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  • Search: subject:"Optionspreistheorie"
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Year of publication
Subject
All
Optionspreistheorie 5,501 Option pricing theory 5,042 Theorie 3,447 Theory 3,315 Volatilität 899 Volatility 839 Stochastischer Prozess 689 Optionsgeschäft 656 Option trading 643 Stochastic process 639 Derivat 556 Derivative 553 USA 521 United States 510 Hedging 482 Black-Scholes-Modell 376 Schätzung 357 Portfolio-Management 342 Estimation 338 Portfolio selection 330 Zinsstruktur 329 Black-Scholes model 326 Yield curve 319 CAPM 261 Deutschland 253 Germany 234 Finanzmathematik 209 Monte-Carlo-Simulation 192 Monte Carlo simulation 188 Zinsderivat 186 Interest rate derivative 183 Kreditrisiko 178 Börsenkurs 172 Credit risk 171 Index-Futures 161 Share price 159 Mathematical finance 158 Index futures 153 Realoptionsansatz 153 Real options analysis 152
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Online availability
All
Free 768 Undetermined 50
Type of publication
All
Article 3,182 Book / Working Paper 2,299 Journal 20
Type of publication (narrower categories)
All
Article in journal 2,819 Aufsatz in Zeitschriften 2,819 Graue Literatur 1,148 Non-commercial literature 1,148 Working Paper 1,050 Arbeitspapier 898 Thesis 433 Dissertation 428 Hochschulschrift 373 Article in book 301 Aufsatz im Buch 301 Lehrbuch 158 Collection of articles of several authors 90 Sammelwerk 90 Dissertation u.a. Prüfungsschriften 81 Collection of articles written by one author 70 Sammlung 70 Bibliographie enthalten 60 Bibliography included 60 Glossar enthalten 28 Glossary included 28 Aufsatzsammlung 27 Handbook 23 Handbuch 23 Forschungsbericht 19 Amtsdruckschrift 18 Government document 18 Bibliographie 16 Reprint 16 Survey 15 Übersichtsarbeit 15 Congress report 14 Kongressschrift 14 Kongress 12 CD-ROM, DVD 11 Accompanied by computer file 10 Elektronischer Datenträger als Beilage 10 Case study 9 Fallstudie 9 Mehrbändiges Werk 9
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Language
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English 4,821 German 582 French 35 Undetermined 25 Spanish 19 Italian 14 Portuguese 5 Croatian 1 Hungarian 1 Dutch 1 Polish 1 Russian 1 Swedish 1
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Author
All
Härdle, Wolfgang 38 Wystup, Uwe 38 Chiarella, Carl 34 Belomestny, Denis 25 Carr, Peter 25 Madan, Dilip B. 25 Hull, John 24 Elliott, Robert J. 22 Kwok, Yue-Kuen 22 Scaillet, Olivier 22 Chesney, Marc 21 Joshi, Mark S. 21 Schwartz, Eduardo S. 20 Schöbel, Rainer 20 Barone-Adesi, Giovanni 19 Glasserman, Paul 19 Jarrow, Robert A. 19 Kohlmann, Michael 19 Subrahmanyam, Marti G. 19 Korn, Ralf 18 Schoenmakers, John 18 Rosenberg, Joshua V. 17 Takahashi, Akihiko 17 Vorst, Ton 17 Wilmott, Paul 17 Korn, Olaf 16 Renault, Eric 16 Sandmann, Klaus 16 Schlag, Christian 16 Björk, Tomas 15 Fabozzi, Frank J. 15 Zimmermann, Heinz 15 Christoffersen, Peter F. 14 Câmara, António 14 Jeanblanc, Monique 14 Leisen, Dietmar 14 Prigent, Jean-Luc 14 Reiß, Ariane 14 Stapleton, Richard C. 14 Wong, Hoi Ying 14
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Institution
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Centre for Analytical Finance <Århus> 20 Sonderforschungsbereich Ökonomisches Risiko <Berlin> 19 Institut für Schweizerisches Bankwesen <Zürich> 14 Svenska Handelshögskolan <Helsinki> 10 Center for Economic Research <Tilburg> 9 Ekonomiska forskningsinstitutet <Stockholm> 8 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Weierstraß-Institut für Angewandte Analysis und Stochastik 6 Bonn Graduate School of Economics 4 Centre of Financial Studies 4 Johannes Gutenberg-Universität Mainz 4 Universitat Pompeu Fabra / Departament d'Economia i Empresa 4 Chambre de commerce et d'industrie de Paris 3 Institut for Finansiering <Frederiksberg> 3 Institute of Finance and Accounting <London> 3 Springer Fachmedien Wiesbaden GmbH 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 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 2 Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre 2 Federal Reserve Bank of Cleveland 2 Federal Reserve Bank of St. Louis 2 Hochschule für Bankwirtschaft 2 Institutt for Foretaksøkonomi <Bergen> 2 International Association of Financial Engineers 2 International Center for Financial Asset Management and Engineering 2 Judge Institute of Management Studies 2 National Centre of Competence in Research - Financial Valuation and Risk Management 2 Queen Mary College / Department of Economics 2 Springer International Publishing AG 2 Springer-Verlag GmbH 2 Technische Universität Dresden / Fakultät Wirtschaftswissenschaften 2 Verlag Dr. Kovač 2 Wirtschaftswissenschaftliches Zentrum <Basel> 2 École des Hautes Études Commerciales <Lausanne> 2 American Finance Association 1 Asia Pacific Futures Research Symposium <13, 2003, Schanghai> 1
