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~subject:"Marktmikrostruktur"
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Marktmikrostruktur
Theorie
46
Theory
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Option pricing theory
30
Optionspreistheorie
30
Portfolio selection
25
Portfolio-Management
25
Electronic trading
21
Elektronisches Handelssystem
21
Securities trading
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Wertpapierhandel
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Stochastic process
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Stochastischer Prozess
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Algorithmus
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Algorithm
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Risiko
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Risk
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Volatility
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Volatilität
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Anlageverhalten
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Behavioural finance
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Derivat
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Derivative
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Börsenkurs
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Decision under uncertainty
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Entscheidung unter Unsicherheit
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Game theory
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Learning process
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Lernprozess
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Market microstructure
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Share price
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Speculation
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Spekulation
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Spieltheorie
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algorithmic trading
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Real options analysis
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Realoptionsansatz
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high-frequency trading
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Hedging
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Jaimungal, Sebastian
8
Cartea, Álvaro
7
Donnelly, Ryan
1
Huang, Xuancheng
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Kinzebulatov, Damir
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Nourian, Mojtaba
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Ricci, Jason
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Applied mathematical finance
4
International journal of theoretical and applied finance
3
Mathematics and financial economics
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ECONIS (ZBW)
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Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
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2
Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
Saved in:
3
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
4
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
5
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
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6
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
Saved in:
7
Spoofing and price manipulation in order-driven markets
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Wang, Yixuan
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 67-98
Persistent link: https://www.econbiz.de/10012254104
Saved in:
8
Foreign exchange markets with Last Look
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Walton, Jamie
- In:
Mathematics and financial economics
13
(
2019
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012055750
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