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subject:"Optionspreistheorie"
~person:"Christoffersen, Peter F."
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Optionspreistheorie
Yield curve
8
Zinsstruktur
8
Option pricing theory
4
Volatility
4
Volatilität
4
Nichtlineare Regression
3
Nonlinear regression
3
State space model
3
Theorie
3
Theory
3
Zustandsraummodell
3
Aktienoption
2
Beta risk
2
Betafaktor
2
Index derivative
2
Indexderivat
2
Stock option
2
Swap
2
Time series analysis
2
Zeitreihenanalyse
2
1992-1997
1
1996-2010
1
ARCH model
1
ARCH-Modell
1
Arbitrage
1
Credit risk
1
Currency basket
1
Derivat
1
Derivative
1
Estimation
1
Hedging
1
Kalman filtering
1
Kreditrisiko
1
Option trading
1
Optionsgeschäft
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
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Christoffersen, Peter F.
Joshi, Mark S.
14
Schlögl, Erik
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Fabozzi, Frank J.
7
Fanelli, Viviana
7
Rebonato, Riccardo
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Brigo, Damiano
4
Da Fonseca, José
4
Das, Sanjiv R.
4
De Simone, Antonio
4
Deelstra, Griselda
4
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CREATES research paper
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The review of financial studies
1
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ECONIS (ZBW)
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1
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
2
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
-
2013
Persistent link: https://www.econbiz.de/10010226837
Saved in:
3
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
4
Option valuation with long-run and short-run volatility components
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
- In:
Journal of financial economics
90
(
2008
)
3
,
pp. 272-297
Persistent link: https://www.econbiz.de/10003833351
Saved in:
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