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CAPM
Optionsgeschäft
6,453
Option trading
6,452
Optionspreistheorie
4,045
Option pricing theory
4,035
Volatilität
1,866
Volatility
1,862
Derivat
1,432
Derivative
1,431
Theorie
1,203
Theory
1,197
Stochastischer Prozess
903
Stochastic process
902
Black-Scholes-Modell
701
Black-Scholes model
699
Hedging
672
Börsenkurs
618
Share price
618
Portfolio selection
564
Portfolio-Management
564
USA
442
United States
440
Capital income
416
Kapitaleinkommen
416
Index-Futures
409
Index futures
408
Anlageverhalten
356
Behavioural finance
356
Risk
332
Risiko
330
Risikoprämie
324
Risk premium
324
Estimation
307
Schätzung
306
Forecasting model
291
Prognoseverfahren
291
Monte Carlo simulation
231
Monte-Carlo-Simulation
226
American options
215
Aktienoption
207
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Free
85
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68
CC license
4
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Book / Working Paper
135
Article
132
Journal
1
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Graue Literatur
35
Non-commercial literature
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33
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33
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17
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16
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14
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12
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12
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10
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5
Sammelwerk
5
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4
Handbuch
4
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3
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3
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2
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1
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English
250
German
17
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1
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Hull, John
22
Lee, Cheng F.
5
Jacobs, Kris
4
Korn, Olaf
4
Mader, Wolfgang
4
Wagner, Marc
4
Ammann, Manuel
3
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Baule, Rainer
3
Bianconi, Marcelo
3
Bouaziz, Laurent
3
Briys, Eric
3
Crouhy, Michel
3
Frey, Rüdiger
3
Fusari, Nicola
3
Hendershott, Patric H.
3
Lu, Yang K.
3
Madan, Dilip B.
3
McLachlan, Scott
3
Sammon, Marco
3
Sanders, Anthony B.
3
Siemer, Michael
3
Andersen, Torben
2
Aretz, Kevin
2
Aspris, Angelo
2
Brinkmann, Felix
2
Buser, Stephen Aubrey
2
Carhart, Mark M.
2
Cheah, Ui-Wing
2
Cheuk, Terry Hon Fu
2
Crosby, John
2
De Santis, Giorgio
2
Dufays, Arnaud
2
Elliott, Robert J.
2
Escobar, Marcos
2
Farrell, Harry
2
Gao, Xiaohui
2
Hahn, Jörg
2
Hehn, Elisabeth
2
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National Bureau of Economic Research
2
Chambre de commerce et d'industrie de Paris
1
Johannes Gutenberg-Universität Mainz
1
Judge Institute of Management Studies
1
Pearson Studium
1
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Journal of banking & finance
11
Finance and stochastics
6
Journal of mathematical finance
5
Review of derivatives research
5
wi - Wirtschaft
5
Always learning
4
Europäische Hochschulschriften / 5
4
International journal of theoretical and applied finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
CREATES research paper
3
Finance research letters
3
Journal of financial economics
3
Review of finance : journal of the European Finance Association
3
Review of quantitative finance and accounting
3
Working paper / Centre for Financial Research
3
Applied economics
2
Applied financial economics letters
2
Decisions in economics and finance : a journal of applied mathematics
2
Finance and economics discussion series
2
Georgetown McDonough School of Business Research Paper
2
International journal of theoretical and applied finance : IJTAF
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
Journal of financial markets
2
Les cahiers de recherche / HEC Paris
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
NBER working paper series
2
Operations research
2
Prentice Hall finance series
2
The journal of derivatives : JOD
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
The journal of futures markets
2
The review of financial studies
2
Accounting and finance
1
Agricultural economics : the journal of the International Association of Agricultural Economists
1
Annals of finance
1
Applied mathematical finance
1
Asia-Pacific financial markets
1
Berichte zur Stochastik und verwandten Gebieten
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ECONIS (ZBW)
268
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1
Option prices in a model with stochastic disaster risk
Seo, Sang Byung
;
Wachter, Jessica
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3449-3469
Persistent link: https://www.econbiz.de/10012062624
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
Robustness of the Black-Scholes approach in the case of options on several assets
Romagnoli, Silvia
;
Vargiolu, Tiziano
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 325-341
Persistent link: https://www.econbiz.de/10001487081
Saved in:
4
The pricing of forward-starting Asian options
Bouaziz, Laurent
;
Briys, Eric
;
Crouhy, Michel
-
1991
Persistent link: https://www.econbiz.de/10000827880
Saved in:
5
Pricing derivative credit risk
Ammann, Manuel
-
1998
Persistent link: https://www.econbiz.de/10000674017
Saved in:
6
Einsatz der Portfoliooptimierung im Asset Allocation-Prozess : Theorie und Umsetzung in die Praxis
Gügi, Patrick
-
1995
Persistent link: https://www.econbiz.de/10000914088
Saved in:
7
Equity-linked life insurance : a model with stochastic interest rates
Aase Nielsen, Jørgen
-
1994
Persistent link: https://www.econbiz.de/10000897651
Saved in:
8
Optionen auf den Bund-Future-Kontrakt der LIFFE
Hahn, Jörg
-
1995
Persistent link: https://www.econbiz.de/10000899519
Saved in:
9
A simple approximation to the normal distribution function : with an application to the Black & Scholes option pricing model
Hallerbach, Winfried G.
-
1994
Persistent link: https://www.econbiz.de/10000901363
Saved in:
10
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1995
Persistent link: https://www.econbiz.de/10000904883
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