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Search: isPartOf_id:10000662068
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Theorie
119
Theory
119
Option pricing theory
76
Optionspreistheorie
76
Volatility
55
Volatilität
55
Portfolio selection
53
Portfolio-Management
53
Stochastic process
53
Stochastischer Prozess
53
Japan
47
Aktienmarkt
39
Capital income
39
Kapitaleinkommen
39
Stock market
39
Börsenkurs
38
Share price
38
Yield curve
38
Zinsstruktur
38
CAPM
30
Credit risk
27
Kreditrisiko
27
Derivat
26
Derivative
26
Option trading
25
Optionsgeschäft
25
ARCH model
24
ARCH-Modell
24
Black-Scholes model
22
Black-Scholes-Modell
22
Estimation
22
Schätzung
22
Hedging
20
China
19
South Korea
17
Südkorea
17
Markov chain
16
Markov-Kette
16
Estimation theory
15
Financial crisis
15
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Undetermined
76
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Article
370
Book / Working Paper
8
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Article in journal
377
Aufsatz in Zeitschrift
377
Collection of articles of several authors
8
Sammelwerk
8
Conference proceedings
5
Konferenzschrift
5
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English
378
Author
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Takahashi, Akihiko
15
Platen, Eckhard
10
Yamada, Yuji
8
Shirakawa, Hiroshi
7
Ishijima, Hiroshi
5
Kariya, Takeaki
5
Tsurumi, Hiroki
5
Akahori, Jirô
4
Bhar, Ramaprasad
4
Chiarella, Carl
4
Fujita, Takahiko
4
Nakamura, Hisashi
4
Nakamura, Nobuhiro
4
Nakatsuma, Teruo
4
Runggaldier, Wolfgang J.
4
Sekine, Jun
4
Siu, Tak Kuen
4
Takaoka, Koichiro
4
Chung, Hay Y.
3
Delbaen, Freddy
3
Elliott, Robert J.
3
Fujii, Masaaki
3
Ishimura, Naoyuki
3
Kim, Jeong-bon
3
Kim, Yong-jin
3
Klebaner, Fima C.
3
Kunitomo, Naoto
3
Le Courtois, Olivier
3
Li, Steven
3
Miura, Ryozo
3
Muroi, Yoshifumi
3
Nakajima, Katsushi
3
Nowman, Kalid Ben
3
Primbs, James A.
3
Sato, Seisho
3
So, Mike Ka-pui
3
Takahashi, Hajime
3
Tsuda, Hiroshi
3
Yamamura, Yoshiro
3
Aono, Kohei
2
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Institution
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Columbia University
1
Columbia-JAFEE Conference on the Mathematics of Finance <3, 1999, New York, NY>
1
Joint Workshop on Financial Engineering <2, 2007, Stanford, Calif.>
1
Mathematics of Finance Conference <7, 2004, New York, NY>
1
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Asia-Pacific financial markets
378
Source
All
ECONIS (ZBW)
378
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378
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1
Earnings management, capital management and signalling behaviour of Indian banks
Vishnani, Sushma
;
Agarwal, Sonu
;
Agarwalla, Ritika
; …
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 285-295
Persistent link: https://www.econbiz.de/10012309661
Saved in:
2
Term structure models during the global financial crisis: a parsimonious text mining approach
Nishimura, Kiyohiko G.
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 297-337
Persistent link: https://www.econbiz.de/10012309663
Saved in:
3
Asset pricing test using alternative sets of portfolios: evidence from India
Das, Sudipta
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10012309665
Saved in:
4
Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki
;
Kinoshita, Tsuyoshi
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
Saved in:
5
On discrete probability approximations for transaction cost problems
Butt, Nabeel
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 365-389
Persistent link: https://www.econbiz.de/10012309693
Saved in:
6
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
Fujii, Masaaki
;
Takahashi, Akihiko
;
Takahashi, Masayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10012309704
Saved in:
7
Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit
Wee, Yeap Lau
;
Yip, Tien-Ming
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 409-427
Persistent link: https://www.econbiz.de/10012309719
Saved in:
8
Financial markets development and financing choice of firms: new evidence from Asia
Yadav, Inder Sekhar
;
Pahi, Debasis
;
Gangakhedkar, Rajesh
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 429-451
Persistent link: https://www.econbiz.de/10012309740
Saved in:
9
Multifactor portfolio construction by factor risk parity strategies: an empirical comparison of global stock markets
Shimizu, Hidehiko
;
Shiohama, Takayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 453-477
Persistent link: https://www.econbiz.de/10012309815
Saved in:
10
Stylized facts of the Indian stock market
Sen, Rituparna
;
Subramaniam, Manavathi
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 479-493
Persistent link: https://www.econbiz.de/10012309816
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