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~type_genre:"Book section"
~isPartOf:"Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft"
~isPartOf:"Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference"
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Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
Stock market volatility
17
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
16
Forecasting volatility in the financial markets
16
Handbook of financial time series
16
Macroeconomic volatility, institutions and financial architectures : the developing world experience
12
Applied quantitative finance
9
Emerging markets and the global economy
9
Managing economic volatility and crises : a practitioner's guide
9
Agricultural markets instability : revisiting the recent food crises
8
Risk management in volatile financial markets
7
Econometric analysis of financial and economic time series ; part a
6
Financial modeling and risk management of energy and environmental instruments and derivates
6
Long memory in economics : with 50 tables
6
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Advances in risk management
5
Commodity price volatility and inclusive growth in low-income countries
5
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
5
Debt, risk and liquidity in futures markets
5
Exchange rate volatility and international agricultural trade
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Tools and techniques
5
Application of operations research to financial markets
4
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
4
Brennpunkt Agrarpreise : Ursachen, Trends und Risikomanagement für die Praxis
4
Econometric analysis of financial and economic time series ; part B
4
Financial econometrics and empirical market microstructure
4
Financial engineering
4
Handbook of research on emerging theories, models, and applications of financial econometrics
4
Handbook of the equity risk premium
4
International financial markets
4
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
4
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
4
Risk management and value : valuation and asset price
4
Volatility of international food prices : impacts on resource allocation and on food supply response
4
Advances in Management Research : Emerging Challenges and Trends
3
Banking and capital markets : new international perspectives
3
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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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
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2
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
3
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
4
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
5
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
6
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
7
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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8
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
Saved in:
9
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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11
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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12
Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
Options - 45 years since the publication of the …
,
(pp. 393-412)
.
2023
Persistent link: https://www.econbiz.de/10014366688
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13
Wie können Marktfrucht- und Veredelungsbetriebe auf zunehmende Ertrags- und Preisrisiken reagieren?
Breustedt, Gunnar
- In:
Auswirkungen der Finanzkrise und volatiler Märkte auf …
,
(pp. 89-119)
.
2010
Persistent link: https://www.econbiz.de/10003946481
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14
Ertrags- und Preisinstabilität auf Agrarmärkten in Deutschland und der EU : Betriebswirtschaftliche und agrarpolitische Implikationen
Artavia, Marco
;
Deppermann, Andre
;
Filler, Günther
; …
- In:
Auswirkungen der Finanzkrise und volatiler Märkte auf …
,
(pp. 53-87)
.
2010
Persistent link: https://www.econbiz.de/10003960096
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15
Finanzkrise und volatile Märkte : Strategien der Ernährungswirtschaft und deren Auswirkungen auf die Landwirtschaft
Theuvsen, Ludwig
;
Davier, Juliane Zazie von
;
Heyder, …
- In:
Auswirkungen der Finanzkrise und volatiler Märkte auf …
,
(pp. 121-146)
.
2010
Persistent link: https://www.econbiz.de/10003960104
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