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Option Pricing with Random Vol...
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CAPM
Theorie
184
Theory
184
Bubbles
49
Börsenkurs
49
Share price
49
Spekulationsblase
49
Derivat
45
Derivative
45
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43
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43
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42
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41
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Risikomanagement
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Anleihe
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Bond
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Optionsgeschäft
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Risikoprämie
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Risk management
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English
65
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Jarrow, Robert A.
63
Protter, Philip E.
8
Protter, Philip
4
Heath, David C.
3
Morton, Andrew J.
3
Wells, Martin T.
3
Zhu, Liao
3
Basu, Sumanta
2
Eisenberg, Laurence K.
2
Kwok, Simon Sai Man
2
Lamichhane, Sujan
2
Madan, Dilip B.
2
San Martín, Jaime
2
Silva, Felipe Bastos Gurgel
2
Yildirim, Yildiray
2
Battig, Robert J.
1
Choi, Soon Hyeok
1
Christopoulos, Andreas D.
1
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1
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1
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1
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1
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1
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1
Janosi, Tibor
1
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1
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Trautmann, Siegfried
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1
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1
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1
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Mathematics and financial economics
4
Annals of finance
3
Finance research letters
3
Journal of financial and quantitative analysis : JFQA
3
Journal of risk
3
The quarterly journal of finance
3
International journal of theoretical and applied finance
2
Johnson School Research Paper Series
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
The review of financial studies
2
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
Finance and stochastics
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
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
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1
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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
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1
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ECONIS (ZBW)
65
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1
Option pricing with random volatilities in complete markets
Eisenberg, Laurence K.
- In:
Review of quantitative finance and accounting
4
(
1994
)
1
,
pp. 5-17
Persistent link: https://www.econbiz.de/10001166094
Saved in:
2
Random variance option pricing
Eisenberg, Laurence K.
-
1987
Persistent link: https://www.econbiz.de/10000818193
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3
The marginal price of risk with a VaR constraint
Eisenberg, Larry
- In:
Journal of risk
9
(
2006/07
)
4
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003502682
Saved in:
4
Preferences, continuity, and the arbitrage pricing theory
Jarrow, Robert A.
- In:
The review of financial studies
1
(
1988
)
2
,
pp. 159-172
Persistent link: https://www.econbiz.de/10001106139
Saved in:
5
Derivative security markets, market manipulation, and option pricing theory
Jarrow, Robert A.
- In:
Journal of financial and quantitative analysis : JFQA
29
(
1994
)
2
,
pp. 241-261
Persistent link: https://www.econbiz.de/10001165922
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6
The no-arbitrage pricing of non-traded assets
Jarrow, Robert A.
- In:
Annals of finance
19
(
2023
)
3
,
pp. 401-418
Persistent link: https://www.econbiz.de/10014380572
Saved in:
7
Hedging in a HJM model
Jarrow, Robert A.
- In:
Finance research letters
7
(
2010
)
1
,
pp. 8-13
Persistent link: https://www.econbiz.de/10003972378
Saved in:
8
On model testing in financial economics
Jarrow, Robert A.
- In:
The financial review : the official publication of the …
45
(
2010
)
2
,
pp. 277-285
Persistent link: https://www.econbiz.de/10003974068
Saved in:
9
Asset price bubbles and risk management
Jarrow, Robert A.
- In:
Journal of risk
20
(
2017/2018
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10011847429
Saved in:
10
Continuous-time asset pricing theory : a martingale-based approach
Jarrow, Robert A.
-
2021
-
Second edition
Persistent link: https://www.econbiz.de/10012584017
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