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subject:"Portfolio selection"
~person:"Gouriéroux, Christian"
~person:"Hull, John"
~source:"econis"
~subject:"Option pricing theory"
~subject:"USA"
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Portfolio selection
Option pricing theory
USA
Derivat
74
Derivative
74
Theorie
50
Theory
50
CAPM
42
Optionspreistheorie
39
Hedging
27
Optionsgeschäft
27
Option trading
23
Financial Futures
19
Risikoprämie
14
Risk premium
14
Derivat <Wertpapier>
12
Method of moments
10
Momentenmethode
10
Yield curve
9
Zinsstruktur
9
Optionshandel
8
Credit derivative
7
Credit risk
7
Kreditderivat
7
Kreditrisiko
7
Insolvency
6
Insolvenz
6
Termingeschäft
6
Collateral
5
Interest rate derivative
5
Kreditsicherung
5
Optionsmarkt
5
Stochastic process
5
Stochastischer Prozess
5
United States
5
Zinsderivat
5
Futures
4
OTC market
4
OTC-Handel
4
Portfolio-Management
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12
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4
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4
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4
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4
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2
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33
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9
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Gouriéroux, Christian
Hull, John
Fabozzi, Frank J.
42
Kolb, Robert W.
19
Madan, Dilip B.
18
Benth, Fred Espen
17
Schoutens, Wim
17
Jarrow, Robert A.
16
Bodie, Zvi
15
Härdle, Wolfgang
15
Kane, Alex
15
Platen, Eckhard
15
Wang, Xingchun
15
Joshi, Mark S.
14
Schlögl, Erik
14
Carr, Peter
13
Chiarella, Carl
13
Hess, Markus
13
Marcus, Alan J.
13
Prokopczuk, Marcel
13
Whaley, Robert E.
13
Bloss, Michael
12
Bruns, Christoph
12
Escobar, Marcos
12
Barone-Adesi, Giovanni
11
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Lo, Andrew W.
11
Moser, James T.
11
Zagst, Rudi
11
Branger, Nicole
10
Brigo, Damiano
10
Chance, Don M.
10
Edwards, Franklin R.
10
Howison, Sam
10
Korn, Olaf
10
Nikitopoulos, Christina Sklibosios
10
Perrakis, Stylianos
10
Rudolph, Bernd
10
Steiner, Manfred
10
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1
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wi - Wirtschaft
5
Always learning
4
Journal of econometrics
3
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Journal of investment management : JOIM
2
Prentice Hall finance series
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
The journal of credit risk : published quarterly by Incisive Media
2
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Financial markets and asset pricing
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
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ECONIS (ZBW)
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31
Fundamentals of futures and options markets
Hull, John
-
2005
-
5. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001981944
Saved in:
32
Fundamentals of futures and options markets
Hull, John
-
2001
-
4. ed
Persistent link: https://www.econbiz.de/10001545250
Saved in:
33
Einführung in Futures- und Optionsmärkte
Hull, John
-
2001
-
3. Aufl.
Persistent link: https://www.econbiz.de/10001553403
Saved in:
34
Optionen, Futures und andere Derivative
Hull, John
-
2001
-
4. Aufl.
Persistent link: https://www.econbiz.de/10001597050
Saved in:
35
Options, futures & other derivatives
Hull, John
-
2000
-
4. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001388329
Saved in:
36
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
37
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
38
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
39
Introduction to futures and options markets
Hull, John
-
1991
-
1. [print.]
Persistent link: https://www.econbiz.de/10000817711
Saved in:
40
[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
Saved in:
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