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Search: subject:"Option pricing theory"
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Subject
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Optionspreistheorie
15,354
Option pricing theory
15,141
Volatilität
4,109
Volatility
4,096
Optionsgeschäft
4,001
Option trading
3,992
Stochastischer Prozess
3,698
Stochastic process
3,691
Theorie
3,331
Theory
3,330
Derivat
2,851
Derivative
2,851
Black-Scholes-Modell
1,337
Hedging
1,330
Black-Scholes model
1,304
CAPM
1,301
Portfolio selection
1,247
Portfolio-Management
1,247
Zinsstruktur
1,072
Yield curve
1,066
Estimation
899
Schätzung
896
Risk
882
Risiko
880
Börsenkurs
763
Share price
760
Kreditrisiko
723
Credit risk
716
Monte-Carlo-Simulation
711
Monte Carlo simulation
707
Real options analysis
677
Realoptionsansatz
677
USA
633
United States
627
Statistical distribution
579
Statistische Verteilung
579
Index-Futures
567
Index futures
564
Capital income
557
Kapitaleinkommen
557
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Online availability
All
Free
4,878
Undetermined
3,289
CC license
199
Type of publication
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Article
8,512
Book / Working Paper
6,852
Journal
10
Type of publication (narrower categories)
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Article in journal
7,861
Aufsatz in Zeitschrift
7,861
Graue Literatur
1,808
Non-commercial literature
1,808
Working Paper
1,628
Arbeitspapier
1,626
Hochschulschrift
575
Aufsatz im Buch
550
Book section
550
Thesis
448
Lehrbuch
185
Textbook
173
Collection of articles of several authors
120
Sammelwerk
120
Collection of articles written by one author
81
Sammlung
81
Dissertation u.a. Prüfungsschriften
80
Bibliografie enthalten
77
Bibliography included
77
Aufsatzsammlung
74
Conference paper
45
Konferenzbeitrag
45
Forschungsbericht
40
Glossar enthalten
31
Glossary included
31
Konferenzschrift
28
Handbook
27
Handbuch
27
Systematic review
21
Übersichtsarbeit
21
Amtsdruckschrift
18
Government document
18
Reprint
16
Bibliografie
15
Conference proceedings
15
Einführung
12
Accompanied by computer file
11
CD-ROM, DVD
11
Elektronischer Datenträger als Beilage
11
Case study
10
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English
14,654
German
617
French
39
Undetermined
32
Spanish
19
Italian
14
Portuguese
5
Croatian
1
Hungarian
1
Dutch
1
Polish
1
Russian
1
Swedish
1
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Author
All
Madan, Dilip B.
90
Härdle, Wolfgang
88
Fabozzi, Frank J.
82
Cui, Zhenyu
70
Takahashi, Akihiko
66
Carr, Peter
65
Joshi, Mark S.
65
Chiarella, Carl
59
Schoutens, Wim
56
Stentoft, Lars
55
Jacobs, Kris
52
Hull, John
48
Kwok, Yue-Kuen
47
Benth, Fred Espen
45
Elliott, Robert J.
45
Christoffersen, Peter F.
43
Račev, Svetlozar T.
38
Jarrow, Robert A.
37
Kim, Young Shin
37
Lee, Cheng F.
37
Siu, Tak Kuen
37
Fusai, Gianluca
34
Oosterlee, Cornelis W.
34
Wang, Xingchun
34
Schlögl, Erik
33
Schwartz, Eduardo S.
33
Zhang, Jin E.
33
Jacquier, Antoine (Jack)
32
Platen, Eckhard
32
Yang, Zhaojun
32
Barone-Adesi, Giovanni
31
Chesney, Marc
31
Ewald, Christian-Oliver
31
Korn, Ralf
29
Li, Lingfei
29
Schoenmakers, John
29
Todorov, Viktor
29
Wilmott, Paul
29
Prokopczuk, Marcel
28
Wong, Hoi Ying
28
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Institution
All
National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Chambre de commerce et d'industrie de Paris
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Deutsche Forschungsgemeinschaft
6
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Centre for Economic Policy Research
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
European Parliament / Directorate-General for Internal Policies of the Union
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Hochschule für Bankwirtschaft
2
Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
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Published in...
