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~subject:"Option pricing theory"
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Option pricing theory
USA
65
United States
65
Theorie
58
Theory
58
Risikoprämie
32
Risk premium
32
Credit risk
31
Kreditrisiko
31
CAPM
26
Börsenkurs
24
Share price
24
Capital income
20
Kapitaleinkommen
20
Portfolio selection
20
Portfolio-Management
20
Government securities
19
Staatspapier
19
Swap
19
Asset-Backed Securities
17
Asset-backed securities
17
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17
Financial economics
17
Kapitalmarkttheorie
17
Public bond
17
Unternehmensanleihe
17
Öffentliche Anleihe
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Yield curve
15
Zinsstruktur
15
Optionspreistheorie
14
Insolvency
13
Insolvenz
13
Financial crisis
12
Finanzkrise
12
Public debt
12
Schock
12
Securities trading
12
Shock
12
Wertpapierhandel
12
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1
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English
14
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Longstaff, Francis A.
14
Schwartz, Eduardo S.
6
Fleckenstein, Matthias
5
Lustig, Hanno
5
Santa-Clara, Pedro
2
Ang, Andrew
1
Green, Richard C.
1
Xing, Yuhang
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The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
The journal of fixed income
2
Credit risk models and management
1
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1
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ECONIS (ZBW)
14
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1
Hedging interest rate risk with options on average interest rates
Longstaff, Francis A.
- In:
The journal of fixed income
4
(
1995
)
4
,
pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
Saved in:
2
Option pricing and the martingale restriction
Longstaff, Francis A.
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1091-1124
Persistent link: https://www.econbiz.de/10001198365
Saved in:
3
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
3
,
pp. 789-819
Persistent link: https://www.econbiz.de/10001340027
Saved in:
4
Valuing credit derivatives
Longstaff, Francis A.
- In:
The journal of fixed income
5
(
1995
)
1
,
pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
Saved in:
5
Throwing away a billion dollars : the cost of suboptimal exercise strategies in the swaptions market
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 39-66
Persistent link: https://www.econbiz.de/10001608810
Saved in:
6
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
7
A simple approach to valuing risky fixed and floating rate debt
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
Credit risk models and management
,
(pp. 123-157)
.
2004
Persistent link: https://www.econbiz.de/10002432424
Saved in:
8
Valuing American options by simulation : a simple least-squares approach
Longstaff, Francis A.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 113-147
Persistent link: https://www.econbiz.de/10001543109
Saved in:
9
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
-
2013
Persistent link: https://www.econbiz.de/10009784893
Saved in:
10
Advance refundings of municipal bonds
Ang, Andrew
;
Green, Richard C.
;
Longstaff, Francis A.
; …
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1645-1682
Persistent link: https://www.econbiz.de/10011738924
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