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~institution:"Cambridge University Press"
~institution:"Centre of Financial Studies"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Econometrisch Instituut <Rotterdam>"
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Search: subject_exact:"Contingent-claims approach"
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Option pricing theory
18
Optionspreistheorie
18
Theorie
6
Theory
6
Volatility
6
Volatilität
6
Stochastic process
3
Stochastischer Prozess
3
Capital structure
2
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2
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2
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2
Swap
2
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2
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English
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Chesney, Marc
3
Dumas, Bernard
3
Bensoussan, Alain
2
Crouhy, Michel
2
Galai, Dan
2
Jennergren, Lars Peter
2
Näslund, Bertil
2
O'Connor, Ian
2
Palmer, Ken
2
Collin-Dufresne, Pierre
1
Fan, Jianqing
1
Fleming, Jeff
1
Gibson, Rajna
1
Hafner, Christian M.
1
Jeanblanc, Monique
1
Jondeau, Eric
1
Lefoll, Jean
1
Mazzoni, Thomas
1
Pelsser, Antoon André Jean
1
Pietersz, Raoul
1
Rockinger, Michael
1
Solnik, Bruno
1
Whaley, Robert E.
1
Yao, Qiwei
1
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Cambridge University Press
Centre of Financial Studies
Chambre de commerce et d'industrie de Paris
Econometrisch Instituut <Rotterdam>
National Bureau of Economic Research
60
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
Springer Fachmedien Wiesbaden
4
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
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3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
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2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
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2
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2
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2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
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2
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2
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Institutt for Foretaksøkonomi <Bergen, Norwegen>
2
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2
International Energy Agency
2
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Les cahiers de recherche / HEC Paris
10
Research paper series / Centre of Financial Studies, Faculty of Economics and Commerce, University of Melbourne
4
Econometric Institute research papers
2
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ECONIS (ZBW)
18
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1
A first course in quantitative finance
Mazzoni, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011800842
Saved in:
2
The elements of financial econometrics
Fan, Jianqing
;
Yao, Qiwei
-
2017
Persistent link: https://www.econbiz.de/10011629322
Saved in:
3
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
4
Risk managing Bermudan swaptions in the Libor BGM model
Pietersz, Raoul
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001902799
Saved in:
5
Replication and super replicating portfolios in the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001594742
Saved in:
6
Generated volatility cones
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596887
Saved in:
7
Volatility cones in SPI futures
O'Connor, Ian
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596888
Saved in:
8
Extensions to the Boyle-Vorst discrete-time option pricing model with transactions costs
Palmer, Ken
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001596890
Saved in:
9
On the term structure of default premia in the swap and LIBOR markets
Collin-Dufresne, Pierre
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996176
Saved in:
10
Estimating Gram-Charlier expansions under positivity constraints
Jondeau, Eric
;
Rockinger, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997033
Saved in:
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