All
International journal of theoretical and applied finance
481
The journal of futures markets
275
Mathematical finance : an international journal of mathematics, statistics and financial theory
256
The journal of computational finance
256
Applied mathematical finance
249
Finance and stochastics
229
Quantitative finance
225
Journal of banking & finance
217
The journal of derivatives : the official publication of the International Association of Financial Engineers
212
Review of derivatives research
179
Insurance / Mathematics & economics
158
European journal of operational research : EJOR
135
Finance research letters
135
Journal of economic dynamics & control
128
Computational economics
127
International journal of financial engineering
121
Journal of mathematical finance
112
Risks : open access journal
112
Research paper series / Swiss Finance Institute
90
The North American journal of economics and finance : a journal of financial economics studies
86
The European journal of finance
85
Journal of financial economics
83
Asia-Pacific financial markets
76
Journal of econometrics
72
International review of economics & finance : IREF
62
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
60
Journal of financial and quantitative analysis : JFQA
59
Annals of finance
58
NBER working paper series
58
Energy economics
57
Journal of risk and financial management : JRFM
57
SFB 649 discussion paper
57
The journal of finance : the journal of the American Finance Association
57
Review of quantitative finance and accounting
56
Journal of empirical finance
54
Economic modelling
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
The journal of derivatives : JOD
52
The journal of real estate finance and economics
52
Mathematics and financial economics
51
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Source
All
ECONIS (ZBW)
15,199
USB Cologne (EcoSocSci)
154
RePEc
16
EconStor
3
BASE
2
Showing
15,281
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15,290
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15,374
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15281
The pricing of foreign currency options
Melino, Angelo
;
Turnbull, Stuart M.
-
1987
Persistent link: https://www.econbiz.de/10003630338
Saved in:
15282
Parity based valuation of foreign exchange options
Maxwell, Charles E.
- In:
Management international review : mir ; journal of …
26
(
1986
)
1
,
pp. 45-55
Persistent link: https://www.econbiz.de/10001014221
Saved in:
15283
A discrete time option model dependent on expected return : a note
O'Brien, Thomas J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 515-520
Persistent link: https://www.econbiz.de/10001015096
Saved in:
15284
Supply uncertainty, option price, and option value : an extension
Plummer, Mark L.
- In:
Land economics : applied research on environmental resources
62
(
1986
)
3
,
pp. 313-318
Persistent link: https://www.econbiz.de/10001019387
Saved in:
15285
Option hedging
Cooper, Ian
(
contributor
)
-
1986
Persistent link: https://www.econbiz.de/10000939202
Saved in:
15286
[Rezension von: Cox, John C., Option markets]
Leland, Hayne Ellis
- In:
Journal of economic literature
24
(
1986
)
4
,
pp. 1822-1824
Persistent link: https://www.econbiz.de/10001341858
Saved in:
15287
Currency options : some basic principles
Redhead, Keith
- In:
The Business economist
17
(
1986
)
2
,
pp. 17-30
Persistent link: https://www.econbiz.de/10003658739
Saved in:
15288
Contingent claims contracting for purchasing decisions in inventory management
ritchken, Peter H.
;
Tapiero, Charles S.
- In:
Operations research
34
(
1986
)
6
,
pp. 864-870
Persistent link: https://www.econbiz.de/10003662416
Saved in:
15289
Zur Ableitung von Kapitalkosten aus dem diskreten Optionspreismodell
Klug, Monika
-
1985
Persistent link: https://www.econbiz.de/10004583737
Saved in:
15290
Die Bewertung von Options- und Wandelanleihen mit Hilfe der Optionspreistheorie
Kruschwitz, Lutz
;
Schöbel, Rainer
-
1985
Persistent link: https://www.econbiz.de/10004587205
Saved in:
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