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~subject:"Risiko"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Risiko
Volatilität
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
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17
Black-Scholes model
12
Black-Scholes-Modell
12
Stochastic process
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Risikomanagement
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Estimation
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1
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1
Benth, Fred Espen
1
Bouden, Amine
1
Brigo, Damiano
1
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1
Cao, Jay
1
Chang, Bo Young
1
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1
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1
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1
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1
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1
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1
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1
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1
Lee, Cheng F.
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1
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1
Mercuri, L.
1
Meyer, Gunter H.
1
Mijatovi´c, Aleksandar
1
Morozova, Marianna
1
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1
Rroji, E.
1
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1
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1
So, Ha Yan Raymond
1
Tai, Tzu
1
Tan, Zhiyuan Simon
1
Tompkins, Robert G.
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Advanced mathematical methods for finance
1
Advances in financial risk management : corporates, intermediaries and portfolios
1
Der Preis des Risikos
1
Empirical essays on financial markets, firms, and derivates
1
Forecasting volatility in the financial markets
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
Handbook of economic forecasting ; Volume 2A
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
Handbook of sports and lottery markets
1
Market risk and financial markets modeling
1
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Risikomanagement an internationalen Finanzmärkten : Systemrisiken, Crashpotential, Anlagemanagement, Risikosteuerung
1
Risk management and value : valuation and asset price
1
Risk management in volatile financial markets
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ECONIS (ZBW)
22
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1
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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2
Cumulant formulas for implied volatility
Lee, Roger
- In:
Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
Saved in:
3
A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
Saved in:
4
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:
5
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:
6
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:
7
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
8
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
9
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:
10
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
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