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Option pricing theory
Theorie
219
Theory
219
Optionspreistheorie
101
CAPM
68
Derivat
65
Derivative
65
Volatility
49
Volatilität
48
Börsenkurs
44
Credit risk
44
Share price
44
Portfolio selection
43
Portfolio-Management
43
Bubbles
42
Spekulationsblase
42
Kreditrisiko
41
Option trading
39
Optionsgeschäft
39
Stochastic process
38
Stochastischer Prozess
38
Yield curve
38
Zinsstruktur
38
Hedging
31
USA
29
United States
29
Arbitrage
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23
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Black-Scholes model
20
Black-Scholes-Modell
20
Kapitalmarkttheorie
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Martingal
20
Martingale
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Financial economics
19
Risk management
19
Risikoprämie
18
Risk premium
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Incomplete market
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77
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English
101
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Carr, Peter
65
Jarrow, Robert A.
35
Wu, Liuren
12
Madan, Dilip B.
10
Lee, Roger
6
Itkin, Andrey
5
Turnbull, Stuart M.
5
Sun, Jian
4
Kwok, Simon Sai Man
3
Costa, Doug
2
Geman, Hélyette
2
Ghamami, Samim
2
Jacquier, Eric
2
Lando, David
2
Linetsky, Vadim
2
Lorig, Matthew
2
Myneni, Ravi
2
Torricelli, Lorenzo
2
Xiao, Yajun
2
Yor, Marc
2
Al-Jaaf, Aşty
1
Amin, Kaushik I.
1
Atteson, Kevin
1
Bossu, Sébastien
1
Cao, Shinan
1
Chang, Eric Chieh
1
Chatterjea, Arkadev
1
Cherubini, Umberto
1
Cousot, Laurent
1
Dengler, Heike
1
Deventer, Donald R. van
1
El Karoui, Nicole
1
Ewald, CXhristian-Oliver
1
Ewald, Christian-Oliver
1
Figà-Talamanca, Gianna
1
Fisher, Travis
1
Fusari, Nicola
1
Gabaix, Xavier
1
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1
Hsieh, PeiLin
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Review of derivatives research
6
The journal of finance : the journal of the American Finance Association
5
European finance review : the official journal of the European Finance Association
3
Finance research letters
3
The journal of computational finance
3
The journal of derivatives : JOD
3
Applied mathematical finance
2
Computational economics
2
Frontiers of mathematical finance : FMF
2
International journal of theoretical and applied finance
2
Johnson School Research Paper Series
2
Journal of banking & finance
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of investment management : JOIM
2
The journal of fixed income
2
Annals of finance
1
Annual review of financial economics
1
Asia-Pacific financial markets
1
Discussion paper series
1
Finance
1
Financial engineering
1
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
1
Johns Hopkins Carey Business School Research Paper
1
Journal of economic surveys
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial education
1
Journal of financial engineering
1
Journal of risk
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Tandon Research Paper
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Robert H. Smith School Research Paper
1
Rodney L. White Center for Financial Research
1
The European journal of finance
1
The Irwin series in finance
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ECONIS (ZBW)
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Alternative characterizations of American put options
Carr, Peter
- In:
Mathematical finance : an international journal of …
2
(
1992
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10001184902
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2
Arbitrage pricing and hedging of interest rate claims with state variables
El Karoui, Nicole
;
Myneni, Ravi
;
Viswanathan, R.
-
1992
Persistent link: https://www.econbiz.de/10000875959
Saved in:
3
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
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4
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
5
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
6
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
7
Pricing interest rate options
Jarrow, Robert A.
- In:
Finance
,
(pp. 251-272)
.
1995
Persistent link: https://www.econbiz.de/10001318013
Saved in:
8
Option pricing and market efficiency
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 88-94
Persistent link: https://www.econbiz.de/10010246276
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9
Option valuation using the fast Fourier transform
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
2
(
1999
)
4
,
pp. 61-73
Persistent link: https://www.econbiz.de/10001517298
Saved in:
10
The variance gamma process and option pricing
Madan, Dilip B.
;
Carr, Peter
;
Chang, Eric Chieh
- In:
European finance review : the official journal of the …
2
(
1998
)
1
,
pp. 79-105
Persistent link: https://www.econbiz.de/10001400428
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