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Search: subject:"Black-Scholes-Modell"
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Black-Scholes model
80
Black-Scholes-Modell
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Theorie
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Option pricing theory
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Optionspreistheorie
45
Volatility
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Options : classic approaches to pricing and modelling
11
Nonlinear models in mathematical finance : new research trends in option pricing
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Financial derivatives : pricing and risk management
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Financial engineering
3
Mathematical control theory and finance
3
Advances in finance and stochastics : essays in honour of Dieter Sondermann
2
Current topics in quantitative finance : with 23 tables
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Advanced mathematical methods for finance
1
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Asia Pacific financial markets in comparative perspective : issues and implications for the 21st century
1
Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
1
Bewertung und Einsatz von Finanzderivaten
1
Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
1
Capital budgeting valuation : financial analysis for today's investment projects
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Computational methods in decision-making, economics and finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
1
Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
1
Decision making and risk/return optimization in financial economics
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Die Folgen der Finanzkrise für Regulierung und Eigenkapital - Evolution oder Revolution in der Versicherungsbranche?
1
Econometrics : new research
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Economic dynamics and sustainable development ; Part 2
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Equilibrium models for derivatives markets with frictions
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Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
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Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
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Forecasting expected returns in the financial markets
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From nano to space : applied mathematics inspired by Roland Bulirsch
1
Frontiers in quantitative finance : volatility and credit risk modeling
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Fuzzy engineering economics with applications
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Globalización y desarrollo : alternativas y retos de la economía mexicana
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Handbook of financial time series
1
International financial systems and stock volatility : issues and remedies
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On volatility smiles and the valuation of equity and index options in the Paris bourse : theory and empirical tests
Bellalah, Mondher
- In:
International financial systems and stock volatility : …
,
(pp. 271-297)
.
2002
Persistent link: https://www.econbiz.de/10001783003
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62
Derivatbewertung aus theoretischer und praktischer Sicht
Wolter, Hans-Jürgen
- In:
Aufgaben von Wissenschaft und Praxis im nächsten …
,
(pp. 249-279)
.
2000
Persistent link: https://www.econbiz.de/10001536824
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63
A neural network versus Black-Scholes : a comparison of pricing and hedging performances
Amilon, Henrik
- In:
Essays on financial models
,
(pp. 75-100)
.
2000
Persistent link: https://www.econbiz.de/10001551221
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64
The pricing of options and corporate liabilities
Black, Fischer
;
Scholes, Myron S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 63-80)
.
1999
Persistent link: https://www.econbiz.de/10001772448
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65
Theory of rational option pricing
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 81-133)
.
1999
Persistent link: https://www.econbiz.de/10001772450
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66
On the pricing of corporate debt : the risk structure of interest rates
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 135-155)
.
1999
Persistent link: https://www.econbiz.de/10001772451
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67
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 157-177)
.
1999
Persistent link: https://www.econbiz.de/10001772453
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68
The valuation of options for alternative stochastic processes
Cox, John Carrington
;
Ross, Stephen A.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 179-202)
.
1999
Persistent link: https://www.econbiz.de/10001772454
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69
The pricing of commodity contracts
Black, Fischer
- In:
Options : classic approaches to pricing and modelling
,
(pp. 203-215)
.
1999
Persistent link: https://www.econbiz.de/10001772455
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70
The valuation of warrants : implementing a new approach
Schwartz, Eduardo S.
- In:
Options : classic approaches to pricing and modelling
,
(pp. 217-231)
.
1999
Persistent link: https://www.econbiz.de/10001772456
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