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A Reduced‐Form Model for Warra...
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Derivat
Theorie
188
Theory
188
CAPM
64
Börsenkurs
52
Share price
52
Bubbles
49
Spekulationsblase
49
Derivative
47
Credit risk
43
Optionspreistheorie
43
Kreditrisiko
42
Option pricing theory
42
Portfolio selection
42
Portfolio-Management
42
Yield curve
32
Zinsstruktur
32
Arbitrage
26
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23
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23
Kapitalmarkttheorie
19
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17
Incomplete market
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Unvollkommener Markt
17
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15
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15
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Martingal
15
Martingale
15
Risikomanagement
15
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Volatilität
14
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13
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13
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13
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4
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4
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4
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3
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3
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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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Language
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English
45
German
2
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Jarrow, Robert A.
43
Protter, Philip E.
5
Trautmann, Siegfried
4
Turnbull, Stuart M.
4
Yildirim, Yildiray
4
Chatterjea, Arkadev
3
Kwok, Simon Sai Man
3
Amin, Kaushik I.
2
Shimbo, Kazuhiro
2
Carr, Peter
1
Diener, Nicolas
1
Eisenberg, Laurence K.
1
Fung, Scott
1
Grigorian, Karen
1
Heath, David C.
1
Hsieh, PeiLin
1
Oldfield, George S.
1
Protter, Philip
1
Pulido, Sergio
1
Rudd, Andrew T.
1
Schulz, G. U.
1
Starck, Markus O.
1
Tsai, Shih-Chuan
1
Wiggins, James B.
1
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Annual review of financial economics
3
Johnson School Research Paper Series
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Journal of financial and quantitative analysis : JFQA
2
Review of derivatives research
2
22-333
1
Advances in futures and options research : a research annual
1
Credit risk models and management
1
Economics letters
1
Finance
1
Finance research letters
1
Financial engineering
1
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial education
1
Journal of international money and finance
1
Journal of risk
1
Kapitalmarkt und Finanzierung : Jahrestagung des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaften in München 1986
1
Kapitalmarkt, Unternehmensfinanzierung und rationale Entscheidungen : Festschrift für Jochen Wilhelm
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Review of quantitative finance and accounting
1
The Irwin series in finance
1
The journal of finance : the journal of the American Finance Association
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
Working paper // Research program / School of Business, Queen's University
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ECONIS (ZBW)
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1
Distribution free tests of the efficiency of the Frankfurt options exchange from April 5, 1983 through September 28, 1984
Trautmann, Siegfried
- In:
Geld, Banken und Versicherungen : Beiträge zum ... …
3
(
1985
)
2
,
pp. 1087-1094
Persistent link: https://www.econbiz.de/10001009775
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2
Robustness of option-like warrant valuation
Schulz, G. U.
- In:
Journal of banking & finance
18
(
1994
)
5
,
pp. 841-859
Persistent link: https://www.econbiz.de/10001174024
Saved in:
3
Die Bewertung von Aktienoptionen am deutschen Kapitalmarkt : e. empir. Überprüfung d. Informationseffizienzhypothese
Trautmann, Siegfried
- In:
Kapitalmarkt und Finanzierung : Jahrestagung des …
,
(pp. 311-327)
.
1987
Persistent link: https://www.econbiz.de/10001308025
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4
Reduktionsmodelle zur Kreditderivatebewertung
Starck, Markus O.
;
Trautmann, Siegfried
- In:
Kapitalmarkt, Unternehmensfinanzierung und rationale …
,
(pp. 473-492)
.
2006
Persistent link: https://www.econbiz.de/10003236943
Saved in:
5
A characterization theorem for unique risk neutral probability measures
Jarrow, Robert A.
- In:
Economics letters
22
(
1986
)
1
,
pp. 61-65
Persistent link: https://www.econbiz.de/10001018426
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6
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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7
Convenience yields
Jarrow, Robert A.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10008695502
Saved in:
8
Financial derivatives pricing : selected works of Robert Jarrow
Jarrow, Robert A.
-
2008
Persistent link: https://www.econbiz.de/10003765886
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
The economics of insurance : a derivatives-based approach
Jarrow, Robert A.
- In:
Annual review of financial economics
13
(
2021
),
pp. 79-110
Persistent link: https://www.econbiz.de/10012612499
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