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~person:"Belke, Ansgar"
~person:"Karmann, Alexander"
~subject:"Option pricing theory"
~subject:"Volatilität"
~subject:"Währungsrisiko"
~type_genre:"Book section"
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Option pricing theory
Volatilität
Währungsrisiko
Country risk
4
Länderrisiko
4
Optionspreistheorie
4
Theorie
4
Theory
4
Argentina
3
Argentinien
3
Credit risk
3
Ecuador
3
International bond
3
Internationale Anleihe
3
Kreditrisiko
3
Risikoprämie
3
Risk premium
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US dollar
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US-Dollar
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1994-2001
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Arbeitsmarktflexibilität
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Arbeitsnachfrage
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Beschäftigungseffekt
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Black-Scholes model
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Black-Scholes-Modell
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Estimation
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International monetary system
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Lateinamerika
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Latin America
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Russia
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Russland
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Schätzung
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USA
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Belke, Ansgar
Karmann, Alexander
Fabozzi, Frank J.
12
Bellalah, Mondher
4
Chiarella, Carl
4
El Karoui, Nicole
4
Elliott, Robert J.
4
Fusai, Gianluca
4
Keber, Christian
4
Levin, Alexander
4
Merton, Robert C.
4
Samuelson, Paul Anthony
4
Tankov, Peter
4
Eberlein, Ernst
3
Engström, Malin
3
Gray, Dale
3
Huchzermeier, Arnd
3
Kallsen, Jan
3
Kalotay, Andrew J.
3
Kanne, Stefan
3
MacKenzie, Donald A.
3
Meyer, Gunter H.
3
Mordecki, Ernesto
3
Moreno, Manuel
3
Račev, Svetlozar T.
3
Rogers, Leonard C. G.
3
Rudolf, Markus
3
Skiadopoulos, George
3
Takahashi, Akihiko
3
Tosi, Adriano
3
Ziogas, Andrew
3
Bamberg, Günter
2
Bansal, Ravi
2
Barrieu, Pauline
2
Bensoussan, Alain
2
Benth, Fred Espen
2
Bianchi, Michele Leonardo
2
Bielecki, Tomasz R.
2
Billio, Monica
2
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2
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Financial structure and stability
1
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ECONIS (ZBW)
4
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1
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
Saved in:
2
Sovereign risk in a structural approach : evaluating sovereign ability-to-pay and probability of default
Karmann, Alexander
;
Maltritz, Dominik
- In:
Credit risk : measurement, evaluation and management ; …
,
(pp. 91-109)
.
2003
Persistent link: https://www.econbiz.de/10002001473
Saved in:
3
Sovereign risk, reserves, and implicit default probabilities : an option based spread analysis
Karmann, Alexander
- In:
Financial structure and stability
,
(pp. 232-244)
.
2000
Persistent link: https://www.econbiz.de/10001520923
Saved in:
4
"Country risk-indicator. An option based evaluation" implicit default probabilities of foreign USD bonds
Karmann, Alexander
;
Plate, Mike
- In:
Datamining und computational finance : Ergebnisse des …
,
(pp. 43-50)
.
2000
Persistent link: https://www.econbiz.de/10001484234
Saved in:
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