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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
65
Theory
65
Option pricing theory
30
Credit risk
21
Kreditrisiko
21
USA
20
United States
20
Option trading
16
Optionsgeschäft
15
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14
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13
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13
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11
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11
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9
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Zinsstruktur
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Schätztheorie
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7
Estimation theory
7
Risk
7
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7
Aktienoption
6
Corporate bond
6
Credit rating
6
Hedging
6
Kreditwürdigkeit
6
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6
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6
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3
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24
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Graue Literatur
4
Non-commercial literature
4
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3
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3
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English
30
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Duan, Jin-Chuan
16
Wei, Jason
15
Gauthier, Geneviève
4
Simonato, Jean-Guy
4
Choy, Siu Kai
3
Tucker, Alan L.
3
Dudley, Evan
2
Pliska, Stanley R.
2
Ritchken, Peter H.
2
Sun, Zhiqiang
2
Wang, Yazhen
2
Fulop, Andras
1
Sasseville, Caroline
1
Schnabel, Jacques A.
1
So, Jacky C.
1
Yeh, Chung-ying
1
Yu, Min-Teh
1
Zhang, Weiqi
1
Zou, Jian
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The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Advances in futures and options research : a research annual
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of futures markets
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in financial planning and forecasting
1
Advances in international banking and finance
1
Canadian theses
1
Federal Reserve Bank of Cleveland working paper series
1
Global finance journal
1
International journal of theoretical and applied finance
1
Journal of international money and finance
1
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
1
Research in finance
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
The journal of computational finance
1
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ECONIS (ZBW)
30
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1
Pricing foreign currency and cross-currency options under GARCH
Duan, Jin-Chuan
;
Wei, Jason
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 51-68
Persistent link: https://www.econbiz.de/10001432469
Saved in:
2
The GARCH option pricing model
Duan, Jin-Chuan
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 13-32
Persistent link: https://www.econbiz.de/10001185066
Saved in:
3
Forbearance, deposit insurance, and the market value of savings and loan associations
So, Jacky C.
;
Wei, Jason
- In:
Advances in financial planning and forecasting
8
(
1998
),
pp. 177-200
Persistent link: https://www.econbiz.de/10001406390
Saved in:
4
Pricing forward contracts and options on foreign assets : theories and empirical tests
Wei, Jason
-
1992
Persistent link: https://www.econbiz.de/10000910624
Saved in:
5
Power currency options
Tucker, Alan L.
- In:
Global finance journal
8
(
1997
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10001233027
Saved in:
6
Valuation of LIBOR-contingent FX options
Tucker, Alan L.
- In:
Journal of international money and finance
17
(
1998
)
2
,
pp. 269-277
Persistent link: https://www.econbiz.de/10001246608
Saved in:
7
Valuation of discrete barrier options by interpolations
Wei, Jason
- In:
The journal of derivatives : the official publication …
6
(
1998
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10001248809
Saved in:
8
Cross-currency bond options pricing
Wei, Jason
- In:
Research in finance
14
(
1996
),
pp. 219-249
Persistent link: https://www.econbiz.de/10001213080
Saved in:
9
Pricing options on foreign assets when interest rates are stochastic
Wei, Jason
- In:
Advances in international banking and finance
1
(
1995
),
pp. 67-89
Persistent link: https://www.econbiz.de/10001194433
Saved in:
10
Valuing takeover-contingent foreign exchange call options
Schnabel, Jacques A.
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 223-236
Persistent link: https://www.econbiz.de/10001196345
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