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Option Prices with Stochastic...
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Theory
Optionspreistheorie
15,607
Option pricing theory
15,141
Volatilität
4,296
Volatility
4,228
Optionsgeschäft
4,099
Option trading
4,080
Theorie
3,891
Stochastischer Prozess
3,825
Stochastic process
3,772
Derivat
2,934
Derivative
2,929
Black-Scholes-Modell
2,007
Black-Scholes model
1,910
Hedging
1,436
Portfolio-Management
1,349
CAPM
1,347
Portfolio selection
1,333
Zinsstruktur
1,100
Yield curve
1,090
Schätzung
956
Estimation
940
Risiko
914
Risk
912
Börsenkurs
812
Share price
796
Kreditrisiko
739
Monte-Carlo-Simulation
731
Credit risk
729
Monte Carlo simulation
720
USA
699
Realoptionsansatz
688
Real options analysis
686
United States
683
Statistische Verteilung
602
Index-Futures
594
Statistical distribution
592
Index futures
585
Kapitaleinkommen
585
Capital income
584
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386
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113
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4
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2,159
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5
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416
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74
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54
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17
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11
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11
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10
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10
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479
French
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Spanish
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Italian
14
Portuguese
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1
Russian
1
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Härdle, Wolfgang
29
Wystup, Uwe
28
Hull, John
27
Schoenmakers, John
21
Carr, Peter
20
Subrahmanyam, Marti G.
20
Jarrow, Robert A.
19
Korn, Ralf
18
Schwartz, Eduardo S.
18
Chiarella, Carl
17
Kohlmann, Michael
16
Rogers, Leonard C. G.
16
Scaillet, Olivier
16
Elliott, Robert J.
15
Glasserman, Paul
15
Kwok, Yue-Kuen
15
Madan, Dilip B.
15
Renault, Eric
15
Rosenberg, Joshua V.
15
Stapleton, Richard C.
15
Vorst, Ton
15
Frey, Rüdiger
14
Joshi, Mark S.
14
Wilmott, Paul
14
Bellalah, Mondher
13
Broadie, Mark
13
Chesney, Marc
13
Prigent, Jean-Luc
13
Schöbel, Rainer
13
Steiner, Manfred
13
Hafner, Christian M.
12
Sandmann, Klaus
12
Schweizer, Martin
12
Touzi, Nizar
12
Wei, Jason
12
Barone-Adesi, Giovanni
11
Boyle, Phelim P.
11
Das, Sanjiv R.
11
Duan, Jin-Chuan
11
Duffie, Darrell
11
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Centre for Analytical Finance <Århus>
13
Svenska Handelshögskolan <Helsinki>
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Johannes Gutenberg-Universität Mainz
6
Bonn Graduate School of Economics
5
Center for Economic Research <Tilburg>
4
Verlag Dr. Kovač
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Hochschule für Bankwirtschaft
2
Springer Fachmedien Wiesbaden
2
Springer-Verlag GmbH
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of Canada
1
Berliner Wissenschafts-Verlag
1
Capital Markets Conference <UTI Institute of Capital Markets, Navi Mumbai> <1, 1997, Navi Muṃbaī>
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Columbia University / Graduate School of Business
1
Commissariat à l'énergie atomique
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
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Published in...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
211
International journal of theoretical and applied finance
121
Finance and stochastics
113
The journal of derivatives : the official publication of the International Association of Financial Engineers
103
The journal of futures markets
80
Applied mathematical finance
72
The journal of computational finance
69
Review of derivatives research
59
Journal of banking & finance
47
The journal of finance : the journal of the American Finance Association
42
The review of financial studies
42
Journal of economic dynamics & control
41
The journal of real estate finance and economics
38
Advances in futures and options research : a research annual
31
Working paper series / Centre for Practical Quantitative Finance
31
Journal of financial and quantitative analysis : JFQA
29
Gabler Edition Wissenschaft
28
Journal of financial economics
28
SFB 649 discussion paper
28
Working paper / National Bureau of Economic Research, Inc.
24
Discussion paper / B
22
SpringerLink / Bücher
22
Finance : revue de l'Association Française de Finance
20
The European journal of finance
20
The journal of fixed income
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Asia-Pacific financial markets
18
Europäische Hochschulschriften / 5
18
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Mathematical methods of operations research
17
Options : classic approaches to pricing and modelling
17
The journal of risk and insurance : the journal of the American Risk and Insurance Association
17
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Lecture notes in economics and mathematical systems : LNEMS
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Springer finance
15
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
15
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
14
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ECONIS (ZBW)
3,744
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1
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001498159
Saved in:
2
A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options
Huang, Jacqueline
;
Pang, Jong-Shi
- In:
The journal of computational finance
4
(
2000
)
1
,
pp. 21-56
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001528153
Saved in:
3
Kapitalkostenermittlung im Shareholder Value-Konzept mit Hilfe optionspreistheoretischer Ansätze
Ritter, Michael
-
2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001532581
Saved in:
4
Derivatbewertung aus theoretischer und praktischer Sicht
Wolter, Hans-Jürgen
- In:
Aufgaben von Wissenschaft und Praxis im nächsten …
,
(pp. 249-279)
.
2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001536824
Saved in:
5
Empirical pricing kernels
Rosenberg, Joshua V.
;
Engle, Robert F.
-
1999
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001448004
Saved in:
6
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449223
Saved in:
7
An asymptotic expansion approach to pricing financial contingent claims
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 115-151
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449307
Saved in:
8
Evaluation of the Asian option by the dual martingale measure
Shirakawa, Hiroshi
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 183-194
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001449324
Saved in:
9
Convergence of arbitrage-free discrete time Markovian market models
Leitner, Johannes
-
2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001450616
Saved in:
10
Einführung in die numerische Berechnung von Finanz-Derivaten : computational finance ; mit 4 Tabellen und 36 Übungsaufgaben
Seydel, Rüdiger
-
2000
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001452649
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