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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Hull, John"
~person:"Nawalkha, Sanjay K."
~person:"Orosi, Greg"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
7
Theorie
6
Theory
6
Credit derivative
4
Kreditderivat
4
Insolvency
3
Insolvenz
3
Option trading
3
Optionsgeschäft
3
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3
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3
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3
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2
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Derivative
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2000-2005
1
Aktienindex
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CAPM
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Estimation
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Interest rate derivative
1
Schätztheorie
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7
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Hull, John
Nawalkha, Sanjay K.
Orosi, Greg
Chen, Son-nan
6
Wu, Ting-pin
6
Ritchken, Peter H.
4
Fabozzi, Frank J.
3
Newton, David P.
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Tian, Yisong Sam
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Broadie, Mark
2
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2
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2
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2
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2
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2
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2
Duck, Peter W.
2
Engle, Robert F.
2
Glasserman, Paul
2
Jacobs, Kris
2
Kennedy, Joanne E.
2
Klein, Peter
2
Lehnert, Thorsten
2
Lyuu, Yuh-dauh
2
Mazzoni, Thomas
2
Nunes, Joaõ Pedro Vidal
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2
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2
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2
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2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
6
wi - Wirtschaft
5
Always learning
4
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
2
Journal of derivatives & hedge funds
2
Journal of investment management : JOIM
2
Prentice Hall finance series
2
Prentice-Hall international editions
2
Quantitative finance
2
Rotman School of Management working paper / University of Toronto Rotman School of Management
2
The journal of finance : the journal of the American Finance Association
2
Annals of financial economics
1
Financial markets and asset pricing
1
International journal of financial markets and derivatives
1
International review of financial analysis
1
Journal of economic literature
1
Journal of financial and quantitative analysis : JFQA
1
Journal of risk management in financial institutions
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Options : classic approaches to pricing and modelling
1
Pearson Studium
1
Staff working paper / Bank of Canada
1
The Prentice Hall series in finance
1
The journal of asset management
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of futures markets
1
Wi - Wirtschaft
1
wi
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ECONIS (ZBW)
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1
Estimating
option
-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
2
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
3
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
4
Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
5
A multi-parameter extension of Figlewski’s
option
-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
6
Numerical procedures for implementing term structure models I : single-factor models
Hull, John
- In:
The journal of derivatives : the official publication …
2
(
1994
)
1
,
pp. 7-16
Persistent link: https://www.econbiz.de/10001219340
Saved in:
7
Efficient procedures for valuing European and American path-dependent options
Hull, John
- In:
The journal of derivatives : the official publication …
1
(
1993
)
1
,
pp. 21-31
Persistent link: https://www.econbiz.de/10001202810
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