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Kapitaleinkommen
Theorie
149
Theory
147
Optionspreistheorie
89
Option pricing theory
87
Stochastic process
50
Stochastischer Prozess
50
Portfolio-Management
44
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43
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41
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35
Volatilität
35
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33
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32
Option trading
32
Optionsgeschäft
32
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32
Derivat
26
Derivative
26
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26
Börsenkurs
21
Share price
21
Credit risk
16
Finanzmarkt
16
Risikomaß
16
Risk measure
16
Financial market
15
Kreditrisiko
15
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Risikomanagement
14
Statistical distribution
14
Statistische Verteilung
14
Estimation
13
Risk management
13
Schätzung
13
USA
13
United States
13
Acceptable risks
12
Black-Scholes model
12
Markov chain
12
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22
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2
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2
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1
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English
32
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Madan, Dilip B.
31
Wang, King
9
Schoutens, Wim
6
Bakshi, Gurdip S.
4
Panayotov, George
3
Eberlein, Ernst
2
Unal, Haluk
2
Bosserhoff, Frank
1
Chen, An
1
Cherny, Alexander
1
Grundke, Peter
1
Kapadia, Nikunj
1
Riedel, Karl O.
1
Seneta, Eugene
1
Stadje, Mitja
1
Sørensen, Nils
1
Yen, Ju-Yi J.
1
Yor, Marc
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International journal of theoretical and applied finance
4
Finance research letters
3
International journal of financial engineering
2
Review of derivatives research
2
Robert H. Smith School Research Paper
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
Financial engineering
1
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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
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1
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ECONIS (ZBW)
32
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On the investment strategies in occupational pension plans
Bosserhoff, Frank
;
Chen, An
;
Sørensen, Nils
;
Stadje, Mitja
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 889-905
Persistent link: https://www.econbiz.de/10013367869
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2
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
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3
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
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4
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
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5
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
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6
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
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7
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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8
Hedge fund performance : sources and measures
Eberlein, Ernst
;
Madan, Dilip B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 267-282
Persistent link: https://www.econbiz.de/10003867399
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9
Asset allocation with multivariate non-Gaussian returns
Madan, Dilip B.
;
Yen, Ju-Yi J.
- In:
Financial engineering
,
(pp. 949-969)
.
2008
Persistent link: https://www.econbiz.de/10003567851
Saved in:
10
Pricing the risks of default : a note on Madan and Unal
Grundke, Peter
;
Riedel, Karl O.
- In:
Review of derivatives research
7
(
2004
)
2
,
pp. 169-173
Persistent link: https://www.econbiz.de/10003154021
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