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~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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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
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Estimation
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Index futures
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Index-Futures
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Risiko
6
Risk
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Schätzung
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Capital income
5
Commodity derivative
5
Experiment
5
Kapitaleinkommen
5
Mathematical programming
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Mathematische Optimierung
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Aufsatz im Buch
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838
Aufsatz in Zeitschrift
838
Graue Literatur
133
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133
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121
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121
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1
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Bayer, Christian
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Benth, Fred Espen
1
Bouden, Amine
1
Brigo, Damiano
1
Cao, Charles Q.
1
Cao, Jay
1
Chang, Bo Young
1
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1
Christoffersen, Peter F.
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1
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El-Masry, Ahmed A.
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Geršôn, Dāwid
1
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1
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1
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1
Mercuri, L.
1
Meyer, Gunter H.
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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.
1
So, Ha Yan Raymond
1
Tai, Tzu
1
Tan, Zhiyuan Simon
1
Tompkins, Robert G.
1
Wang, Xinjie
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Published in...
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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
Empirical essays on financial markets, firms, and derivates
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 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
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ECONIS (ZBW)
22
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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
Saved in:
5
Predicting implied volatility with historical volatility
Wang, Xinjie
;
Wu, Ge
;
Zhao, Suyang
-
2024
Persistent link: https://www.econbiz.de/10015047494
Saved in:
6
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:
7
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
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8
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:
9
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
Saved in:
10
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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