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~subject:"CAPM"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
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CAPM
Derivat
58
Derivative
58
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33
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24
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24
Portfolio selection
8
Portfolio-Management
8
Hedging
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1987
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Option pricing theory
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Optionspreistheorie
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1960-1984
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English
16
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Hull, John
2
Jarrow, Robert A.
2
White, Alan
2
Amin, Kaushik I.
1
Bodurtha, James N.
1
Boyle, Phelim P.
1
Breen, Richard
1
Courtadon, Georges Robert
1
Diltz, J. David
1
Gilster, John E.
1
Hilliard, Jimmy E.
1
Karolyi, G. Andrew
1
Kremer, Joseph W.
1
Roenfeldt, Rodney L.
1
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1
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1
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1
Tse, Yiu Kuen
1
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1
Wakeman, Lee MacDonald
1
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Journal of financial and quantitative analysis : JFQA
The journal of futures markets
24
Advances in futures and options research : a research annual
19
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
13
International journal of theoretical and applied finance
12
Journal of banking & finance
12
Discussion paper / B
10
Journal of economic dynamics & control
7
Journal of financial economics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The European journal of finance
7
Review of derivatives research
6
Annals of finance
5
Journal of mathematical finance
5
wi - Wirtschaft
5
Always learning
4
Discussion paper
4
European journal of operational research : EJOR
4
Finance and stochastics
4
Financial engineering
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
NBER working paper series
4
Review of quantitative finance and accounting
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working paper
4
Applied mathematical finance
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
3
Finance research letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Quantitative finance
3
Reihe Quantitative Ökonomie : Ökon
3
The North American journal of economics and finance : a journal of financial economics studies
3
The financial review : the official publication of the Eastern Finance Association
3
The journal of computational finance
3
Working paper / National Bureau of Economic Research, Inc.
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Applied economics
2
Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
2
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
Saved in:
3
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
Saved in:
4
A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10001160594
Saved in:
5
Warrant pricing : jump-diffusion vs. Black-Scholes
Kremer, Joseph W.
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 255-272
Persistent link: https://www.econbiz.de/10001149610
Saved in:
6
One-factor interest-rate models and the valuation of interest-rate derivative securities
Hull, John
- In:
Journal of financial and quantitative analysis : JFQA
28
(
1993
)
2
,
pp. 235-254
Persistent link: https://www.econbiz.de/10001149611
Saved in:
7
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
8
On the computation of continuous time option prices using discrete approximations
Amin, Kaushik I.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 477-495
Persistent link: https://www.econbiz.de/10001119164
Saved in:
9
The value of early exercise in option prices : an empirical investigation
Zivney, Terry L.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
1
,
pp. 129-138
Persistent link: https://www.econbiz.de/10001102359
Saved in:
10
The accelerated binomial option pricing model
Breen, Richard
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
2
,
pp. 153-164
Persistent link: https://www.econbiz.de/10001106739
Saved in:
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