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CAPM
Theorie
156
Theory
154
Optionspreistheorie
93
Option pricing theory
91
Stochastic process
51
Stochastischer Prozess
51
Capital income
39
Kapitaleinkommen
39
Volatility
39
Volatilität
39
Portfolio-Management
36
Risk
36
Portfolio selection
35
Risiko
34
Option trading
32
Optionsgeschäft
32
Hedging
29
Börsenkurs
27
Share price
27
Derivat
26
Derivative
26
USA
23
Finanzmarkt
21
Financial market
20
United States
20
Credit risk
18
Statistical distribution
18
Statistische Verteilung
18
Estimation
17
Kreditrisiko
17
Schätzung
17
Black-Scholes-Modell
15
Anlageverhalten
14
Acceptable risks
13
Behavioural finance
13
Black-Scholes model
13
Bid-ask spread
12
Geld-Brief-Spanne
12
Risk management
12
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13
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11
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28
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14
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27
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27
Arbeitspapier
2
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2
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2
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Language
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English
42
Author
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Madan, Dilip B.
42
Schoutens, Wim
6
Wang, King
5
Yor, Marc
4
Bakshi, Gurdip S.
3
Carr, Peter
3
Elliott, Robert J.
3
Geman, Hélyette
3
Milne, Frank
3
Panayotov, George
3
Jarrow, Robert A.
2
Shefrin, Hersh
2
Unal, Haluk
2
Atlan, Marc
1
Bakshi, Gurdip
1
Chesney, Marc
1
Jarrow, Robert
1
Jin, Xing
1
Khanna, Ajay
1
Seneta, Eugene
1
Sharaiha, Yazid M.
1
Yang, Hailiang
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Yen, Ju-Yi J.
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Annals of finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Robert H. Smith School Research Paper
4
Finance and stochastics
2
International journal of theoretical and applied finance
2
The journal of business : B
2
Asia Pacific financial markets
1
Asia-Pacific financial markets
1
Discussion paper / Institute for Economic Research, Queen's University
1
European finance review : the official journal of the European Finance Association
1
Financial Institutions Center
1
Financial engineering
1
Journal of banking & finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of risk and financial management : JRFM
1
Oberwolfach
1
Queen's Economics Department working paper
1
The journal of asset management
1
The journal of computational finance
1
The journal of investment strategies
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The review of financial studies
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ECONIS (ZBW)
42
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1
Monitored financial equilibria
Madan, Dilip B.
- In:
Journal of banking & finance
28
(
2004
)
9
,
pp. 2213-2235
Persistent link: https://www.econbiz.de/10002153139
Saved in:
2
Marking to two-price markets
Madan, Dilip B.
- In:
The journal of asset management
17
(
2016
)
2
,
pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
Saved in:
3
Asset pricing theory for two price economies
Madan, Dilip B.
- In:
Annals of finance
11
(
2015
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011376162
Saved in:
4
Benchmarking in two price financial markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
2
,
pp. 201-219
Persistent link: https://www.econbiz.de/10011555706
Saved in:
5
Financial equilibrium with non-linear valuations
Madan, Dilip B.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 211-221
Persistent link: https://www.econbiz.de/10011945593
Saved in:
6
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
7
The second fundamental theorem of asset pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-273
Persistent link: https://www.econbiz.de/10001444170
Saved in:
8
A two-factor hazard-rate-model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.
;
Unal, Haluk
-
1999
Persistent link: https://www.econbiz.de/10001427315
Saved in:
9
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.
;
Unal, Haluk
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 43-65
Persistent link: https://www.econbiz.de/10001492484
Saved in:
10
A discrete time equivalent martingale measure
Elliott, Robert J.
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10001242839
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