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~person:"Hunt, Phil J."
~person:"Roth, Randolf"
~subject:"Aktienoption"
~subject:"Option pricing theory"
~subject:"Theorie"
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Aktienoption
Option pricing theory
Theorie
Financial Futures
5
Optionspreistheorie
4
Theory
4
Derivat
3
Derivat <Wertpapier>
3
Derivative
3
Deutschland
3
Futures
3
Germany
3
Kreditrisiko
3
Volatility
3
Volatilität
3
Estimation
2
Option trading
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Optionsgeschäft
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Schätzung
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Bewertung
1
Cost-of-carry-Ansatz
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Deutscher Aktienindex
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Index futures
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Index-Futures
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Stock option
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VOLAX-Future
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Hunt, Phil J.
Roth, Randolf
Hull, John
17
Lien, Da-hsiang Donald
8
Dew-Becker, Ian
6
Giglio, Stefano
6
Kelly, Bryan T.
6
Pesaran, Bahram
6
Bösch, Martin
5
Chance, Don M.
4
Kremens, Lukas
4
Martin, Ian
4
Pesaran, M. Hashem
4
Sinclair, Euan
4
Steiner, Manfred
4
Uszczapowski, Igor
4
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3
Burnside, Craig
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Diebold, Francis X.
3
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Han, Bing
3
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3
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3
Lee, Hsiang-Tai
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Lioui, Abraham
3
Mader, Wolfgang
3
Poncet, Patrice
3
Reszat, Beate
3
Rudolph, Bernd
3
Voicu, Cristian
3
Wagner, Marc
3
Wang, Tracy Yue
3
Andersen, Torben
2
Ayela Pastor, Rosa María
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Bamberg, Günter
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Wiley series in probability and statistics
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Dresdner Beiträge zu quantitativen Verfahren
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Europäische Hochschulschriften / 5
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ECONIS (ZBW)
6
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Das theoretische Konzept eines Volatilitätsderivates und seine Anwendung auf die DAX-Optionen
Roth, Randolf
-
1999
Persistent link: https://www.econbiz.de/10001376233
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2
Financial derivatives in theory and practice
Hunt, Phil J.
;
Kennedy, J. E.
-
2004
-
Revised edition
Persistent link: https://www.econbiz.de/10002011741
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3
Financial derivatives in theory and practice
Hunt, Phil J.
;
Kennedy, J. E.
-
2004
-
Revised edition
Persistent link: https://www.econbiz.de/10013489864
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4
Financial derivatives in theory and practice
Hunt, P. J.
;
Hunt, Phil J.
;
Kennedy, Joanne E.
-
2000
Persistent link: https://www.econbiz.de/10000648852
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5
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
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6
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10013440872
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