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~subject:"Kapitaleinkommen"
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Kapitaleinkommen
Theorie
156
Theory
154
Optionspreistheorie
93
Option pricing theory
91
Stochastic process
51
Stochastischer Prozess
51
CAPM
42
Capital income
39
Volatility
39
Volatilität
39
Portfolio-Management
36
Risk
36
Portfolio selection
35
Risiko
34
Option trading
32
Optionsgeschäft
32
Hedging
29
Börsenkurs
27
Share price
27
Derivat
26
Derivative
26
USA
23
Finanzmarkt
21
Financial market
20
United States
20
Credit risk
18
Statistical distribution
18
Statistische Verteilung
18
Estimation
17
Kreditrisiko
17
Schätzung
17
Black-Scholes-Modell
15
Anlageverhalten
14
Acceptable risks
13
Behavioural finance
13
Black-Scholes model
13
Bid-ask spread
12
Geld-Brief-Spanne
12
Risk management
12
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16
Undetermined
12
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21
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18
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19
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19
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2
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2
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1
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1
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English
39
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Madan, Dilip B.
38
Wang, King
11
Schoutens, Wim
7
Bakshi, Gurdip S.
4
Eberlein, Ernst
3
Panayotov, George
3
Unal, Haluk
2
Cherny, Alexander
1
Grundke, Peter
1
Heidari, Massoud
1
Hirsa, Ali
1
Kapadia, Nikunj
1
Khanna, Ajay
1
Madan, D. B.
1
Riedel, Karl O.
1
Seneta, E.
1
Seneta, Eugene
1
Yen, Ju-Yi J.
1
Yor, Marc
1
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Robert H. Smith School Research Paper
5
International journal of theoretical and applied finance
4
Finance research letters
3
International journal of financial engineering
2
Review of derivatives research
2
The review of financial studies
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of finance
1
Asia Pacific financial markets
1
Economic Statistics Papers, The University of Sydney, Department of Economic Statistics
1
Financial engineering
1
Frontiers of mathematical finance : FMF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
The journal of business : B
1
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ECONIS (ZBW)
39
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1
Risk premia in option markets
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
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2
Efficient estimation of expected stock price returns
Madan, Dilip B.
- In:
Finance research letters
23
(
2017
),
pp. 31-38
Persistent link: https://www.econbiz.de/10011808349
Saved in:
3
Three non-Gaussian models of dependence in returns
Madan, Dilip B.
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 107-130)
.
2016
Persistent link: https://www.econbiz.de/10011800343
Saved in:
4
Multivariate distributions for financial returns
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
23
(
2020
)
6
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012496775
Saved in:
5
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
6
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
7
The Variance Gamma (V. G.) model for share market returns
Madan, Dilip B.
- In:
The journal of business : B
63
(
1990
)
4
,
pp. 511-524
Persistent link: https://www.econbiz.de/10001097112
Saved in:
8
Measuring dependence in a set of asset returns
Madan, Dilip B.
;
Wang, King
- In:
Asia Pacific financial markets
30
(
2023
)
2
,
pp. 363-385
Persistent link: https://www.econbiz.de/10014342359
Saved in:
9
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
Saved in:
10
New measures for performance evaluation
Cherny, Alexander
;
Madan, Dilip B.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2571-2606
Persistent link: https://www.econbiz.de/10003866781
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