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subject:"Optionspreistheorie"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Optionspreistheorie
Volatilität
Yield curve
409
Zinsstruktur
409
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152
Theory
152
USA
65
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65
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59
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59
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55
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
3
New methods in fixed income modeling : fixed income modeling
2
Advances in risk management
1
Bewertung und Einsatz von Finanzderivaten
1
Bounded rationality in economics and finance
1
Consumer issues in global economics, finance and business
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Empirie und Betriebswirtschaft : Entwicklungen und Perspektiven
1
Europe and the euro
1
Finance and banking developments
1
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
1
Financial supervision in an uncertain world : papers of an international conference organised by CEPR/European Summer Institute on 25-26 September 2009 at Venice International University, Italy
1
Für eine stabile und effiziente Währungsordnung : freier Kapitalverkehr und Wechselkurssysteme auf dem Prüfstand historischer Erfahrungen ; 12. Wissenschaftliches Kolloquium am 30. November 1999 im Hotel Frankfurter Hof in Frankfurt am Main auf Einladung der Deutschen Bundesbank
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Handbook of research methods and applications in empirical finance
1
Housing, housing finance, and monetary policy : a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 30 - September 1, 2007
1
Investment management and financial management
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Money, banking and financial markets in Central and Eastern Europe : 20 years of transition
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Risikomanagement
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Risk management decisions and wealth management in financial economics
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The handbook of fixed income securities
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Trends in mathematical economics : dialogues between Southern Europe and Latin America
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The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
Saved in:
2
Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework
Di Persio, Luca
;
Gugole, Nicola
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 61-83)
.
2018
Persistent link: https://www.econbiz.de/10012011579
Saved in:
3
Modelling credit spreads with time volatility, skewness, and kurtosis
Clark, Ephraim
;
Baccar, Selima
- In:
Risk management decisions and wealth management in …
,
(pp. 431-461)
.
2018
Persistent link: https://www.econbiz.de/10011871661
Saved in:
4
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
5
Approximate option pricing in the Lévy Libor model
Grbac, Zorana
;
Krief, David
;
Tankov, Peter
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 453-476)
.
2016
Persistent link: https://www.econbiz.de/10011800391
Saved in:
6
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
7
Modelling the Uruguayan debt through Gaussians models
Mordecki, Ernesto
;
Sosa, Andrés
- In:
Trends in mathematical economics : dialogues between …
,
(pp. 331-346)
.
2016
Persistent link: https://www.econbiz.de/10011800861
Saved in:
8
Derivatives pricing with affine models and numerical implementation
Chen, Mark Ke
;
Poon, Ser-Huang
- In:
Handbook of research methods and applications in …
,
(pp. 148-168)
.
2013
Persistent link: https://www.econbiz.de/10011897397
Saved in:
9
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Consumer issues in global economics, finance and business
,
(pp. 179-210)
.
2011
Persistent link: https://www.econbiz.de/10009427419
Saved in:
10
On the efficiency of capital markets : an analysis of the short end of the UK term structure
Hughes Hallett, Andrew
;
Richter, Christian
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 147-162)
.
2011
Persistent link: https://www.econbiz.de/10008987974
Saved in:
11
Reevaluating Swedish membership in the European Monetary Union : evidence from an estimated model
Söderström, Ulf
- In:
Europe and the euro
,
(pp. 379-414)
.
2010
Persistent link: https://www.econbiz.de/10003962057
Saved in:
12
The interbank market after August 2007 : what has changed, and why?
Angelini, Paolo
;
Nobili, Andrea
;
Picillo, Cristina
- In:
Financial supervision in an uncertain world : papers of …
,
(pp. 89-108)
.
2010
Persistent link: https://www.econbiz.de/10009552040
Saved in:
13
Sticky credit spreads, macroeconomic activity and equity market volatility
Li, Yan
;
Steeley, James M.
- In:
Finance and banking developments
,
(pp. 43-74)
.
2010
Persistent link: https://www.econbiz.de/10008860436
Saved in:
14
Implications of volatility for uncovered interest parity testing
Horobet, Alexandra
;
Dumitrescu, Sorin
;
Dumitrescu, Dan …
- In:
Money, banking and financial markets in Central and …
,
(pp. 253-275)
.
