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~person:"Wilmott, Paul"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
26
Optionspreistheorie
26
Theorie
11
Theory
11
Finanzmathematik
7
Hedging
6
Portfolio selection
6
Portfolio-Management
6
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5
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5
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4
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Wilmott, Paul
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
57
Chiarella, Carl
53
Stentoft, Lars
52
Elliott, Robert J.
48
Jacobs, Kris
46
Hull, John
39
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
34
Lee, Cheng F.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Barone-Adesi, Giovanni
29
Schwartz, Eduardo S.
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
Wong, Hoi Ying
28
Wystup, Uwe
28
Yang, Zhaojun
28
Alghalith, Moawia
27
Korn, Ralf
27
Perrakis, Stylianos
27
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Mathematical finance
5
International journal of theoretical and applied finance
3
Advances in futures and options research : a research annual
2
New directions in mathematical finance
2
Applied mathematical finance
1
Asia-Pacific financial markets
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The professional risk managers' guide to finance theory and application
1
Wilmott collection
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ECONIS (ZBW)
26
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1
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
2
The mathematics of financial derivatives : a student introduction
Wilmott, Paul
;
Howison, Sam
;
Dewynne, Jeff
-
2009
-
15. print.
Persistent link: https://www.econbiz.de/10009536272
Saved in:
3
Frequently asked questions in quantitative finance : including key models, important formulæ, popular contracts, essays and opinions, a history of quantitative finance, sundry list...
Wilmott, Paul
-
2009
-
2. ed.
Persistent link: https://www.econbiz.de/10003840784
Saved in:
4
Basic principles of option pricing
Wilmott, Paul
- In:
The professional risk managers' guide to finance theory …
,
(pp. 229-253)
.
2008
Persistent link: https://www.econbiz.de/10003677843
Saved in:
5
On trading American options
Ahn, Hyungsok
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009581675
Saved in:
6
Pricing and hedging convertible bonds under non-probabilistic interest rates
Epstein, David
;
Haber, Richard
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582828
Saved in:
7
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
8
The value of market research when a firm is learning : real option pricing and optimal filtering
Mayor, Nick
;
Schönbucher, Philipp J.
;
Wilmott, Paul
; …
-
1999
Persistent link: https://www.econbiz.de/10009582833
Saved in:
9
Optimal hedging of options with small but arbitrary transaction cost structure
Whalley, A. E.
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582836
Saved in:
10
Frequently asked questions in quantitative finance : including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and mo...
Wilmott, Paul
-
2007
Persistent link: https://www.econbiz.de/10003357542
Saved in:
11
Exotic option pricing and advanced Lévy models
Kyprianou, Andreas E.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002759975
Saved in:
12
A note on the pricing of index amortising rate swaps in a worst-case scenario
Epstein, D.
;
Wilmott, Paul
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 447-454
Persistent link: https://www.econbiz.de/10001687123
Saved in:
13
New directions in mathematical finance
Wilmott, Paul
(
ed.
);
Rasmussen, Henrik O.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001541869
Saved in:
14
The quantitative finance timeline
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 1-10)
.
2002
Persistent link: https://www.econbiz.de/10001736540
Saved in:
15
Pricing bond options in a worst-case scenario
Epstein, David
;
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 117-133)
.
2002
Persistent link: https://www.econbiz.de/10001736568
Saved in:
16
Paul Wilmott introduces quantitative finance
Wilmott, Paul
-
2001
Persistent link: https://www.econbiz.de/10001535237
Saved in:
17
Paul Wilmott on quantitative finance
Wilmott, Paul
-
2000
Persistent link: https://www.econbiz.de/10001425834
Saved in:
18
Pricing parisian options
Haber, Richard J.
;
Schönbucher, Philipp J.
;
Wilmott, Paul
- In:
The journal of derivatives : the official publication …
6
(
1999
)
3
,
pp. 71-79
Persistent link: https://www.econbiz.de/10001432501
Saved in:
19
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Saved in:
20
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
21
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
22
A general framework for hedging and speculating with options
Korn, Ralf
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 507-522
Persistent link: https://www.econbiz.de/10001255557
Saved in:
23
An asymptotic analysis of an optimal hedging model for option pricing with transaction costs
Whalley, A. E.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001224009
Saved in:
24
Asian options as linear complementarity problems : analysis and finite-difference solutions
Dewynne, Jeff N.
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 145-173
Persistent link: https://www.econbiz.de/10001211297
Saved in:
25
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff N.
;
Howison, Sam
-
1995
-
Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059
Saved in:
26
Hedging option portfolios in the presence of transaction costs
Hoggard, T.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 21-35
Persistent link: https://www.econbiz.de/10001193407
Saved in:
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