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~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Bibliografie"
~type_genre:"Elektronischer Datenträger als Beilage"
~type_genre:"Konferenzbeitrag"
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Behavioural finance
Black-Scholes model
Index futures
Volatility
Option trading
16
Optionsgeschäft
16
Option pricing theory
12
Optionspreistheorie
12
Derivat
5
Derivative
5
Volatilität
5
Hedging
4
Theorie
4
Theory
4
Anlageverhalten
3
Portfolio selection
3
Portfolio-Management
3
Stochastic process
3
Stochastischer Prozess
3
CAPM
2
Capital market returns
2
Derivat <Wertpapier>
2
Kapitalmarktrendite
2
Lévy processes
2
Optionshandel
2
Risikomanagement
2
Affine jump models
1
Aktienindex
1
Aktienoption
1
American options
1
Ansteckungseffekt
1
Barrier option
1
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1
Black-Scholes-Modell
1
CDS
1
Capital income
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Characteristic function approximations
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Bibliografie
Elektronischer Datenträger als Beilage
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1,075
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1,075
Graue Literatur
176
Non-commercial literature
176
Arbeitspapier
157
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157
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40
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31
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Barbachan, José Santiago Fajardo
1
Bayer, Christian
1
Benth, Fred Espen
1
Chance, Don M.
1
Guo, Biao
1
Hooper, Joseph
1
Linton, Oliver
1
Mordecki, Ernesto
1
Olivera, Federico de
1
Person, John L.
1
Sabbatini, Michael
1
Schoenmakers, John
1
Shi, Yukun
1
Thomsett, Michael C.
1
Xu, Yaofei
1
Zalewski, Aaron
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Discussion paper series / LSE Financial Markets Group
1
International journal of theoretical and applied finance
1
Quantitative finance
1
Wiley trading series
1
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ECONIS (ZBW)
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1
Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao
;
Shi, Yukun
;
Xu, Yaofei
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
Saved in:
2
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
3
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
5
Options for risk-free portfolios : profiting with dividend collar strategies
Thomsett, Michael C.
-
2013
-
1. ed.
Persistent link: https://www.econbiz.de/10009733652
Saved in:
6
Forex conquered : high probability systems and strategies for active traders
Person, John L.
-
2007
Persistent link: https://www.econbiz.de/10003389158
Saved in:
7
Covered calls and LEAPS : a wealth option ; a guide for generating extraordinary monthly income
Hooper, Joseph
;
Zalewski, Aaron
-
2006
Persistent link: https://www.econbiz.de/10003323102
Saved in:
8
An introduction to derivatives and risk management
Chance, Don M.
-
2004
-
6. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10001786590
Saved in:
9
A GARCH model of the implied volatility of the Swiss market index from options prices
Linton, Oliver
;
Sabbatini, Michael
-
2004
Persistent link: https://www.econbiz.de/10002815616
Saved in:
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