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~subject:"Risiko"
~subject:"Stochastic process"
~type_genre:"Aufsatz im Buch"
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Risiko
Stochastic process
Option trading
145
Optionsgeschäft
145
Option pricing theory
79
Optionspreistheorie
79
Theorie
41
Theory
41
Derivat
25
Derivative
25
Hedging
20
USA
20
United States
20
Volatility
17
Volatilität
17
Black-Scholes model
12
Black-Scholes-Modell
12
Stochastischer Prozess
11
Portfolio selection
9
Portfolio-Management
9
Risikomanagement
9
Risk management
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5
Börsenkurs
4
Estimation
4
Führungskräfte
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Großbritannien
4
Interest rate derivative
4
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445
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445
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55
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55
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48
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48
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9
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Guillaume, Tristan
2
Avellaneda, Marco
1
Benth, Fred Espen
1
Bernhart, Marie
1
Caillet, Bruno
1
Del Chicca, Luca
1
Dobi, Doris
1
Gallais-Hamonno, Georges
1
Geršôn, Dāwid
1
Han, Liyan
1
Hitaj, A.
1
Johanning, Lutz
1
Kang, Boda
1
Larcher, Gerhard
1
Lindström, Erik
1
Maurer, Raimond
1
Mercuri, L.
1
Meyer, Gunter H.
1
Mijatovi´c, Aleksandar
1
Morozova, Marianna
1
Pham, Huyen
1
Pistorius, Martijn
1
Rroji, E.
1
Tankov, Peter
1
Warin, Xavier
1
Yin, Libo
1
Åkerlindh, Carl
1
Černý, Aleš
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
2
Advanced mathematical methods for finance
1
Decision making and risk/return optimization in financial economics
1
Der Preis des Risikos
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Including special section: applications of operations research in educational measurement in memory of Ronald D. Armstrong ; (1945 - 2011)
1
Market risk and financial markets modeling
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Numerical methods in finance : Bordeaux, June 2010
1
Risikomanagement an internationalen Finanzmärkten : Systemrisiken, Crashpotential, Anlagemanagement, Risikosteuerung
1
Risk management decisions and value under uncertainty
1
Risk management in volatile financial markets
1
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ECONIS (ZBW)
17
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1
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
Saved in:
2
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
3
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
Saved in:
4
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
5
VIX computation based on affine stochastic volatility models in discrete time
Hitaj, A.
;
Mercuri, L.
;
Rroji, E.
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 141-164)
.
2018
Persistent link: https://www.econbiz.de/10011898628
Saved in:
6
Optimal adaptive sequential calibration of option models
Lindström, Erik
;
Åkerlindh, Carl
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 165-181)
.
2018
Persistent link: https://www.econbiz.de/10011898632
Saved in:
7
Discrete-time quadratic hedging of barrier options in exponential Lévy model
Černý, Aleš
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 257-275)
.
2016
Persistent link: https://www.econbiz.de/10011800380
Saved in:
8
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
9
Pricing an American call under stochastic volatility and interest rates
Kang, Boda
;
Meyer, Gunter H.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 291-314)
.
2014
Persistent link: https://www.econbiz.de/10011286580
Saved in:
10
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Including special section: applications of operations …
,
(pp. 557-576)
.
2013
Persistent link: https://www.econbiz.de/10009792017
Saved in:
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