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subject:"Stochastischer Prozess"
~isPartOf:"Finance and stochastics"
~isPartOf:"Studium und Praxis"
~subject:"Yield curve"
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Search: subject_exact:"Arbitrage pricing"
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Stochastischer Prozess
Yield curve
Arbitrage Pricing
34
Arbitrage pricing
34
Theorie
28
Theory
28
Martingal
10
Martingale
10
Option pricing theory
10
Optionspreistheorie
10
Transaction costs
10
Transaktionskosten
10
Portfolio selection
8
Portfolio-Management
8
Arbitrage
7
CAPM
6
Financial economics
5
Kapitalmarkttheorie
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Zinsstruktur
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Incomplete market
3
Mathematical programming
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Black-Scholes-Modell
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Fundamental theorem of asset pricing
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Interest rate derivative
2
Risiko
2
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2
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1
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1
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1
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1
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1
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1
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1
Käsler, Joachim
1
Nadtochiy, Sergey
1
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1
Riedle, Markus
1
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1
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Finance and stochastics
Studium und Praxis
International journal of theoretical and applied finance
7
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4
The journal of computational finance
4
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3
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Advanced mathematical methods for finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
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1
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1
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ECONIS (ZBW)
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1
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
2
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
3
Local volatility dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
4
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
5
Consistency among trading desks
Heath, David
;
Ku, Hyejin
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 331-340
Persistent link: https://www.econbiz.de/10003379777
Saved in:
6
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
7
The Russian option : finite horizon
Peskir, Goran
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 251-267
Persistent link: https://www.econbiz.de/10002747193
Saved in:
8
The expectations hypothesis with non-negative rates
Griffin, Philip S.
- In:
Finance and stochastics
6
(
2002
)
2
,
pp. 265-271
Persistent link: https://www.econbiz.de/10001662474
Saved in:
9
Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried
;
Diener, Kathrin
;
Käsler, Joachim
-
2002
-
1. Auflage
Persistent link: https://www.econbiz.de/10014012257
Saved in:
10
Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
Saved in:
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