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~subject:"Optionspreistheorie"
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Optionspreistheorie
Indien
124,866
India
104,800
Volatility
43,773
Volatilität
43,511
Theorie
21,332
Theory
20,995
Derivat
14,929
Derivative
14,891
Börsenkurs
12,576
Share price
12,417
ARCH-Modell
11,690
ARCH model
11,509
Schätzung
11,295
Estimation
11,044
Welt
8,850
Kapitaleinkommen
8,748
World
8,733
Capital income
8,713
Option pricing theory
8,459
USA
7,896
United States
7,606
Aktienmarkt
7,602
Stock market
7,529
China
6,855
Optionsgeschäft
6,629
Wirtschaftswachstum
6,462
Option trading
6,423
Economic growth
6,132
Wechselkurs
5,768
Exchange rate
5,670
Portfolio-Management
5,429
Portfolio selection
5,411
Prognoseverfahren
5,207
Stochastischer Prozess
5,179
Forecasting model
5,145
Stochastic process
5,111
Zeitreihenanalyse
5,078
Risk
5,031
Time series analysis
4,980
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Free
3,021
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2,280
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139
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Article
4,814
Book / Working Paper
3,737
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7
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Article in journal
4,522
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827
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764
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Glossary included
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French
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Cui, Zhenyu
63
Härdle, Wolfgang
58
Fabozzi, Frank J.
47
Carr, Peter
44
Jacobs, Kris
43
Madan, Dilip B.
43
Stentoft, Lars
42
Hull, John
40
Chiarella, Carl
39
Schoutens, Wim
39
Takahashi, Akihiko
38
Benth, Fred Espen
37
Christoffersen, Peter F.
36
Joshi, Mark S.
33
Wang, Xingchun
32
Zhang, Jin E.
29
Jacquier, Antoine (Jack)
28
Fusai, Gianluca
27
Kwok, Yue-Kuen
27
Prokopczuk, Marcel
26
Račev, Svetlozar T.
26
Escobar, Marcos
25
Ewald, Christian-Oliver
25
Alòs, Elisa
24
Elliott, Robert J.
23
Oosterlee, Cornelis W.
23
Schlag, Christian
23
Todorov, Viktor
23
Gatheral, Jim
22
Lee, Cheng F.
22
Lee, Hangsuck
22
Li, Lingfei
22
Lorig, Matthew
22
Schlögl, Erik
22
Kim, Young Shin
21
Zhu, Song-Ping
21
Engle, Robert F.
20
He, Xin-Jiang
20
Heston, Steven L.
20
Nguyen, Duy
20
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National Bureau of Economic Research
25
Centre for Analytical Finance <Århus>
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Institut für Schweizerisches Bankwesen <Zürich>
6
Center for Economic Research <Tilburg>
5
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
4
Springer Fachmedien Wiesbaden
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre of Financial Studies
2
Deutsche Forschungsgemeinschaft
2
Eberhard Karls Universität Tübingen
2
Erasmus Research Institute of Management
2
European Parliament / Directorate-General for Internal Policies of the Union
2
Institut for Finansiering <Frederiksberg>
2
Institute of Finance and Accounting <London>
2
International Association of Financial Engineers
2
International Centre for Trade and Sustainable Development
2
Judge Institute of Management Studies
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Pearson Studium
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
2
Weltwirtschaftsforum
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Australian National University / Faculty of Economics and Commerce
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
City University
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Energy, Mines and Resources, Canada
1
European Stability Mechanism
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
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International journal of theoretical and applied finance
304
Quantitative finance
179
The journal of futures markets
169
Applied mathematical finance
156
The journal of computational finance
155
Journal of banking & finance
132
Review of derivatives research
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
116
The journal of derivatives : the official publication of the International Association of Financial Engineers
109
Finance research letters
108
Finance and stochastics
96
Computational economics
91
International journal of financial engineering
91
European journal of operational research : EJOR
85
The North American journal of economics and finance : a journal of financial economics studies
79
Journal of mathematical finance
77
Journal of economic dynamics & control
74
Risks : open access journal
74
Insurance / Mathematics & economics
60
Research paper series / Swiss Finance Institute
56
Journal of financial economics
49
The European journal of finance
48
Journal of econometrics
46
Annals of finance
44
Journal of empirical finance
44
Energy economics
43
International review of economics & finance : IREF
42
Review of quantitative finance and accounting
42
The journal of derivatives : JOD
38
Asia-Pacific financial markets
36
Economic modelling
36
Journal of risk and financial management : JRFM
35
Applied economics
32
International review of financial analysis
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
32
Swiss Finance Institute Research Paper
30
Decisions in economics and finance : DEF ; a journal of applied mathematics
29
Mathematical finance : an international journal of mathematics, statistics and financial economics
29
Applied economics letters
28
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ECONIS (ZBW)
8,477
EconStor
39
USB Cologne (EcoSocSci)
25
USB Cologne (business full texts)
15
OLC EcoSci
2
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1
Spot market and
derivative
segment of equity in
India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
Saved in:
2
Is implied
volatility
forward looking? : evidence from
India
Rani, Neelam
- In:
Research bulletin / The Institute of Cost Accountants …
44
(
2018
)
1
,
pp. 82-92
Persistent link: https://www.econbiz.de/10012130150
Saved in:
3
Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Jose, Babu
;
Varghese, James
- In:
Colombo business journal : international journal of …
12
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012807616
Saved in:
4
Application of ARCH and GARCH Models to Test the Implied
Volatility
of a 3 – Month Nordea Bank Call Option Contract
Guirguis, Michel
-
2019
implied
volatility
of a 3 – month Nordea bank call option contract returns, for changing conditional variances to spot any …
Persistent link: https://www.econbiz.de/10012890763
Saved in:
5
The information content of option-based forecasts of
volatility
: evidence from the Italian stock market
Muzzioli, Silvia
- In:
The quarterly journal of finance
3
(
2013
)
1
,
pp. 13500051-135000546
Persistent link: https://www.econbiz.de/10010198265
Saved in:
6
Skewed generalized error distribution of financial assets and option pricing
Theodossiou, Panayiotis
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 223-266
Persistent link: https://www.econbiz.de/10011434223
Saved in:
7
Pricing efficiency in CNX Nifty Index options using the Black-Scholes model : a comparative study of alternate
volatility
measures
Nandan, Tanuj
;
Agrawal, Puja
- In:
Margin: the journal of applied economic research
10
(
2016
)
2
,
pp. 281-304
Persistent link: https://www.econbiz.de/10011690833
Saved in:
8
High-order short-time expansions for ATM option prices of exponential Lévy models
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 516-557
Persistent link: https://www.econbiz.de/10011583594
Saved in:
9
Asymmetric
volatility
risk : evidence from option markets
Jackwerth, Jens Carsten
;
Vilkov, Grigory
- In:
Review of finance : journal of the European Finance …
23
(
2019
)
4
,
pp. 777-799
Persistent link: https://www.econbiz.de/10012035136
Saved in:
10
Pricing a bivariate option with copulas
Bucio-Pacheco, Christian
;
López Herrera, Francisco
; …
- In:
International journal of bonds and derivatives
4
(
2018
)
1
,
pp. 74-87
Persistent link: https://www.econbiz.de/10012253407
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