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~subject:"Financial crisis"
~subject:"Option pricing theory"
~type_genre:"Aufsatz im Buch"
~type_genre:"Book section"
~type_genre:"Konferenzschrift"
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Financial crisis
Option pricing theory
Volatilität
1,245
Volatility
1,244
Theorie
337
Theory
337
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227
Share price
227
Estimation
203
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203
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96
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78
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69
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2
Jajuga, Krzysztof
2
Kang, Boda
2
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2
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2
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2
Sandoval Junior, Leonidas
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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2
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1
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1
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Frontiers in quantitative finance : volatility and credit risk modeling
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
3
International financial contagion
3
Managing economic volatility and crises : a practitioner's guide
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
Application of operations research to financial markets
2
Applied quantitative finance
2
Fractal approaches for modeling financial assets and predicting crises
2
Handbook of financial time series
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
International financial systems and stock volatility : issues and remedies
2
Ordnungspolitik in der Weltwirtschaft
2
Out of control : Canada in an unstable financial world
2
Political economy of international monetary interdependence ; Pt. 5
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
SUERF studies
2
50 years of money and finance : lessons and challenges ; SUERF 50th anniversary volume
1
6th International Finance Conference on Financial Crisis and Governance
1
Accounting for time-varying and nonlinear relationships in macroeconometric models
1
Advanced mathematical methods for finance
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
1
Advances of OR in commodities and financial modeling
1
After the crash : financial crises and regulatory responses
1
Analytical models for financial modeling and risk management
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applications
1
Applications in Energy Finance : The Energy Sector, Economic Activity, Financial Markets and the Environment
1
Auswirkungen der Finanzkrise und volatiler Märkte auf die Agrarwirtschaft
1
Banking, monetary policy and the political economy of financial regulation : essays in tradition of Jane D'Arista
1
Banks and unconventional monetary policy
1
Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
1
Bewertung und Einsatz von Finanzderivaten
1
Challenges to the world economy : Festschrift for Horst Siebert ; with 15 tables
1
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
1
Contemporary issues in macroeconomics : lessons from the crisis and beyond
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
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ECONIS (ZBW)
161
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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
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
Saved in:
3
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
4
Impact of crises on capital market volatility : a bibliometric analysis
Davidescu, Adriana Ana Maria
;
Hapau, Răzvan Gabriel
; …
- In:
The New digital era : other emerging risks and opportunities
,
(pp. 21-53)
.
2022
Persistent link: https://www.econbiz.de/10013445208
Saved in:
5
VIX implied volatility as a time-invariant, stationary assessor of market nervousness/uncertainty
Ronn, Ehud I.
-
2024
Persistent link: https://www.econbiz.de/10015045557
Saved in:
6
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:
7
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
Saved in:
8
The sovereign rating channel in the European debt crisis : spillover effects on sovereign CDS and other systemic risk indicators
Georgoutsos, Demetris A.
;
Moratis, George
-
2024
Persistent link: https://www.econbiz.de/10015047370
Saved in:
9
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
Saved in:
10
Predicting implied volatility with historical volatility
Wang, Xinjie
;
Wu, Ge
;
Zhao, Suyang
-
2024
Persistent link: https://www.econbiz.de/10015047494
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