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subject:"Option pricing theory"
~isPartOf:"Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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Option pricing theory
Convertible bond
14
Wandelanleihe
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Theorie
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Theory
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Optionspreistheorie
5
CAPM
3
Credit risk
3
Financial analysis
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Kreditrisiko
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Zinsstruktur
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Aktie
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Aktienoption
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Anleihe
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Black-Scholes model
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Bond
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Capital structure
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Corporate bond
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Derivat
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Derivative
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Estimation
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Kapitalstruktur
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Optionsanleihe
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Risiko
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Risk
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Schätzung
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Ammann, Manuel
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Garbade, Kenneth D.
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Die Unternehmung : Swiss journal of business research and practice ; Organ der Schweizerischen Gesellschaft für Betriebswirtschaft (SGB)
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
5
Journal of banking & finance
3
Quantitative finance
3
The journal of futures markets
3
Economic modelling
2
Gabler Edition Wissenschaft
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International journal of financial engineering
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International review of economics & finance : IREF
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of financial engineering
2
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2
Schmalenbach business review : sbr
2
The journal of corporate finance : contracting, governance and organization
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Asia-Pacific journal of financial studies
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Brussels economic review
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ECONIS (ZBW)
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A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk
Lu, Ling
;
Xu, Wei
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 37-54
Persistent link: https://www.econbiz.de/10011931521
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2
Pricing contingent convertibles : a derivatives approach
De Spiegeleer, Jan
;
Schoutens, Wim
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 27-36
Persistent link: https://www.econbiz.de/10009718109
Saved in:
3
Pricing and hedging mandatory convertible bonds
Ammann, Manuel
;
Seiz, Ralf
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
Saved in:
4
Die Bewertung von Wandelanleihen : unter besonderer Berücksichtigung der Daimler-Benz-Wandelanleihe 1997/2002 mit Pflichtwandlung am Ende der Laufzeit
Hölscher, Reinhold
- In:
Die Unternehmung : Swiss journal of business research …
53
(
1999
)
2
,
pp. 105-119
Persistent link: https://www.econbiz.de/10001389662
Saved in:
5
Managerial discretion and contingent valuation of corporate securities
Garbade, Kenneth D.
- In:
The journal of derivatives : the official publication …
6
(
1999
)
4
,
pp. 65-76
Persistent link: https://www.econbiz.de/10001432453
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