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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
29
Theory
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Kreditrisiko
20
Credit risk
19
Option pricing theory
10
CAPM
8
Derivat
7
Derivative
7
Risikomanagement
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Yield curve
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Zinsstruktur
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Currency derivative
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Währungsderivat
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Bewertung
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Welt
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Derivat <Wertpapier>
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Kapitalanlage Portefeuilleplanung
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English
10
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Turnbull, Stuart M.
10
Jarrow, Robert A.
6
Melino, Angelo
3
Lando, David
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Credit risk models and management
1
Journal of international money and finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of financial studies
1
Working paper series
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Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto
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ECONIS (ZBW)
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1
Interest rate digital options and range notes
Turnbull, Stuart M.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 92-101
Persistent link: https://www.econbiz.de/10001219428
Saved in:
2
Pricing foreign currency options with stochastic volatility
Melino, Angelo
;
Turnbull, Stuart M.
-
1988
Persistent link: https://www.econbiz.de/10000772329
Saved in:
3
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
4
A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1998
Persistent link: https://www.econbiz.de/10000986787
Saved in:
5
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
50
(
1995
)
1
,
pp. 53-85
Persistent link: https://www.econbiz.de/10001178320
Saved in:
6
Misspecification and the pricing and hedging of long-term foreign currency options
Melino, Angelo
- In:
Journal of international money and finance
14
(
1995
)
3
,
pp. 373-393
Persistent link: https://www.econbiz.de/10001187522
Saved in:
7
An integrated approach to the hedging and pricing of Eurodollar derivatives
Jarrow, Robert A.
- In:
The journal of risk and insurance : the journal of the …
64
(
1997
)
2
,
pp. 271-299
Persistent link: https://www.econbiz.de/10001227995
Saved in:
8
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 481-523
Persistent link: https://www.econbiz.de/10001220567
Saved in:
9
Pricing derivatives on financial securities subject to credit risk
Jarrow, Robert A.
;
Turnbull, Stuart M.
- In:
Credit risk models and management
,
(pp. 333-374)
.
2004
Persistent link: https://www.econbiz.de/10002432611
Saved in:
10
The pricing of foreign currency options
Melino, Angelo
;
Turnbull, Stuart M.
-
1987
Persistent link: https://www.econbiz.de/10003630338
Saved in:
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