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Subject
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Theorie 17 Theory 17 Option pricing theory 10 Optionspreistheorie 10 Stochastic process 6 Stochastischer Prozess 6 Yield curve 4 Zinsstruktur 4 Capital market theory 3 Incomplete market 3 Kapitalmarkttheorie 3 Unvollkommener Markt 3 Arbitrage Pricing 2 Arbitrage pricing 2 Erwartungsnutzen 2 Expected utility 2 Financial management theory 2 Finanzierungstheorie 2 Finanzmathematik 2 Mathematical finance 2 Portfolio selection 2 Portfolio-Management 2 Analysis 1 Asset-liability management 1 Autocorrelation 1 Autokorrelation 1 Bilanzstrukturmanagement 1 Börsenkurs 1 Credit rating 1 Credit risk 1 Derivat 1 Derivative 1 Estimation theory 1 Exchange rate 1 Financial analysis 1 Finanzanalyse 1 Hauptkomponentenanalyse 1 History of economic thought 1 Innovation 1 Interest rate derivative 1
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Type of publication
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Article 17
Type of publication (narrower categories)
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Aufsatz im Buch 17 Book section 17 Systematic review 1 Übersichtsarbeit 1
Language
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English 17
Author
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Björk, Tomas 1 Dempster, Michael A. H. 1 Eberlein, Ernst 1 Elliott, Robert J. 1 Guiotto, Paolo 1 Hodges, Stewart D. 1 Hoek, John van der 1 Hong, S. S. G. 1 Kallsen, Jan 1 Landén, Camilla 1 McKean, Henry P. 1 Merton, Robert C. 1 Moraux, Franck 1 Navatte, Patrick 1 Prause, Karsten 1 Prigent, Jean-Luc 1 Renault, Olivier 1 Rogers, Leonard C. G. 1 Roncoroni, Andrea 1 Samuelson, Paul Anthony 1 Scaillet, Olivier 1 Schachermayer, Walter 1 Schwartz, Eduardo S. 1 Varadhan, S. R. S. 1 Yousaf, F. A. 1 Zozaya-Gorostiza, Carlos 1 Černý, Aleš 1 Širjaev, Alʹbert N. 1
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Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000 17
Source
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ECONIS (ZBW) 17
Showing 1 - 10 of 17
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Modern finance theory within one lifetime
Samuelson, Paul Anthony - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 41-45). 2002
Persistent link: https://www.econbiz.de/10001679422
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Future possibilities in finance theory and finance practice
Merton, Robert C. - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 47-73). 2002
Persistent link: https://www.econbiz.de/10001679429
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Brownian motion and the general diffusion : scale & clock
McKean, Henry P. - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 75-83). 2002
Persistent link: https://www.econbiz.de/10001679431
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Rare events, large deviations
Varadhan, S. R. S. - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 85-92). 2002
Persistent link: https://www.econbiz.de/10001679433
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On the term structure of futures and forward prices
Björk, Tomas; Landén, Camilla - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 111-149). 2002
Persistent link: https://www.econbiz.de/10001679437
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The theory of good-deal pricing in financial markets
Černý, Aleš; Hodges, Stewart D. - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 175-202). 2002
Persistent link: https://www.econbiz.de/10001679442
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Spread option valuation and the fast Fourier transform
Dempster, Michael A. H.; Hong, S. S. G. - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 203-220). 2002
Persistent link: https://www.econbiz.de/10001679445
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The generalized hyperbolic model : financial derivatives and risk measures
Eberlein, Ernst; Prause, Karsten - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 245-267). 2002
Persistent link: https://www.econbiz.de/10001679450
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Using the Hull and White two factor model in bank treasury risk management
Elliott, Robert J.; Hoek, John van der - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 269-280). 2002
Persistent link: https://www.econbiz.de/10001679453
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Utility-based derivative pricing in incomplete markets
Kallsen, Jan - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 313-338). 2002
Persistent link: https://www.econbiz.de/10001679455
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