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CAPM
Theorie
180
Theory
180
Bubbles
49
Börsenkurs
49
Share price
49
Spekulationsblase
49
Credit risk
47
Kreditrisiko
47
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44
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44
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43
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43
Optionspreistheorie
39
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38
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33
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33
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26
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19
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Liquidität
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Martingal
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Martingale
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Anleihe
13
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13
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13
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English
63
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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
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
Deventer, Donald R. van
1
Eisenberg, Laurence K.
1
Falafala, Roseline Bilina
1
Grigorian, Karen
1
Guo, Xin
1
Jacquier, Eric
1
Janosi, Tibor
1
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1
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1
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1
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Trautmann, Siegfried
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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
The quarterly journal of finance
3
International journal of theoretical and applied finance
2
Johnson School Research Paper Series
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
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
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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
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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
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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1
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
2
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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3
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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4
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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5
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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6
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:
7
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:
8
Continuous-time asset pricing theory : a martingale-based approach
Jarrow, Robert A.
-
2021
-
Second edition
Persistent link: https://www.econbiz.de/10012584017
Saved in:
9
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
Saved in:
10
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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