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subject:"Schätztheorie"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~subject:"Hedging"
~subject:"Option pricing theory"
~subject:"Spieltheorie"
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Schätztheorie
Hedging
Option pricing theory
Spieltheorie
Theorie
139
Theory
139
Estimation theory
14
Optionspreistheorie
14
Time series analysis
11
Yield curve
11
Zeitreihenanalyse
11
Zinsstruktur
11
Schätzung
10
Stochastic process
10
Stochastischer Prozess
10
Estimation
9
Volatility
8
Volatilität
8
Deutschland
7
Germany
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Statistical test
7
Statistischer Test
7
ARCH model
6
ARCH-Modell
6
CAPM
5
Foreign exchange management
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Währungsmanagement
5
Außenhandelssektor
4
Foreign trade sector
4
Investition
4
Multinationales Unternehmen
4
Option trading
4
Optionsgeschäft
4
Regressionsanalyse
4
Risiko
4
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Type of publication
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Book / Working Paper
37
Type of publication (narrower categories)
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Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
36
Working Paper
36
Language
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English
36
German
1
Author
All
Broll, Udo
5
Zimmermann, Klaus F.
3
Battermann, Harald L.
2
Christensen, Claus Vorm
2
Eckwert, Bernhard
2
Schmidt, Christoph M.
2
Strunk Hansen, Charlotte
2
Søndergaard Rasmussen, Nicki
2
Tschernig, Rolf
2
Winkelmann, Rainer
2
Bauer, Thomas K.
1
Berger, Helge
1
Busch, Thomas
1
Christensen, Bent Jesper
1
Grasselli, M.R.
1
Haisken-DeNew, John P.
1
Heintel, Markus
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Konrad, Kai A.
1
Mansori, Kashif S.
1
Mayer, Jochen
1
Mikkelsen, Peter
1
Million, Andreas
1
Nicolato, Elisa
1
Nielsen, Jens Perch
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Schmid, Wolfgang
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Thum, Marcel
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Wahl, Jack E.
1
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Institution
All
Centre for Analytical Finance <Århus>
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
Center for Economic Research <Tilburg>
78
Ekonomiska forskningsinstitutet <Stockholm>
46
European University Institute / Department of Economics
37
National Bureau of Economic Research
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Umeå universitet
22
Foerder Institute for Economic Research <Tēl-Āvîv>
20
University of New England / Department of Econometrics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
University of Exeter / Department of Economics
15
Bonn Graduate School of Economics
14
Australian National University / Faculty of Economics and Commerce
13
Forschungsinstitut zur Zukunft der Arbeit
13
Universität Mannheim / Institut für Volkswirtschaft und Statistik
12
Birkbeck College / Department of Economics
11
Deutsche Forschungsgemeinschaft
11
University of Warwick / Department of Economics
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Edward Elgar Publishing
9
Københavns Universitet / Økonomisk Institut
9
Springer Fachmedien Wiesbaden
9
Universität Augsburg / Institut für Volkswirtschaftslehre
9
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
9
Chambre de commerce et d'industrie de Paris
8
Columbia University / Department of Economics
8
Federal Reserve System / Division of Research and Statistics
8
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
8
Svenska Handelshögskolan <Helsinki>
8
Universitetet i Oslo / Økonomisk institutt
8
Johns Hopkins University / Department of Economics
7
Rodney L. White Center for Financial Research
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
6
Institut für Weltwirtschaft
6
Massachusetts Institute of Technology / Department of Economics
6
Rutgers University / Department of Economics
6
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
6
Universitat Pompeu Fabra / Departament d'Economia i Empresa
6
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
20
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
17
Source
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ECONIS (ZBW)
37
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Exotic options : proofs without formulas
Poulsen, R.
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922259
Saved in:
2
Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
6
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
7
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Saved in:
8
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
Saved in:
9
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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