Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Svenska Handelshögskolan <Helsinki>"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Volatility derivatives and mod...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
12
Theory
12
Volatility
12
Volatilität
12
Option pricing theory
10
Optionspreistheorie
10
Deutschland
3
Germany
3
Index futures
3
Index-Futures
3
Aktienindex
2
Aktienmarkt
2
CAPM
2
Capital income
2
Finland
2
Finnland
2
Forecasting model
2
Kapitaleinkommen
2
Option trading
2
Optionsgeschäft
2
Prognoseverfahren
2
Stock index
2
Stock market
2
Time
2
USA
2
United States
2
Zeit
2
1988-1999
1
1995-1999
1
2001-2003
1
ARCH model
1
ARCH-Modell
1
Aktienoption
1
Ankündigungseffekt
1
Announcement effect
1
Betriebliche Investitionstheorie
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
Börsenkurs
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
20
Type of publication (narrower categories)
All
Graue Literatur
20
Non-commercial literature
20
Arbeitspapier
19
Working Paper
19
Collection of articles written by one author
1
Hochschulschrift
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
20
Author
All
Sundkvist, Kim
5
Söderman, Ronnie
4
Vikström, Mikael
4
Harju, Kari
2
Hussain, Syed Mujahid
2
Ahlgren, Niklas
1
Alvarez, Luis H. R.
1
Djupsjöbacka, Daniel
1
Felixson, Karl
1
Jern, Benny
1
Maukonen, Marko S.
1
Nandelstadh, Alexander von
1
Penttinen, Aku
1
Rindell, Krister
1
Stenbacka, Rune
1
more ...
less ...
Institution
All
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
930
International Monetary Fund (IMF)
420
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
283
International Monetary Fund
157
C.E.P.R. Discussion Papers
98
Institut für Schweizerisches Bankwesen <Zürich>
75
EconWPA
62
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Centre for Analytical Finance <Århus>
45
HAL
45
Université Paris-Dauphine (Paris IX)
42
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
41
CESifo
35
Agricultural and Applied Economics Association - AAEA
33
Ekonomiska forskningsinstitutet <Stockholm>
33
European Central Bank
33
World Bank
31
Basel Committee on Banking Supervision
30
Cowles Foundation for Research in Economics, Yale University
28
National Centre of Competence in Research North South <Bern>
28
Tilburg University, Center for Economic Research
28
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
25
Chambre de commerce et d'industrie de Paris
25
Center for Economic Research <Tilburg>
21
Institute of Finance and Accounting <London>
21
OECD
21
School of Economics and Management, University of Aarhus
21
Society for Computational Economics - SCE
21
European Association of Agricultural Economists - EAAE
20
Federal Reserve Bank of St. Louis
19
University of Bonn, Germany
19
Zentrum für Europäische Wirtschaftsforschung (ZEW)
19
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
18
Reserve Bank of Australia
18
Centre for Economic Policy Research
17
Department of Economics, Oxford University
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Inter-American Development Bank
17
Springer Fachmedien Wiesbaden
17
more ...
less ...
Published in...
All
Meddelanden från Svenska Handelshögskolan
19
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
1
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing index options with stochastic
volatility
: on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
2
Essays on contingent claims pricing
Rindell, Krister
-
1994
Persistent link: https://www.econbiz.de/10000900095
Saved in:
3
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
4
On the predictive ability of several common models of
volatility
: an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
Saved in:
5
Maximum loss calculation using scenario analysis, heavy tails and implied
volatility
patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
6
Volatility
smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
7
Intraday and weekend
volatility
patterns : implications for option pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
8
Hedging
options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
9
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
10
Modeling the implied
volatility
smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
