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~person:"Brooks, Robert"
~person:"Gouriéroux, Christian"
~person:"Whaley, Robert E."
~subject:"Option pricing theory"
~subject:"Zinsstruktur"
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Option pricing theory
Zinsstruktur
Derivat
67
Derivative
67
Theorie
32
Theory
32
CAPM
16
USA
15
United States
15
Optionspreistheorie
14
Risikoprämie
14
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14
Method of moments
10
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10
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9
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9
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7
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Share price
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Kreditderivat
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Stochastischer Prozess
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17
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Brooks, Robert
Gouriéroux, Christian
Whaley, Robert E.
Hull, John
28
Madan, Dilip B.
18
Joshi, Mark S.
17
Schoutens, Wim
17
Benth, Fred Espen
16
Fabozzi, Frank J.
15
Prokopczuk, Marcel
15
Schlögl, Erik
15
Wang, Xingchun
15
Chiarella, Carl
14
Härdle, Wolfgang
14
Jarrow, Robert A.
13
Carr, Peter
12
Hess, Markus
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Nikitopoulos, Christina Sklibosios
11
Escobar, Marcos
10
Howison, Sam
10
Lo, Andrew W.
10
Monfort, Alain
10
Henrard, Marc P. A.
9
Korn, Olaf
9
Kwok, Yue-Kuen
9
Kyriakou, Ioannis
9
Steiner, Manfred
9
Takahashi, Akihiko
9
White, Alan
9
Zheng, Wendong
9
Branger, Nicole
8
Brigo, Damiano
8
Cheng, Benjamin
8
Härdle, Wolfgang K.
8
Kiesel, Rüdiger
8
Osipenko, Maria
8
Perrakis, Stylianos
8
Platen, Eckhard
8
Rebonato, Riccardo
8
Zagst, Rudi
8
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Journal of econometrics
4
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2
Annals of economics and statistics
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
Financial markets and asset pricing
1
Financial services review : the journal of individual financial management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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1
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1
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The journal of futures markets
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ECONIS (ZBW)
17
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1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
The information in global interest rate futures contracts
Brooks, Robert
;
Cline, Brandon N.
;
Teterin, Pavel
;
You, Yu
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1135-1166
Persistent link: https://www.econbiz.de/10013287935
Saved in:
3
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
4
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
5
An introduction to derivatives and risk management
Chance, Don M.
;
Brooks, Robert
-
2016
-
10. ed.
Persistent link: https://www.econbiz.de/10011381328
Saved in:
6
The doble default value-of-the-firm model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
2
,
pp. 47-76
Persistent link: https://www.econbiz.de/10011597891
Saved in:
7
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
8
Spread options and risk management : lognormal versus normal distribution approach
Brooks, Robert
;
Cline, Brandon N.
- In:
Financial services review : the journal of individual …
24
(
2015
)
1
,
pp. 15-35
Persistent link: https://www.econbiz.de/10011312166
Saved in:
9
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
10
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
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