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~subject:"Theorie"
~type_genre:"Case study"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Termingeschäft"
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Quantitative Finance : Strategien, Investments, Analysen
Larcher, Gerhard
-
2020
Persistent link: https://www.econbiz.de/10012149994
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2
Statistische Besonderheiten von Finanzmarktdaten
Krämer, Walter
-
2000
Persistent link: https://www.econbiz.de/10001574290
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3
Handbook real estate capital markets : an international perspective on functionality and future developments
Rottke, Nico
(
ed.
);
Brämisch, Fabian
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003573846
Saved in:
4
Risikomanagement mit Makroderivaten auf Basis zeitdiskreter stochastischer Prozesse
Schweimayer, Gerhard
-
2003
Persistent link: https://www.econbiz.de/10001766626
Saved in:
5
Concentration on the nearby contract in futures markets : a simple stochastic model to explain the phenomenon
Bamberg, Günter
;
Dorfleitner, Gregor
-
1998
Persistent link: https://www.econbiz.de/10013374661
Saved in:
6
Derivative asset analysis in models with level-dependent and stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000959999
Saved in:
7
Shortfall-Risiken beim Hedging mit DAX-Futures
Bamberg, Günter
-
1997
Persistent link: https://www.econbiz.de/10013453110
Saved in:
8
European and American barrier options : a discrete time approach and further extensions
Sandmann, Klaus
-
1994
Persistent link: https://www.econbiz.de/10000886167
Saved in:
9
Closed form representations for the minimal hedging portfolios of American type contingent claims
Kramkov, D. O.
-
1994
Persistent link: https://www.econbiz.de/10000895889
Saved in:
10
Why the forward rate is a biased predictor of the future spot rate if investors are risk neutral
Schmidt, Roland
-
1993
Persistent link: https://www.econbiz.de/10000855153
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