//--> //--> //--> //-->
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:"United States"
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
Two processes for two prices
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
United States
Theorie
186
Theory
184
Optionspreistheorie
127
Option pricing theory
125
Stochastic process
67
Stochastischer Prozess
67
Volatility
55
Volatilität
55
Portfolio-Management
47
CAPM
46
Portfolio selection
46
Risk
45
Risiko
44
Capital income
42
Kapitaleinkommen
42
Option trading
41
Optionsgeschäft
41
Derivat
37
Derivative
37
Hedging
37
Credit risk
36
Börsenkurs
35
Share price
35
Kreditrisiko
33
Finanzmarkt
24
Financial market
23
Measurement
22
Messung
22
Estimation
21
Schätzung
21
Black-Scholes-Modell
20
Statistical distribution
20
Statistische Verteilung
20
Risikomanagement
19
Risk management
19
Wandelanleihe
19
Black-Scholes model
18
Convertible bond
18
USA
17
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Article
9
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
17
Author
All
Madan, Dilip B.
14
Unal, Haluk
4
Bakshi, Gurdip S.
3
Schoutens, Wim
3
Decamps, Marc
2
Goovaerts, Marc J.
2
Abken, Peter A.
1
Beirlant, Jan
1
Carr, Peter
1
Cherny, Alexander
1
Eberlein, Ernst
1
Geman, Hélyette
1
German, Helyette
1
Grundke, Peter
1
Guntay, Levent
1
Jarrow, Robert A.
1
Kapadia, Nikunj
1
Pennacchi, George G.
1
Ramamurtie, Buddhavarapu Sailesh
1
Riedel, Karl O.
1
Segers, Johan
1
Yor, Marc
1
Zhang, Frank
1
Zhang, Frank X.
1
more ...
less ...
Institution
All
Conference on Pricing the Risks of Deposit Insurance <2002, Washington, DC>
1
Federal Deposit Insurance Corporation
1
The Wharton Financial Institutions Center
1
Published in...
All
Finance and economics discussion series
2
Review of derivatives research
2
The review of financial studies
2
Discussion paper / Center for Economic Research, Tilburg University
1
European finance review : the official journal of the European Finance Association
1
Financial markets, institutions & instruments
1
International journal of theoretical and applied finance
1
Journal of financial services research : JFSR
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
1
The journal of business : B
1
The journal of credit risk : published quarterly by Incisive Media
1
Working paper series / Federal Reserve Bank of Atlanta
1
Working papers / Financial Institutions Center
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing the risks of default
Madan, Dilip B.
;
Unal, Haluk
- In:
Review of derivatives research
2
(
1998
)
2/3
,
pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Saved in:
2
Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.
;
Madan, Dilip B.
;
Ramamurtie, …
-
1996
Persistent link: https://www.econbiz.de/10000983757
Saved in:
3
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:
4
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
5
A simple approach to estimate recovery rates with APR violation from debt spreads
Unal, Haluk
(
contributor
);
Madan, Dilip B.
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576030
Saved in:
6
Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank
-
2001
Persistent link: https://www.econbiz.de/10001613473
Saved in:
7
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
8
Special issue on pricing the risks of deposit insurance : [papers presented at a Conference on Pricing the Risks of Deposit Insurance, cosponsored by the Federal Deposit Insurance Corporation (FDIC)] ...
Madan, Dilip B.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001850744
Saved in:
9
The fine structure of asset returns : an empirical investigation
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of business : B
75
(
2002
)
2
,
pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Saved in:
10
On pricing risky loans and collateralized fund obligations
Eberlein, Ernst
;
German, Helyette
;
Madan, Dilip B.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 37-54
Persistent link: https://www.econbiz.de/10003903235
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->