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Search: subject_exact:"Arbitrage pricing model"
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Arbitrage Pricing
4
Arbitrage pricing
4
Theorie
4
Theory
4
Arbitrage-Pricing-Theorie
3
Martingal
3
Martingale
3
Option pricing theory
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Optionspreistheorie
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Capital-Asset-Pricing-Modell
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Hedging
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Mathematisches Modell
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Arbitrage
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Black-Scholes model
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Black-Scholes-Modell
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Credit rating
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Financial economics
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Financial management theory
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Finanzierungstheorie
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Finanzmathematik
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Kapitalmarkttheorie
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Risikomanagement
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Risk management
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Stochastischer Prozess
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Transaction costs
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Transaktionskosten
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Unvollkommener Kreditmarkt
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Yield curve
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structural approach
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value-of-the-firm approach
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English
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Delbaen, Freddy
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Schachermayer, Walter
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Bielecki, Tomasz R.
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Kabanov, Jurij M.
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Rutkowski, Marek
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Safarian, Mher M.
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Springer finance
Finance and stochastics
33
International journal of theoretical and applied finance
23
Journal of mathematical economics
23
Journal of financial economics
22
Journal of banking & finance
17
NBER working paper series
16
Working paper / National Bureau of Economic Research, Inc.
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Annals of finance
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NBER Working Paper
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Discussion paper / Centre for Economic Policy Research
10
Economics letters
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Mathematics and financial economics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research paper series / Swiss Finance Institute
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Gabler Edition Wissenschaft
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Journal of economic theory
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Swiss Finance Institute Research Paper
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The journal of computational finance
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Journal of economic dynamics & control
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Asia-Pacific financial markets
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CESifo working papers
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of economics & finance : IREF
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Journal of econometrics
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Warwick economic research papers
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Discussion paper series / LSE Financial Markets Group
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Europäische Hochschulschriften / 5
4
Financial markets and asset pricing
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International review of financial analysis
4
Journal of empirical finance
4
Journal of financial and quantitative analysis : JFQA
4
Journal of international financial markets, institutions & money
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Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
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Quantitative finance
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Markets with transaction costs : mathematical theory
Kabanov, Jurij M.
;
Safarian, Mher M.
-
2009
Persistent link: https://www.econbiz.de/10003697408
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2
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2008
-
Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
Saved in:
3
The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
-
2006
Persistent link: https://www.econbiz.de/10002123958
Saved in:
4
Credit risk : modeling, valuation and hedging
Bielecki, Tomasz R.
;
Rutkowski, Marek
-
2002
Persistent link: https://www.econbiz.de/10001621020
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