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Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory 198 International journal of theoretical and applied finance 187 The journal of futures markets 171 The journal of derivatives : the official publication of the International Association of Financial Engineers 136 Finance and stochastics 120 Journal of banking & finance 113 The journal of computational finance 97 Applied mathematical finance 93 Review of derivatives research 90 Journal of economic dynamics & control 70 SFB 649 discussion paper 67 Discussion paper 47 The review of financial studies 46 The journal of real estate finance and economics 45 Journal of financial economics 42 Asia-Pacific financial markets 41 The journal of finance : the journal of the American Finance Association 41 Journal of financial and quantitative analysis : JFQA 39 Working paper 38 Research paper / Quantitative Finance Research Centre, University of Technology Sydney 36 The European journal of finance 32 Working paper series / Centre for Practical Quantitative Finance 29 Journal of econometrics 28 Advances in futures and options research : a research annual 27 Applied financial economics 27 Finance : revue de l'Association Française de Finance 27 Gabler Edition Wissenschaft 27 Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business 27 The journal of fixed income 25 Research paper series 24 Real estate economics : journal of the American Real Estate and Urban Economics Association 22 The journal of risk and insurance : the journal of the American Risk and Insurance Association 22 Wiley finance series 22 Review of quantitative finance and accounting 21 Decisions in economics and finance : DEF ; a journal of applied mathematics 20 Finance research letters 20 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 20 Journal of empirical finance 19 Springer finance 19 Discussion paper / Centre for Economic Policy Research 18
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Source
All
ECONIS (ZBW) 5,100 USB Cologne (EcoSocSci) 169 EconStor 154 USB Cologne (business full texts) 67 OLC EcoSci 6 BASE 5
Showing 1 - 10 of 5,501
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Econometric analysis of time-varying volatility in financial markets
Laursen, Bo - 2017
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An equilibrium model of housing and mortgage markets with state-contingent lending contracts
Piskorski, Tomasz; Tchistyi, Alexei - 2017
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Comparison of black scholes and Heston models for pricing index options
Chakrabarti, Binay Bhushan; Santra, Arijit - 2017
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The information content in the offshore Renminbi foreign- exchange option market: Analytics and implied USD/CNH densities
Funke, Michael; Loermann, Julius; Tsang, Andrew - 2017
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Financial frictions : implications for early option exercise and realized volatility
Jensen, Mads Vestergaard - 2016 - 1st edition
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Interbank markets and frictions
Jensen, Mikael Reimer - 2016 - 1st edition
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Correlation in energy markets
Lange, Nina - 2016 - 1st edition
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Der optimale Bezugspreis bei Kapitalerhöhungen mit Bezugsrechten
Meincke, Sven; Nippel, Peter - 2016
Das Platzierungsrisiko bei einer Kapitalerhöhung gegen Einlagen wird i.d.R. gegen Zahlung einer Übernahmeprovision auf ein Emissionskonsortium übertragen. Wir ermitteln die faire Prämie für eine solche Übernahmegarantie und berücksichtigen das Platzierungsrisiko auch in der Bewertung der...
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Foreign bank subsidiaries’ default risk during the global crisis : what factors help insulate affiliates from their parents?
Anginer, Deniz; Cerutti, Eugenio M.; Martínez Pería, … - 2016
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An application of the put-call-parity to variance reduced Monte-Carlo option pricing
Müller, Armin - 2016
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