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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique"
~subject:"Börsenkurs"
~subject:"Monte Carlo simulation"
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Börsenkurs
Monte Carlo simulation
Theorie
103
Theory
103
Estimation
14
Schätzung
14
Option pricing theory
13
Optionspreistheorie
13
Yield curve
12
Zinsstruktur
12
CAPM
9
Stochastic process
9
Stochastischer Prozess
9
Estimation theory
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Monte-Carlo-Simulation
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Volatilität
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Kointegration
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Optionsgeschäft
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Probability theory
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Wahrscheinlichkeitsrechnung
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Consumer behaviour
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Financial market
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Non-commercial literature
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10
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10
Hochschulschrift
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English
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Bechmann, Ken L.
1
Christen, François
1
Christensen, Bent Jesper
1
Di Miscia, Orazio
1
Dunant, Anne
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Mikkelsen, Peter
1
Nielsen, Morten Ørregaard
1
Schmid, Wolfgang
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Theler, Jean-Paul
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
National Bureau of Economic Research
254
Ekonomiska forskningsinstitutet <Stockholm>
19
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Birkbeck College / Department of Economics
8
Rodney L. White Center for Financial Research
6
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
6
Centre for Economic Policy Research
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
University of Exeter / Department of Economics
5
Universität Mannheim
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve System / Division of Research and Statistics
4
University of Canterbury / Dept. of Economics and Finance
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel
3
Deutsche Forschungsgemeinschaft
3
Erasmus Research Institute of Management
3
European University Institute / Department of Economics
3
Goethe-Universität Frankfurt am Main
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
Instituto Valenciano de Investigaciones Económicas
3
International Monetary Fund
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Massachusetts Institute of Technology / Department of Economics
3
National Institute of Economic and Social Research
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Chicago / Center for Research in Security Prices
3
American Finance Association
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
2
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
Cahiers de recherches économiques / Mémoire de diplôme
2
Cahiers de recherches économiques
1
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ECONIS (ZBW)
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Semiparametric analysis of stationary fractional cointegration and the implied-realized volatility relation in high-frequency options data
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599144
Saved in:
2
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
Saved in:
3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
4
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
Saved in:
5
Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
6
Improving the least-squares Monte-Carlo approach
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724269
Saved in:
7
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
8
Semiparametric estimation in time series regressioon with long range dependence
Nielsen, Morten Ørregaard
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491368
Saved in:
9
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
10
Nonparametric estimation of diffusion process : a closer look
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506769
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