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Semimartingal
Theorie
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Theory
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Optionspreistheorie
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Option pricing theory
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Transaction costs
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Transaktionskosten
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Portfolio selection
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Portfolio-Management
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Unvollkommener Markt
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CAPM
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Arbitrage Pricing
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Arbitrage pricing
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Incomplete market
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Martingal
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Martingale
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Capital-Asset-Pricing-Modell
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Arbitrage
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Proportional transaction costs
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Stochastic process
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Stochastischer Prozess
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risk measures
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Finanzmathematik
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Mathematical programming
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Mathematische Optimierung
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Risk
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Super-replication theorem
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Arbitrage-Pricing-Theorie
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Black-Scholes model
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Black-Scholes-Modell
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Efficient friction
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Fatou property
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Foreign exchange markets
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Martingales
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Mathematical finance
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Nutzenfunktion
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Opportunity cost
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Opportunitätskosten
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Probability theory
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Risiko
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Schachermayer, Walter
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Delbaen, Freddy
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Springer finance
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Zurich lectures in advanced mathematics
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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Asymptotic theory of transaction costs
Schachermayer, Walter
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2017
Persistent link: https://www.econbiz.de/10011763489
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The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
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2006
Persistent link: https://www.econbiz.de/10009496802
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The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
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2006
Persistent link: https://www.econbiz.de/10002123958
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The mathematics of arbitrage
Delbaen, Freddy
;
Schachermayer, Walter
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2008
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Corrected 2. printing
Persistent link: https://www.econbiz.de/10003896513
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