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~subject:"Schätztheorie"
~subject:"Derivat"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"CAPM-Kapitalmarktmodell"
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Schätztheorie
Derivat
CAPM
90
Theorie
77
Theory
77
Option pricing theory
19
Optionspreistheorie
19
Portfolio selection
18
Portfolio-Management
18
Incomplete market
16
Martingal
16
Martingale
16
Unvollkommener Markt
16
Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Arbitrage
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Arbitrage Pricing
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Arbitrage pricing
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Credit risk
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fundamental theorem of asset pricing
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Control theory
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Kontrolltheorie
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Risikoprämie
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Risk premium
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Derivative
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Estimation theory
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Hedging
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Markov chain
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Markov-Kette
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English
8
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Ahn, Chang-mo
1
Boyle, Phelim P.
1
Cheng, B. N.
1
Chesney, Marc
1
Elliott, Robert J.
1
Fischer, Tom
1
Gombani, Andrea
1
Madan, Dilip B.
1
Nunes, Joaõ Pedro Vidal
1
Pastorello, Sergio
1
Prazeres, Pedro Miguel Silva
1
Račev, Svetlozar T.
1
Runggaldier, Wolfgang J.
1
Wang, Tan
1
Yang, Hailiang
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Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
28
The journal of futures markets
26
Journal of econometrics
23
Journal of financial and quantitative analysis : JFQA
22
Advances in futures and options research : a research annual
20
Journal of financial economics
20
The review of financial studies
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Journal of banking & finance
16
International journal of theoretical and applied finance
13
Journal of economic dynamics & control
12
Discussion paper / B
11
NBER working paper series
10
Finance research letters
9
Review of quantitative finance and accounting
9
Working paper / National Bureau of Economic Research, Inc.
9
Economics letters
8
Journal of empirical finance
8
NBER Working Paper
8
Working paper
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
The European journal of finance
7
Journal of financial econometrics
6
Journal of mathematical finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of derivatives research
6
The financial review : the official publication of the Eastern Finance Association
6
Working papers / Federal Reserve Bank of Atlanta
6
Annals of finance
5
Applied economics
5
Applied mathematical finance
5
Discussion paper
5
European journal of operational research : EJOR
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Staff reports / Federal Reserve Bank of New York
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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1
Pricing swaptions under multifactor Gaussian HJM models
Nunes, Joaõ Pedro Vidal
;
Prazeres, Pedro Miguel Silva
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 762-789
Persistent link: https://www.econbiz.de/10011308169
Saved in:
2
No-arbitrage pricing under systeme risk : accounting for cross-ownership
Fischer, Tom
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 97-124
Persistent link: https://www.econbiz.de/10010256220
Saved in:
3
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
4
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
5
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying : a comment
Pastorello, Sergio
- In:
Mathematical finance : an international journal of …
6
(
1996
)
1
,
pp. 111-117
Persistent link: https://www.econbiz.de/10001201642
Saved in:
6
Multivariate stable futures prices
Cheng, B. N.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 133-153
Persistent link: https://www.econbiz.de/10001185054
Saved in:
7
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
8
Option pricing when jump risk is systematic
Ahn, Chang-mo
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 299-308
Persistent link: https://www.econbiz.de/10001143966
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