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~subject:"Derivat"
~subject:"Stochastic process"
~subject:"Zinsstruktur"
~type_genre:"Book section"
~type_genre:"Fallstudie"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Stochastic process
Zinsstruktur
Option pricing theory
546
Optionspreistheorie
546
Theorie
229
Theory
229
Stochastischer Prozess
95
Volatility
92
Volatilität
92
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87
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87
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77
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50
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50
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42
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36
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184
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137
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105
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Lee, Cheng F.
9
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4
Lee, John
4
Eberlein, Ernst
3
Elliott, Robert J.
3
Mordecki, Ernesto
3
Tankov, Peter
3
Bellalah, Mondher
2
Brigo, Damiano
2
Bueno-Guerrero, Alberto
2
Chang, Jow-Ran
2
Chiarella, Carl
2
Glau, Kathrin
2
Grbac, Zorana
2
Guillaume, Tristan
2
Hoek, John van der
2
Kallsen, Jan
2
Kang, Boda
2
Levin, Alexander
2
Meyer, Gunter H.
2
Moreno, Manuel
2
Navas, Javier F.
2
Papapantoleon, Antonis
2
Skiadopoulos, George
2
Sögner, Leopold
2
Valkeila, Esko
2
Ziogas, Andrew
2
Aase Nielsen, Jørgen
1
Aase, Knut K.
1
Achdou, Yves
1
Akyildirim, Erdinc
1
Aldabe, F.
1
Amir-Atefi, Keyvan
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Anselmi, Giulio
1
Appadoo, Srimantoorao S.
1
Arnold, Tom
1
Bally, Vlad
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Barndorff-Nielsen, Ole E.
1
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
8
Advanced mathematical methods for finance
6
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
5
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
New methods in fixed income modeling : fixed income modeling
4
Valuation, financial modeling, and quantitative tools
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Financial engineering
3
Handbook of financial time series
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Mathematical modeling and numerical methods in finance : special volume
3
Numerical methods in finance
3
Analytical models for financial modeling and risk management
2
Application of operations research to financial markets
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Financial derivatives : pricing and risk management
2
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Mathematical control theory and finance
2
Numerical methods in finance : Bordeaux, June 2010
2
Options : classic approaches to pricing and modelling
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Risk management decisions and value under uncertainty
2
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
2
The Oxford handbook of credit derivatives
2
Trends in mathematical economics : dialogues between Southern Europe and Latin America
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Advances in risk management
1
Advances of OR in commodities and financial modeling
1
Applications
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Applied quantitative finance
1
Aspekte der schweizerischen Wirtschaftspolitik : Festschrift fĂĽr Franz Jaeger
1
Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
1
Berichte aus der Betriebswirtschaft
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ECONIS (ZBW)
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1
Models of option pricing
Shao, Jia
;
Joseph, Nathan Lael
;
El-Masry, Ahmed A.
-
2024
Persistent link: https://www.econbiz.de/10015045544
Saved in:
2
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
Saved in:
3
A comparative static analysis approach to derive Greek letters : theory and applications
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046857
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4
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
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5
Alternative methods for determining option bounds : a review and comparison
Lee, Cheng F.
;
Zhong, Zhaodong
;
Tai, Tzu
;
Chuang, Hongwei
-
2024
Persistent link: https://www.econbiz.de/10015046626
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6
Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
Kao, Lie Jane
;
Lee, John
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015047563
Saved in:
7
Decision tree and Microsoft Excel approach for option pricing model
Chang, Jow-Ran
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015047742
Saved in:
8
Constant elasticity of variance option pricing model : integration and detailed derivation
Hsu, Y. L.
;
Lin, T. L.
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015050148
Saved in:
9
Options, put-call parities, and option strategies : theory and empirical results
Lee, Cheng F.
;
Yeh, Wen-Chi
-
2024
Persistent link: https://www.econbiz.de/10015050151
Saved in:
10
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
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