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~institution:"Eberhard Karls Universität Tübingen"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~type:"book"
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Optionspreistheorie
Portfolio-Management
American Options
1
Black-Scholes model
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Black-Scholes-Modell
1
Counterparty Risk
1
Credit risk
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Default Risk
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Derivat
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Derivative
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European Options
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Kreditrisiko
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Option Valuation
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Option pricing theory
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Option trading
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Optionsgeschäft
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Over-the-Counter
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Stochastic Interest Rates
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Stochastic process
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Stochastischer Prozess
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Valuation Formula
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Vasicek Model
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Sturn, Raphael Christian Benedikt
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Eberhard Karls Universität Tübingen
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Center for Economic Research <Tilburg>
1
ESCP-EAP European School of Management
1
Federal Reserve System / Board of Governors
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Hochschule für Bankwirtschaft
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Institut für Schweizerisches Bankwesen <Zürich>
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National Bureau of Economic Research
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Society of Actuaries
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Svenska Handelshögskolan <Helsinki>
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Technische Hochschule Mittelhessen
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Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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University of Cambridge / Department of Applied Economics
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Universität <Passau> / Lehrstuhl für Betriebswirtschaftslehre mit Schwerpunkt Finanzierung
1
Universität Zürich / Institut für Schweizerisches Bankwesen
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Verlag Dr. Kovač
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Weierstraß-Institut für Angewandte Analysis und Stochastik
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ECONIS (ZBW)
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The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
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2019
Persistent link: https://www.econbiz.de/10012173134
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