
6
Regression analysis
6
Regressionsanalyse
6
Share price
6
USA
5
United States
5
CAPM
4
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Risiko
4
Risk
4
Statistical test
4
Statistischer Test
4
Time series analysis
4
Volatility
4
Volatilität
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Financial analysis
3
Finanzanalyse
3
Korrelation
3
Optionspreistheorie
3
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59
Non-commercial literature
59
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53
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53
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11
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8
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7
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Andrikopoulos, Alexandru
1
Barndorff-Nielsen, Ole E.
1
Cui, Zhenyu
1
Fernholz, Robert
1
Härdle, Wolfgang
1
Nielsen, Bent
1
Ortega, Juan-Pablo
1
Rathgeber, Andreas
1
Shephard, Neil G.
1
Stahl, Gerhard
1
Steiner, Manfred
1
Vicedom, Sebastian
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Voev, Valeri
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Ysusi, Carla
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Application of operations research to financial markets
1
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
1
Finanzierung, Investition und Entscheidung : einzelwirtschaftliche Analysen zur Bank- und Finanzwirtschaft ; Prof. Dr. Michael Bitz zum 65. Geburtstag gewidmet ; [Festschrift für Michael Bitz]
1
High frequency financial econometrics : recent developments ; with 64 tables
1
Measuring risk in complex stochastic systems
1
Quantitative analysis in financial markets ; [Vol. 1]
1
State space and unobserved component models : theory and applications
1
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ECONIS (ZBW)
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
2
Forecasting realized variance based on macroeconomic uncertainty
Vicedom, Sebastian
- In:
Essays in finance : commodity derivatives, volatility …
,
(pp. 51-114)
.
2016
Persistent link: https://www.econbiz.de/10011646902
Saved in:
3
Measuring and forecasting financial variability using realised variance
Barndorff-Nielsen, Ole E.
;
Nielsen, Bent
;
Shephard, Neil G.
- In:
State space and unobserved component models : theory …
,
(pp. 205-235)
.
2004
Persistent link: https://www.econbiz.de/10009719924
Saved in:
4
Bewertung multivariater Derivate
Steiner, Manfred
;
Rathgeber, Andreas
- In:
Finanzierung, Investition und Entscheidung : …
,
(pp. 243-260)
.
2008
Persistent link: https://www.econbiz.de/10003690936
Saved in:
5
Dynamic modelling of large-dimensional covariance matrices
Voev, Valeri
- In:
High frequency financial econometrics : recent …
,
(pp. 293-312)
.
2008
Persistent link: https://www.econbiz.de/10003579362
Saved in:
6
Backtesting beyond VaR
Härdle, Wolfgang
;
Stahl, Gerhard
- In:
Measuring risk in complex stochastic systems
,
(pp. 119-130)
.
2000
Persistent link: https://www.econbiz.de/10001579728
Saved in:
7
Portfolio generating functions
Fernholz, Robert
-
1999
Persistent link: https://www.econbiz.de/10001491273
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