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~subject:"Option pricing theory"
~subject:"Schätzung"
~subject:"Stochastic process"
~type_genre:"Book section"
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Option pricing theory
Schätzung
Stochastic process
Volatility
1,203
Volatilität
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Theorie
320
Theory
320
Börsenkurs
217
Share price
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94
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93
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67
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66
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Kang, Boda
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Lee, Cheng F.
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Račev, Svetlozar T.
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Xu, Haiyang
3
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2
Bellalah, Mondher
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2
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2
Heiler, Siegfried
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Jajuga, Krzysztof
2
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Laurent, Sébastien
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Lee, Roger
2
Li, Minqiang
2
Meyer, Gunter H.
2
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2
Mittnik, Stefan
2
Morales, R. Armando
2
O'Neill, Michael
2
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Handbook of financial time series
10
Applied quantitative finance
7
Forecasting volatility in the financial markets
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Frontiers in quantitative finance : volatility and credit risk modeling
5
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1
4
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
4
Current topics in quantitative finance : with 23 tables
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
3
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
3
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
The interrelationship between financial and energy markets
3
Advanced mathematical methods for finance
2
Advances in risk management
2
Application of operations research to financial markets
2
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
2
Dynamic factor models
2
Dynamic optics in economics : quantitative, experimental and econometric analyses
2
Econometric analysis of financial and economic time series ; part B
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Emerging markets : any lessons for Southeastern Europe? : March 5 and 6, 2007
2
Empirical research on the German capital market : with 60 tables
2
Encyclopedia of finance research ; Vol. 1
2
Exchange rate economics : where do we stand?
2
Financial econometrics and empirical market microstructure
2
Financial engineering
2
Financial markets and the global recession
2
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
2
Handbook of heavy tailed distributions in finance
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Handbook of research on emerging theories, models, and applications of financial econometrics
2
Handbuch Alternative Investments ; Bd. 1
2
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
International financial systems and stock volatility : issues and remedies
2
Long memory in economics : with 50 tables
2
Measuring risk in complex stochastic systems
2
Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
2
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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
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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
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4
Volatility linkage between the stock exchange of Thailand and major stock markets
Budsabawan Maharakkhaka
;
Boonyachote Suteerawattananon
; …
- In:
Corporate Practices: Policies, Methodologies, and …
,
(pp. 569-585)
.
2024
Persistent link: https://www.econbiz.de/10014564326
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
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6
Predicting the equity premium with the implied volatility spread
Cao, Charles Q.
;
Simin, Timothy T.
;
Xiao, Han
-
2024
Persistent link: https://www.econbiz.de/10015045592
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7
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
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8
Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
-
2024
Persistent link: https://www.econbiz.de/10015046799
Saved in:
9
Corporate financial hedging and the cost of equity capital
Ahmed, Hany
;
Guney, Yilmaz
-
2024
Persistent link: https://www.econbiz.de/10015046800
Saved in:
10
Volatility risk measures and banks' leverage
Anselmi, Giulio
-
2024
Persistent link: https://www.econbiz.de/10015046722
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