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~subject:"Derivat"
~subject:"Optionspreistheorie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Derivat
Optionspreistheorie
Index futures
215
Index-Futures
215
Theorie
81
Theory
81
Volatility
67
Volatilität
67
Option pricing theory
56
Börsenkurs
52
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51
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51
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50
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46
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46
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44
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35
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22
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18
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18
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389
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77
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76
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71
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Au-Yeung, Siu Pang
3
Gannon, Gerard L.
3
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3
Barone-Adesi, Giovanni
2
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2
Bollerslev, Tim
2
Bongartz, Ulrich
2
Dhaene, Jan
2
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2
Huynh, Kim
2
Legnazzi, Chiara
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
Stentoft, Lars
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
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
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2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
Bonn Graduate School of Economics
1
Federal Reserve Bank of St. Louis
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
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4
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4
Discussion papers of interdisciplinary research project 373
3
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3
School working papers / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
3
AFI
2
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
2
CREATES research paper
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Meddelanden från Svenska Handelshögskolan
2
Research notes in economics & statistics
2
Swiss Finance Institute Research Paper
2
The journal of futures markets
2
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2
Working paper / Department of Commerce, College of Business, Massey University
2
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2
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1
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1
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1
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Documento de trabajo / Fundación de las Cajas de Ahorros
1
Duisburger Arbeitspapiere zur Ostasienwirtschaft
1
ERID working paper
1
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1
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SRC special paper : special paper series
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ECONIS (ZBW)
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71
Put-call parity and the informational efficiency of the German DAX-index option market
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410598
Saved in:
72
Ein Modell zur Analyse des frühzeitigen Glattstellens von DAX-Futures per Limitorder
Bamberg, Günter
-
1996
Persistent link: https://www.econbiz.de/10013453107
Saved in:
73
Empirical evidence of biases in the black-scholes option pricing formula : a transactions data analysis of Swedish OMX-index call and put options
Hansson, Björn A.
;
Hördahl, Peter
;
Nordén, Lars
-
1995
Persistent link: https://www.econbiz.de/10000921597
Saved in:
74
Some evidence on the re-regulation of Japanese equity derivatives markets between 1989 and 1993
Bongartz, Ulrich
-
1995
Persistent link: https://www.econbiz.de/10000912964
Saved in:
75
Pricing of options on an index containing stale prices
Jokivuolle, Esa
-
1994
Persistent link: https://www.econbiz.de/10000887558
Saved in:
76
Futures- und Optionsmärkte in Japan : unter besonderer Berücksichtigung der Indexderivate
Bongartz, Ulrich
-
1994
Persistent link: https://www.econbiz.de/10000894590
Saved in:
77
Some questions on the pricing of SPI futures contracts
Heaney, Richard A.
-
1993
Persistent link: https://www.econbiz.de/10000889675
Saved in:
78
Stock index derivatives arbitrage in Finland
Puttonen, Vesa
-
1992
Persistent link: https://www.econbiz.de/10000838086
Saved in:
79
Arbitrage and efficiency in the stock index futures and options marktes
Sternberg, Joel S.
-
1986
Persistent link: https://www.econbiz.de/10000796047
Saved in:
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