//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling default correlation i...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Theorie
21
Theory
21
Risikoprämie
12
Risk premium
12
Volatilität
10
KMU
9
SME
9
USA
9
United States
9
Volatility
9
Estimation
8
Migration
8
Portfolio selection
8
Portfolio-Management
8
Risiko
8
Risk
8
Schätzung
8
Credit risk
7
Option pricing theory
7
Kreditrisiko
6
estimation risk
6
Bank lending
5
Capital Accumulation
5
Capital income
5
Corporate finance
5
Deutschland (bis 1945)
5
GARCH
5
Germany (until 1945)
5
Kapitaleinkommen
5
Kreditgeschäft
5
Unternehmensfinanzierung
5
ARCH model
4
ARCH-Modell
4
Bank
4
Basel Accord
4
Basler Akkord
4
Christian Wolff
4
Convertible bond
4
Credit
4
more ...
less ...
Online availability
All
Undetermined
3
Free
1
Type of publication
All
Book / Working Paper
5
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
5
Working Paper
5
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Language
All
English
7
Author
All
Bams, Dennis
6
Lehnert, Thorsten
6
Blanchard, Gildas
4
Wolff, Christiaan Cornelis Petrus
2
Khah, Sara Abed Masror
1
Vermaelen, Theo
1
Wolff, Christian
1
more ...
less ...
Published in...
All
LSF research working paper series
3
Discussion paper / Centre for Economic Policy Research
2
International journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The determinants of coco bond prices
Khah, Sara Abed Masror
;
Vermaelen, Theo
;
Wolff, Christian
-
2015
Persistent link: https://www.econbiz.de/10011441353
Saved in:
2
Loss functions in option valuation : a framework for model selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
-
2005
Persistent link: https://www.econbiz.de/10002754751
Saved in:
3
Evaluating option pricing model performance using model uncertainty
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2014
Persistent link: https://www.econbiz.de/10010502926
Saved in:
4
Loss functions in option valuation : a framework for selection
Bams, Dennis
;
Lehnert, Thorsten
;
Wolff, Christiaan …
- In:
Management science : journal of the Institute for …
55
(
2009
)
5
,
pp. 853-862
Persistent link: https://www.econbiz.de/10003860372
Saved in:
5
Volatility concepts and risk management tools
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011547074
Saved in:
6
Volatility measures and Value-at-Risk
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
- In:
International journal of forecasting
33
(
2017
)
4
,
pp. 848-863
Persistent link: https://www.econbiz.de/10011746918
Saved in:
7
On the impact of exclusion filters rules in option pricing
Bams, Dennis
;
Blanchard, Gildas
;
Lehnert, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011565393
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->