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~person:"Wilmott, Paul"
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Optionspreistheorie
28
Option pricing theory
26
Theorie
15
Theory
15
Finanzmathematik
10
Hedging
7
Optionsgeschäft
7
Portfolio selection
7
Portfolio-Management
7
Mathematisches Modell
6
Option trading
6
Derivat <Wertpapier>
5
Mathematical finance
5
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4
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4
Derivat
4
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4
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3
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Mathematics
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Mathematik
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Optionshandel
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Stochastic process
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Stochastischer Prozess
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2
Zinsderivat
2
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2
1945-
1
Analysis of variance
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Australia
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7
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Book / Working Paper
20
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15
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8
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8
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1
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1
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English
34
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Wilmott, Paul
Fabozzi, Frank J.
104
Madan, Dilip B.
104
Chiarella, Carl
91
Härdle, Wolfgang
88
Carr, Peter
86
Cui, Zhenyu
75
Jacobs, Kris
74
Joshi, Mark S.
70
Schoutens, Wim
70
Takahashi, Akihiko
69
Hull, John
68
Subrahmanyam, Marti G.
65
Jarrow, Robert A.
64
Stentoft, Lars
63
Elliott, Robert J.
55
Wu, Liuren
53
Chesney, Marc
48
Scheicher, Martin
47
Benth, Fred Espen
46
Perrakis, Stylianos
45
Schlögl, Erik
45
Wystup, Uwe
45
Yang, Zhaojun
45
Zhang, Jin E.
45
Korn, Ralf
44
Lee, Cheng F.
44
Sandmann, Klaus
44
Korn, Olaf
43
Ryu, Doojin
43
Chen, Ren-Raw
42
Kwok, Yue-Kuen
42
Oosterlee, Cornelis W.
42
Schwartz, Eduardo S.
41
Fusai, Gianluca
40
Siu, Tak Kuen
40
Barone-Adesi, Giovanni
39
Christoffersen, Peter F.
39
Lehnert, Thorsten
39
Kim, Young Shin
38
Moretto, Michele
38
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Johannes Gutenberg-Universität Mainz
1
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Mathematical finance
7
International journal of theoretical and applied finance
4
Advances in futures and options research : a research annual
2
New directions in mathematical finance
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Berichte zur Stochastik und verwandten Gebieten
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The professional risk managers' guide to finance theory and application
1
The professional risk managers' guide to financial instruments
1
Wilmott collection
1
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ECONIS (ZBW)
31
USB Cologne (EcoSocSci)
4
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1
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
2
On trading American options
Ahn, Hyungsok
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009581675
Saved in:
3
Optimal hedging of options with small but arbitrary transaction cost structure
Whalley, A. E.
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582836
Saved in:
4
Vanilla options
Wilmott, Paul
- In:
The professional risk managers' guide to financial …
,
(pp. 143-155)
.
2008
Persistent link: https://www.econbiz.de/10003677867
Saved in:
5
A general framework for hedging and speculating with options
Korn, Ralf
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582834
Saved in:
6
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Saved in:
7
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
8
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
9
A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
Saved in:
10
The mathematics of financial derivatives : a student introduction
Wilmott, Paul
;
Howison, Sam
;
Dewynne, Jeff
-
2009
-
15. print.
Persistent link: https://www.econbiz.de/10009536272
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