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CAPM
Theorie
177
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177
Bubbles
48
Börsenkurs
48
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48
Spekulationsblase
48
Derivat
43
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43
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41
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41
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61
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Jarrow, Robert A.
61
Protter, Philip E.
7
Protter, Philip
4
Heath, David C.
3
Morton, Andrew J.
3
Wells, Martin T.
3
Zhu, Liao
3
Basu, Sumanta
2
Kwok, Simon Sai Man
2
Lamichhane, Sujan
2
Madan, Dilip B.
2
Silva, Felipe Bastos Gurgel
2
Yildirim, Yildiray
2
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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
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1
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1
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1
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Mathematics and financial economics
4
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3
Finance research letters
3
Journal of financial and quantitative analysis : JFQA
3
The quarterly journal of finance
3
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
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2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
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1
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1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
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1
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1
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1
Rodney L. White Center for Financial Research
1
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The definitive guide to CDOs : market, application, valuation and hedging
1
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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
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2
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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3
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
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4
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
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5
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
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6
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:
7
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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8
High frequency trading and standard asset pricing models
Jarrow, Robert A.
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479259
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9
The second fundamental theorem of asset pricing : a new approach
Battig, Robert J.
;
Jarrow, Robert A.
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 1219-1235
Persistent link: https://www.econbiz.de/10001434636
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10
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
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