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CAPM
Theorie
27
Theory
27
Optionspreistheorie
21
Option pricing theory
19
USA
18
Derivat
17
Derivative
17
Volatilität
17
Volatility
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United States
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Hedging
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Risiko
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Risk
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Optionsgeschäft
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Option trading
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Estimation
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Schätzung
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Aktienindex
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Arbitrage
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Börsenkurs
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Risikomanagement
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Risikoneutralität
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Risk neutrality
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Share price
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Behavioural finance
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Black-Scholes model
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Black-Scholes-Modell
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English
4
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Figlewski, Stephen
4
Freund, Steven
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Salomon Brothers Center for the Study of Financial Institutions
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Journal of banking & finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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Assessing the incremental value of option pricing theory relative to an "informationally passive" benchmark
Figlewski, Stephen
-
2002
Persistent link: https://www.econbiz.de/10001701082
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Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
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3
The pricing of convexity risk and time decay in options markets
Figlewski, Stephen
- In:
Journal of banking & finance
18
(
1994
)
1
,
pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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4
Financial options : from theory to practice
Figlewski, Stephen
(
ed.
)
-
1990
Persistent link: https://www.econbiz.de/10013548295
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