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subject:"Optionspreistheorie"
~isPartOf:"Finance research letters"
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Optionspreistheorie
Interest rate derivative
3
Zinsderivat
3
Derivat
2
Derivative
2
Interest rate
2
Option pricing theory
2
Zins
2
Anleihe
1
Asset swap
1
Basis swap
1
Bid-ask prices
1
Bid-ask spread
1
Bond
1
Caps
1
Cost of capital
1
Cost of funding
1
Currency derivative
1
Discount margin
1
Floating rate note
1
Floors
1
Forward price
1
Geld-Brief-Spanne
1
Government securities
1
Implied interest rate
1
Kapitalkosten
1
LIBOR
1
Option trading
1
Optionsgeschäft
1
Put-call parity
1
Safe asset
1
Staatspapier
1
Swap
1
Synthetic forward
1
Wang transform
1
Währungsderivat
1
Yield curve
1
Zinsstruktur
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Undetermined
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English
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Azzone, Michele
1
Baviera, Roberto
1
Mashele, Hopolang Phillip
1
Sonono, Masimba Energy
1
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Finance research letters
The journal of computational finance
18
International journal of theoretical and applied finance
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
12
Review of derivatives research
10
Applied mathematical finance
9
Finance and stochastics
9
International journal of financial engineering
9
Journal of banking & finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Advances in futures and options research : a research annual
5
Gabler Edition Wissenschaft
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
European journal of operational research : EJOR
4
Journal of mathematical finance
4
Quantitative finance
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Risks : open access journal
4
Série de trabalhos para discussão
4
The journal of futures markets
4
Advances in Pacific Basin financial markets
3
Applied economics
3
Global finance journal
3
Journal of financial economics
3
SSE EFI working paper series in economics and finance
3
The journal of finance : the journal of the American Finance Association
3
The journal of fixed income
3
The review of financial studies
3
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Berichte des Fraunhofer ITWM
2
Bonn Econ Discussion Papers / BGSE
2
Bonn Econ Discussion Papers / Bonn Graduate School of Economics, Department of Economics, University of Bonn
2
Discussion paper / B
2
Discussion paper / Centre for Economic Policy Research
2
Economic modelling
2
Europäische Hochschulschriften / 5
2
Financial markets and portfolio management
2
Interest rate, term structure, and valuation modeling
2
International Journal of Financial Markets and Derivatives : IJFMD
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Synthetic forwards and cost of funding in the equity derivative market
Azzone, Michele
;
Baviera, Roberto
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336152
Saved in:
2
Estimation of bid-ask prices for options on LIBOR based instruments
Sonono, Masimba Energy
;
Mashele, Hopolang Phillip
- In:
Finance research letters
19
(
2016
),
pp. 33-41
Persistent link: https://www.econbiz.de/10011657436
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