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On consistent valuations based...
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CAPM
Theorie
149
Theory
147
Optionspreistheorie
89
Option pricing theory
87
Stochastic process
50
Stochastischer Prozess
50
Portfolio-Management
44
Portfolio selection
43
Volatility
35
Volatilität
35
Risk
33
Capital income
32
Kapitaleinkommen
32
Option trading
32
Optionsgeschäft
32
Risiko
32
Derivat
26
Derivative
26
Hedging
26
Börsenkurs
21
Share price
21
Credit risk
16
Finanzmarkt
16
Risikomaß
16
Risk measure
16
Financial market
15
Kreditrisiko
15
Black-Scholes-Modell
14
Risikomanagement
14
Statistical distribution
14
Statistische Verteilung
14
Estimation
13
Risk management
13
Schätzung
13
USA
13
United States
13
Acceptable risks
12
Black-Scholes model
12
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12
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Free
11
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Article
29
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12
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Article in journal
28
Aufsatz in Zeitschrift
28
Arbeitspapier
2
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2
Non-commercial literature
2
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2
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1
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Language
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English
41
Author
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Madan, Dilip B.
40
Schoutens, Wim
5
Wang, King
5
Yor, Marc
4
Bakshi, Gurdip S.
3
Carr, Peter
3
Elliott, Robert J.
3
Geman, Hélyette
3
Milne, Frank
3
Jarrow, Robert A.
2
Panayotov, George
2
Shefrin, Hersh
2
Unal, Haluk
2
Atlan, Marc
1
Chesney, Marc
1
Edmister, Robert O.
1
Jin, Xing
1
Khanna, Ajay
1
Laeven, Roger J. A.
1
Seneta, Eugene
1
Sharaiha, Yazid M.
1
Stadje, Mitja
1
Yang, Hailiang
1
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
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
Finance and stochastics
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
Mathematics of operations research
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
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
41
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1
Robust portfolio choice and indifference valuation
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1109-1141
Persistent link: https://www.econbiz.de/10010462159
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
8
Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying
Chesney, Marc
;
Elliott, Robert J.
;
Madan, Dilip B.
; …
- In:
Mathematical finance : an international journal of …
3
(
1993
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001333352
Saved in:
9
The multinomial option pricing model and its Brownian and Poisson limits
Madan, Dilip B.
- In:
The review of financial studies
2
(
1989
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10001106370
Saved in:
10
Informational content in interest rate term structures
Edmister, Robert O.
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 695-699
Persistent link: https://www.econbiz.de/10001167579
Saved in:
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