2010
Persistent link: https://www.econbiz.de/10008773345
Saved in:
15
On the dynamics of capital markets : an analysis of the short end of the term structure of interest rates in Britain
Hughes Hallett, Andrew
;
Richter, Christian R.
- In:
Bounded rationality in economics and finance
,
(pp. 7-37)
.
2008
Persistent link: https://www.econbiz.de/10003802352
Saved in:
16
Housing and monetary policy
Taylor, John B.
- In:
Housing, housing finance, and monetary policy : a …
,
(pp. 463-476)
.
2008
Persistent link: https://www.econbiz.de/10003719391
Saved in:
17
A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I.
-
2008
Persistent link: https://www.econbiz.de/10003765087
Saved in:
18
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
19
An essay on stochastic volatility and the yield curve
Théoret, Raymond
;
Rostan, Pierre
;
El-Moussadek, Abdeljalil
- In:
Advances in risk management
,
(pp. 86-106)
.
2007
Persistent link: https://www.econbiz.de/10003401591
Saved in:
20
Term and volatility structures
Wets, Roger J.-B.
;
Bianchi, Stephen W.
-
2006
Persistent link: https://www.econbiz.de/10003356682
Saved in:
21
Bewertung der Zinsgarantie in der Lebensversicherung
Büsing, Christine
- In:
Risikomanagement
,
(pp. 1-36)
.
2005
Persistent link: https://www.econbiz.de/10003339283
Saved in:
22
Interest-rate swaps and swaptions
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
- In:
The handbook of fixed income securities
,
(pp. 1249-1281)
.
2005
Persistent link: https://www.econbiz.de/10003055314
Saved in:
23
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
Saved in:
24
Valuation of a credit default swap: the stable non-Gaussian versus the Gaussian approach
D'Souza, Dylan
;
Amir-Atefi, Keyvan
;
Racheva-Jotova, Borjana
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 49-84)
.
2003
Persistent link: https://www.econbiz.de/10002001435
Saved in:
25
The implicit estimation of default intensities and recovery rates
Frühwirth, Manfred
;
Sögner, Leopold
- In:
Empirie und Betriebswirtschaft : Entwicklungen und …
,
(pp. 351-371)
.
2003
Persistent link: https://www.econbiz.de/10001799635
Saved in:
26
On the term structure of futures and forward prices
Björk, Tomas
;
Landén, Camilla
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 111-149)
.
2002
Persistent link: https://www.econbiz.de/10001679437
Saved in:
27
Using the Hull and White two factor model in bank treasury risk management
Elliott, Robert J.
;
Hoek, John van der
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 269-280)
.
2002
Persistent link: https://www.econbiz.de/10001679453
Saved in:
28
Markov chains and the potential approach to modelling interest rates and exchange rates
Rogers, Leonard C. G.
;
Yousaf, F. A.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 375-406)
.
2002
Persistent link: https://www.econbiz.de/10001679461
Saved in:
29
Internationaler Kapitalverkehr in den letzten 40 Jahren - Wohlstandsmotor oder Krisenursache?
Hasse, Rolf H.
- In:
Für eine stabile und effiziente Währungsordnung : …
,
(pp. 51-69)
.
2000
Persistent link: https://www.econbiz.de/10001509009
Saved in:
30
E-Arch model for implied volatility term structure of FX options
Zhu, Yingzi
;
Avellaneda, Marco
-
1999
Persistent link: https://www.econbiz.de/10001491262
Saved in:
31
Long-term yield volatility and the term structure : evidence for Italian treasury bonds
Addolorato, Flavio
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 353-377)
.
1997
Persistent link: https://www.econbiz.de/10001298419
Saved in:
32
Erfahrungen bei dem Einsatz von Modellen zur Bewertung von Zinsoptionen : eine empirische Studie
Bühler, Wolfgang
(
contributor
)
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 1-42)
.
1997
Persistent link: https://www.econbiz.de/10001321785
Saved in:
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