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Option pricing theory
Optionspreistheorie
4
Simulation
4
Stochastic process
3
Stochastischer Prozess
3
Estimation
2
Hypothek
2
Monte Carlo simulation
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Monte-Carlo-Simulation
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Mortgage
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Refinancing
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Refinanzierung
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Schätzung
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Theorie
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Theory
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Vasicek model
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Yield curve
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Zinsstruktur
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AMOS
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Aktienmarkt
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Allocation
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Allokation
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American put option
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Analytical approximation
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Anlageverhalten
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Anleihe
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Behavioural finance
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Benchmarking
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Bermudan options
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Black-Scholes model
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Black-Scholes-Modell
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Bond
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Börsenkurs
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Callable Bonds
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China
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Consumer behaviour
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Cox-Ingersoll-Ross model
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Customer satisfaction
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Decomposition method
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Dekompositionsverfahren
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Xie, Dejun
4
Edwards, David A.
2
Wu, Xiaoxia
2
He, Jia
1
Jiang, Jingjing
1
Schleiniger, Gilberto
1
Wang, Xiaoyu
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Zhu, Qinghua
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Applied mathematical finance
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Finance research letters
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International journal of financial engineering
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The international journal of business and finance research : IJBFR
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ECONIS (ZBW)
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Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
2
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
3
Characterization of the American put option using convexity
Xie, Dejun
;
Edwards, David A.
;
Schleiniger, Gilberto
; …
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 353-365
Persistent link: https://www.econbiz.de/10009381899
Saved in:
4
Theoretical and numerical valuation of callable bonds
Xie, Dejun
- In:
The international journal of business and finance …
3
(
2009
)
2
,
pp. 71-82
Persistent link: https://www.econbiz.de/10003955597
Saved in:
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