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subject:"Prognoseverfahren"
~isPartOf:"Forecasting volatility in the financial markets"
~isPartOf:"Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference"
~subject:"Oil price"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz im Buch"
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Prognoseverfahren
Oil price
Optionspreistheorie
Volatility
28
Volatilität
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Option pricing theory
13
Forecasting model
11
ARCH model
8
ARCH-Modell
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Theory
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Option trading
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Optionsgeschäft
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Black-Scholes model
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Stochastic process
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option pricing
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fractional Brownian motion
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volatility
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Christodoulakis, George A.
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Satchell, Stephen
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1
Aydemir, Abdurrahman
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Jiang, George J.
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1
Rogers, Leonard C. G.
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Rosenbaum, Mathieu
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Silvey, Thomas A.
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Tankov, Peter
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Wilmott, Paul
1
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Forecasting volatility in the financial markets
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Handbook of financial time series
4
Application of operations research to financial markets
3
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
3
OPEC, oil prices and LNG
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Advances in financial risk management : corporates, intermediaries and portfolios
2
Applied quantitative finance
2
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
2
Econometric analysis of financial and economic time series ; part a
2
Financial Market Dynamics after COVID 19 : The Contagion Effect of the Pandemic in Finance
2
Financial mathematics, volatility and covariance modelling
2
Financial modeling and risk management of energy and environmental instruments and derivates
2
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
2
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Revisiting Electricity Market Reforms : Lessons for ASEAN and East Asia
2
Risk management : a modern perspective
2
The Oxford handbook of economic forecasting
2
The interrelationship between financial and energy markets
2
Advanced mathematical methods for finance
1
Advances of OR in commodities and financial modeling
1
Algorithmic approaches to financial technology : forecasting, trading, and optimization
1
An analysis of long-term influences on financial markets, uncertainty and the sustainability of fiscal balances
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applications
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Artificial intelligence and big data for financial risk management : intelligent applications
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Bewertung und Einsatz von Finanzderivaten
1
Beyond market assumptions : oil price as a global institution
1
Business continuity management and resilience : theories, models, and processes
1
Commodities, energy and finance
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ECONIS (ZBW)
21
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1
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
2
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
Saved in:
3
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
4
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
5
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
6
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
7
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
8
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
Saved in:
9
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
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