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CAPM
Theorie
185
Theory
185
Credit risk
51
Kreditrisiko
49
Derivat
45
Derivative
45
Bubbles
42
Spekulationsblase
42
Börsenkurs
40
Share price
40
Option pricing theory
39
Optionspreistheorie
39
Portfolio selection
38
Portfolio-Management
38
Yield curve
34
Zinsstruktur
34
Arbitrage
26
USA
24
United States
24
Risiko
18
Risk
18
Kapitalmarkttheorie
17
Financial economics
16
Incomplete market
16
Unvollkommener Markt
16
Martingal
15
Martingale
15
Risikomanagement
15
Risk management
15
Financial market
14
Finanzmarkt
14
Hedging
14
Insolvency
13
Insolvenz
13
Risikoprämie
13
Risk premium
13
Collateral
12
Interest rate
12
Interest rate derivative
12
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46
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2
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2
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English
64
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Jarrow, Robert A.
55
Protter, Philip E.
8
Turnbull, Stuart M.
6
Heath, David C.
3
Jarrow, Robert
3
Lamichhane, Sujan
3
Madan, Dilip B.
3
Morton, Andrew J.
3
Choi, Soon Hyeok
2
Kwok, Simon Sai Man
2
Melino, Angelo
2
San Martín, Jaime
2
Silva, Felipe Bastos Gurgel
2
Wells, Martin T.
2
Yildirim, Yildiray
2
Zhu, Liao
2
Basu, Sumanta
1
Battig, Robert J.
1
Boyle, Phelim P.
1
Choi, Yong Seok
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
Doshi, Hitesh
1
Eisenberg, Laurence K.
1
Falafala, Roseline Bilina
1
Fusari, Nicola
1
Grigorian, Karen
1
Guo, Xin
1
Jacobs, Kris
1
Jacquier, Eric
1
Janosi, Tibor
1
Jin, Xing
1
Li, Li
1
Mesler, Mark
1
Milne, Frank
1
Protter, Philip
1
Trautmann, Siegfried
1
Wakeman, Lee MacDonald
1
Working Paper Series, Johnson School
1
Yu, Fan
1
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Journal of financial and quantitative analysis : JFQA
4
Mathematics and financial economics
4
Annals of finance
3
Finance research letters
3
The quarterly journal of finance
3
The review of financial studies
3
Finance and stochastics
2
International journal of theoretical and applied finance
2
Journal of risk
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The financial review : the official publication of the Eastern Finance Association
2
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
European finance review : the official journal of the European Finance Association
1
Financial engineering
1
Frontiers of mathematical finance : FMF
1
International journal of theoretical and applied finance : IJTAF
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Johns Hopkins Carey Business School Research Paper
1
Journal of econometrics
1
Journal of financial economics
1
Journal of financial stability
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Review of derivatives research
1
Review of futures markets
1
Review of quantitative finance and accounting
1
Rodney L. White Center for Financial Research
1
Springer Finance Textbooks
1
Springer eBook Collection
1
Springer finance textbooks
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
1
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ECONIS (ZBW)
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1
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
2
Pricing foreign currency options with stochastic volatility
Melino, Angelo
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001332073
Saved in:
3
A quick algorithm for pricing European average options
Turnbull, Stuart M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001113530
Saved in:
4
Pricing and hedging capped options
Boyle, Phelim P.
- In:
The journal of futures markets
9
(
1989
)
1
,
pp. 41-54
Persistent link: https://www.econbiz.de/10001149571
Saved in:
5
A simple approach to interest-rate option pricing
Turnbull, Stuart M.
- In:
The review of financial studies
4
(
1991
)
1
,
pp. 87-120
Persistent link: https://www.econbiz.de/10001102563
Saved in:
6
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
7
An equilibrium capital asset pricing model in markets with price jumps and price bubbles
Jarrow, Robert A.
- In:
The quarterly journal of finance
8
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011921983
Saved in:
8
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A.
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 455-477
Persistent link: https://www.econbiz.de/10011900579
Saved in:
9
A CAPM with trading constraints and price bubbles
Jarrow, Robert A.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-39
Persistent link: https://www.econbiz.de/10011787473
Saved in:
10
Asset market equilibrium with liquidity risk
Jarrow, Robert A.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 253-288
Persistent link: https://www.econbiz.de/10011945597
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