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Search: subject:"Optionspreistheorie"
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Option pricing theory
208
Optionspreistheorie
208
Volatility
74
Volatilität
74
Theorie
46
Theory
46
Option trading
43
Optionsgeschäft
43
Stochastic process
31
Stochastischer Prozess
31
Derivat
30
Derivative
30
Hedging
23
Risikoprämie
23
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23
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Zinsstruktur
23
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20
Schätzung
19
Capital income
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13
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United States
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CAPM
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Portfolio selection
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Portfolio-Management
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Risikomaß
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Rohstoffderivat
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Börsenkurs
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Undetermined
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Article
207
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English
208
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Leippold, Markus
4
Martzoukos, Spiros A.
4
Nawalkha, Sanjay K.
4
Andreou, Panayiotis C.
3
Fusai, Gianluca
3
Kim, Young Shin
3
Koussis, Nicos
3
Prokopczuk, Marcel
3
Skiadopoulos, George
3
Stentoft, Lars
3
Trigeorgis, Lenos
3
Agarwal, Vineet
2
Alexander, Carol
2
Back, Janis
2
Barbachan, José Santiago Fajardo
2
Barone-Adesi, Giovanni
2
Bernales, Alejandro
2
Bianchi, Michele Leonardo
2
Casassus, Jaime
2
Choy, Siu Kai
2
Chung, San-Lin
2
Chung, San-lin
2
Coleman, Thomas F.
2
Collin-Dufresne, Pierre
2
Corrado, Charles Joseph
2
Câmara, António
2
Das, Sanjiv R.
2
Dias, José Carlos
2
Ederington, Louis H.
2
Fabozzi, Frank J.
2
Fuh, Cheng-der
2
Gkionis, Konstantinos
2
Grasselli, Martino
2
Guan, Wei
2
Hull, John
2
Kagkadis, Anastasios
2
Klein, Peter
2
Kostakis, Alexandros
2
Li, Yuying
2
Nunes, Joaõ Pedro Vidal
2
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EOE
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Journal of banking & finance
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
International journal of financial engineering
116
Finance research letters
115
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
SFB 649 discussion paper
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
208
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1
Detecting political event risk in the option market
Kostakis, Alexandros
;
Mu, Liangyi
;
Otsubo, Yoichi
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248198
Saved in:
2
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
3
GARCH option pricing with volatility derivatives
Oh, Dong Hwan
;
Park, Yang-Ho
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014248216
Saved in:
4
Stock valuation during the COVID-19 pandemic : an explanation using option-based discount rates
Berkman, Henk
;
Malloch, Hamish
- In:
Journal of banking & finance
147
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248234
Saved in:
5
Can real options explain the skewness of stock returns?
Ho, Tuan
;
Kim, Kirak
;
Li, Yang
;
Xu, Fangming
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014248283
Saved in:
6
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
7
Why do firms issue callable convertible bonds? : a critique of the “backdoor equity financing” theory
Burlacu, Radu
;
Jimenez-Garcès, Sonia
- In:
Journal of banking & finance
144
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013538879
Saved in:
8
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
Saved in:
9
Tax-loss harvesting under uncertainty
McKeever, Daniel
;
Rydqvist, Kristian
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013463082
Saved in:
10
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
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