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A Characterization of Complete...
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USA
Theorie
328
Theory
328
Optionspreistheorie
128
Option pricing theory
127
CAPM
104
Portfolio selection
75
Portfolio-Management
75
Börsenkurs
74
Share price
74
Derivat
69
Derivative
69
Stochastic process
61
Stochastischer Prozess
61
Credit risk
59
Kreditrisiko
58
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50
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50
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50
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50
Bubbles
49
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49
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46
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46
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43
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42
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41
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41
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36
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35
Finanzmarkt
35
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29
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28
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26
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24
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23
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English
36
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Jarrow, Robert A.
23
Madan, Dilip B.
14
Yildirim, Yildiray
5
Unal, Haluk
4
Bakshi, Gurdip S.
3
Chatterjea, Arkadev
2
Heath, David C.
2
Li, Hao
2
Abken, Peter A.
1
Amin, Kaushik I.
1
Carr, Peter
1
Chava, Sudheer
1
Cherny, Alexander
1
Christopoulos, Andreas D.
1
Deventer, Donald R. van
1
Eberlein, Ernst
1
Geman, Hélyette
1
German, Helyette
1
Grundke, Peter
1
Guntay, Levent
1
Guo, Xin
1
Janosi, Tibor
1
Kapadia, Nikunj
1
Li, Haitao
1
Li, Li
1
Lin, Haizhi
1
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1
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1
Neal, Robert S.
1
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1
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1
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1
Ramamurtie, Buddhavarapu Sailesh
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Tyagi, Vikrant
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Warachka, M.
1
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1
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Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
Federal Deposit Insurance Corporation
1
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1
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Review of derivatives research
6
The review of financial studies
3
Finance and economics discussion series
2
Journal of financial and quantitative analysis : JFQA
2
The journal of business : B
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Annual review of financial economics
1
European finance review : the official journal of the European Finance Association
1
Financial markets, institutions & instruments
1
Johnson School Research Paper
1
Journal of financial services research : JFSR
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Rethinking the financial crisis
1
Review of finance : journal of the European Finance Association
1
Review of futures markets
1
The definitive guide to CDOs : market, application, valuation and hedging
1
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1
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ECONIS (ZBW)
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1
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A.
- In:
European finance review : the official journal of the …
1
(
1997
)
1
,
pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Saved in:
2
The economics of credit default swaps
Jarrow, Robert A.
- In:
Annual review of financial economics
3
(
2011
),
pp. 235-257
Persistent link: https://www.econbiz.de/10009500808
Saved in:
3
The role of ABSs, CDSs, and CDOs in the credit crisis and the economy
Jarrow, Robert A.
- In:
Rethinking the financial crisis
,
(pp. 210-234)
.
2012
Persistent link: https://www.econbiz.de/10009740997
Saved in:
4
An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity demand deposits
Janosi, Tibor
;
Jarrow, Robert A.
;
Zullo, Ferdinando
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10001432461
Saved in:
5
Market manipulation, price bubbles, and a model of the US Treasury securities auction market
Chatterjea, Arkadev
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001246906
Saved in:
6
Ex-dividend stock price behavior and arbitrage opportunities
Heath, David C.
- In:
The journal of business : B
61
(
1988
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10001044862
Saved in:
7
Primes and scores : an essay on market imperfections
Jarrow, Robert A.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1263-1287
Persistent link: https://www.econbiz.de/10001080359
Saved in:
8
Forward options and futures options
Jarrow, Robert A.
- In:
Advances in futures and options research : a research annual
3
(
1988
),
pp. 15-28
Persistent link: https://www.econbiz.de/10001081740
Saved in:
9
Pricing options on risky assets in a stochastic interest rate economy
Amin, Kaushik I.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 217-237
Persistent link: https://www.econbiz.de/10001143979
Saved in:
10
Pricing treasury inflation protected securities and related derivatives using an HJM model
Jarrow, Robert A.
;
Yildirim, Yildiray
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
2
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001766868
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