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~subject:"Option pricing theory"
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Option pricing theory
USA
76
United States
76
Theorie
68
Theory
68
Credit risk
31
Kreditrisiko
31
Risikoprämie
31
Risk premium
31
CAPM
26
Börsenkurs
22
Share price
22
Swap
22
Government securities
21
Staatspapier
21
Capital income
20
Financial crisis
20
Finanzkrise
20
Kapitaleinkommen
20
Portfolio selection
20
Portfolio-Management
20
Public bond
19
Öffentliche Anleihe
19
Yield curve
18
Zinsstruktur
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Asset-Backed Securities
17
Asset-backed securities
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17
Unternehmensanleihe
17
Derivat
16
Derivative
16
Financial economics
16
Kapitalmarkttheorie
16
Liquidity
15
Liquidität
15
Bankenkrise
14
Banking crisis
14
Optionspreistheorie
14
Insolvency
13
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13
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10
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9
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9
Arbeitspapier
1
Graue Literatur
1
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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
1
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National Bureau of Economic Research
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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
Journal of financial economics
1
NBER Working Paper
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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