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~subject:"Optionspreistheorie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Non-commercial literature"
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Optionspreistheorie
Index futures
214
Index-Futures
214
Theorie
81
Theory
81
Volatility
67
Volatilität
67
Option pricing theory
56
Börsenkurs
52
USA
51
United States
51
Share price
50
Estimation
46
Schätzung
46
Deutschland
44
Germany
44
Aktienindex
35
Stock index
35
Derivat
27
Derivative
27
Capital income
22
Kapitaleinkommen
22
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18
Forecasting model
18
Hedging
18
Prognoseverfahren
18
Efficient market hypothesis
15
Effizienzmarkthypothese
15
Option trading
14
Optionsgeschäft
14
Time series analysis
14
Zeitreihenanalyse
14
Anlageverhalten
13
Behavioural finance
13
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13
Portfolio-Management
13
Risikoprämie
13
Risk premium
13
Aktienmarkt
11
Cointegration
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35
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Collection of articles of several authors
Non-commercial literature
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231
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231
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59
Graue Literatur
55
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54
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55
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Linders, Daniël
3
Barone-Adesi, Giovanni
2
Bates, David S.
2
Bollerslev, Tim
2
Dhaene, Jan
2
Guidolin, Massimo
2
Huynh, Kim
2
Legnazzi, Chiara
2
Mittnik, Stefan
2
Platen, Eckhard
2
Rieken, Sascha
2
Rombouts, Jeroen V. K.
2
Sala, Carlo
2
Stentoft, Lars
2
Todorov, Viktor
2
Wegmann, Georg
2
Zheng, Jun
2
Ślepaczuk, Robert
2
Alentorn, Amadeo
1
Ammann, Manuel
1
Bamberg, Günter
1
Barras, Laurent
1
Belledin, Michael
1
Bernales, Alejandro
1
Beygelman, Raisa
1
Breuer, Beate
1
Broadie, Mark
1
Buraschi, Andrea
1
Burgess, Andrew Neil
1
Byström, Hans N. E.
1
Capriotti, Alessio
1
Charles-Cadogan, G.
1
Chernov, Mikhail
1
Collin-Dufresne, Pierre
1
Czerwonko, Michal
1
Dapena, José P.
1
Djupsjöbacka, Daniel
1
Dorfleitner, Gregor
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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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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
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Swiss Finance Institute Research Paper
2
Working paper series / Department of Economics, School of Economics and Management, University of Lund
2
Working papers
2
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
CORE discussion papers : DP
1
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1
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1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Monash University, Department of Accounting and Finance, Faculty of Business and Economics / Monash University, Department of Accounting and Finance, Faculty of Economics, Commerce and Management
1
Discussion paper / Tinbergen Institute
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
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1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The journal of futures markets
1
Working paper series
1
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Working paper series in economics
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ECONIS (ZBW)
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Special issue from the 13th Annual Asia-Pacific Futures Research Symposium : [held jointly with the International Conference on Derivatives and Risk Management in Shanghai, China,...
Webb, Robert I.
(
contributor
)
-
Asia Pacific Futures Research Symposium <13, 2003, …
-
2003
Persistent link: https://www.econbiz.de/10001825698
Saved in:
42
Estimating state-price densities with nonparametric regression
Huynh, Kim
;
Kervalla, Pierre
;
Zheng, Jun
-
2002
Persistent link: https://www.econbiz.de/10001684936
Saved in:
43
Relative implied volatility arbitrage with index options : another look at market efficiency
Ammann, Manuel
;
Herriger, Silvan
-
2001
Persistent link: https://www.econbiz.de/10001584180
Saved in:
44
Common factors governing VDAX movements and the maximum loss
Härdle, Wolfgang
;
Schmidt, Peter
-
2000
Persistent link: https://www.econbiz.de/10001555314
Saved in:
45
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
46
Feature extraction with hybrid neural networks
Wegmann, Georg
-
2000
Persistent link: https://www.econbiz.de/10001522926
Saved in:
47
Lower-boundary violations and market efficiency : evidence from the German DAX-index options market
Mittnik, Stefan
;
Rieken, Sascha
-
1999
Persistent link: https://www.econbiz.de/10001410538
Saved in:
48
An empirical comparison of alternative stochastic volatility models
Belledin, Michael
;
Schlag, Christian
-
1999
-
Current Version: June 1, 1999
Persistent link: https://www.econbiz.de/10001403468
Saved in:
49
Using illiquid option prices to recover probability distributions
Miranda, Fernando González
-
1998
Persistent link: https://www.econbiz.de/10000996710
Saved in:
50
Post-'87 crash fears in S&P 500 futures options
Bates, David S.
-
1997
Persistent link: https://www.econbiz.de/10000619727
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