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~subject:"Option pricing theory"
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Option pricing theory
Theorie
82
Theory
69
Optionspreistheorie
35
Derivat
22
Derivative
22
Volatilität
21
Börsenkurs
18
Volatility
18
Share price
16
Kreditrisiko
15
CAPM
14
Credit risk
14
Hedging
13
Portfolio-Management
13
Stochastischer Prozess
13
Schätzung
12
Estimation
11
Optionsgeschäft
11
Portfolio selection
11
Risikomanagement
11
Finanzanalyse
10
Risk management
10
Stochastic process
10
USA
10
Financial analysis
9
Kapitalstruktur
9
Option trading
9
United States
9
Capital structure
8
Welt
8
Interest rate derivative
7
World
7
Zinsderivat
7
Chaostheorie
6
Corporate finance
6
Optionsanleihe
6
Unternehmensfinanzierung
6
Analysis
5
Bewertung
5
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6
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Non-commercial literature
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Collection of articles of several authors
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English
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Schöbel, Rainer
15
Crouhy, Michel
11
Galai, Dan
11
Wiener, Zvi
7
Zhu, Jianwei
3
Bensoussan, Alain
2
Bühler, Wolfgang
2
Frontczak, Robert
2
Korn, Olaf
2
Nagel, Hartmut
2
Rostek, Stefan
2
Reiß, Ariane
1
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Tübinger Diskussionsbeitrag
7
Tübinger Diskussionsbeiträge
3
Les cahiers de recherche / HEC Paris
2
Advances in futures and options research : a research annual
1
Diskussionspapier / Wirtschaftswissenschaftliche Dokumentation, Technische Universität Berlin
1
Economic modelling
1
European finance review : the official journal of the European Finance Association
1
Heidelberger betriebswirtschaftliche Studien
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The quarterly journal of finance
1
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
1
[World Scientific handbook in financial economics]
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ECONIS (ZBW)
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Kapitalmarkt und zeitkontinuierliche Bewertung
Schöbel, Rainer
-
1995
Persistent link: https://www.econbiz.de/10000904732
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2
A contingent claim analysis of a regulated depository institution
Crouhy, Michel
;
Galai, Dan
-
1991
Persistent link: https://www.econbiz.de/10000827883
Saved in:
3
Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer
;
Zhu, Jianwei
-
1998
-
Rev.
Persistent link: https://www.econbiz.de/10000676009
Saved in:
4
Black-scholes approximation of warrant prices
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1993
-
Rev
Persistent link: https://www.econbiz.de/10000855930
Saved in:
5
Die Bewertung von Options- und Wandelanleihen bei Konkursrisiko
Reiß, Ariane
;
Schöbel, Rainer
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
28
(
1999
)
3
,
pp. 131-135
Persistent link: https://www.econbiz.de/10001353685
Saved in:
6
Black-scholes approximation of warrant prices
Bensoussan, Alain
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 1-14
Persistent link: https://www.econbiz.de/10001211324
Saved in:
7
Can trading volume explain option prices?
Nagel, Hartmut
;
Schöbel, Rainer
-
1998
Persistent link: https://www.econbiz.de/10000660587
Saved in:
8
Stochastic volatility with an Ornstein-Uhlenbeck process : an extension
Schöbel, Rainer
;
Zhu, Jianwei
- In:
European finance review : the official journal of the …
3
(
1999
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10001653158
Saved in:
9
Contingent claims analysis in corporate finance
Crouhy, Michel
;
Galai, Dan
;
Wiener, Zvi
- In:
Options - 45 years since the publication of the …
,
(pp. 495-520)
.
2023
Persistent link: https://www.econbiz.de/10014366691
Saved in:
10
Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang
(
contributor
);
Korn, Olaf
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10009232783
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