Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"CAPM"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Systematic Approach to Prici...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
CAPM
Theorie
45
Theory
43
Hedging
28
Optionspreistheorie
21
Option pricing theory
18
Volatilität
15
Portfolio selection
13
Portfolio-Management
13
Volatility
12
Kreditrisiko
10
Credit risk
9
Stochastischer Prozess
9
Black-Scholes model
8
Economic statistics
8
Stochastic process
8
Wirtschaftsstatistik
8
Zinsstruktur
8
Black-Scholes-Modell
7
Incomplete information
7
Risikomanagement
7
Statistik
7
Yield curve
7
Option trading
6
Optionsgeschäft
6
Unvollkommene Information
6
Derivat
5
Derivative
5
Markov chain
5
Markov-Kette
5
Risk management
5
Börsenkurs
4
Devisenmarkt
4
Emissionsgeschäft
4
Foreign exchange market
4
Interest rate risk
4
Share price
4
Wahrscheinlichkeitsrechnung
4
Zeitreihenanalyse
4
Zinsrisiko
4
more ...
less ...
Type of publication
All
Book / Working Paper
8
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Forschungsbericht
4
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
Hochschulschrift
2
Thesis
1
more ...
less ...
Language
All
English
12
Author
All
Frey, Rüdiger
8
Sommer, Daniel
4
Runggaldier, Wolfgang J.
2
Stremme, Alexander
2
Schlögl, Erik
1
Schmidt, Thorsten
1
Published in...
All
Discussion paper / B
5
Finance and stochastics
3
Discussion paper series / LSE Financial Markets Group
1
International journal of theoretical and applied finance
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Perfect option hedging for a large trader
Frey, Rüdiger
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
Saved in:
2
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
-
1993
Persistent link: https://www.econbiz.de/10000873425
Saved in:
3
Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000936296
Saved in:
4
A nonlinear filtering approach to volatility estimation with a view towards high frequency
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001578681
Saved in:
5
Asset price volatility and option hedging in imperfectly elastic markets
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000591799
Saved in:
6
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
7
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
8
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
9
Continuous-time limits in the generalized Ho-Lee framework under the forward measure
Sommer, Daniel
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946114
Saved in:
10
Continuous time limits in the generalized Ho/Lee framework under the risk-neutral- and forward-measures
Sommer, Daniel
-
1994
Persistent link: https://www.econbiz.de/10000886970
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
