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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Hedging"
~subject:"Prognoseverfahren"
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Börsenkurs
Hedging
Prognoseverfahren
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Yield curve
11
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
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7
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Maximum likelihood estimation
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Schätztheorie
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CAPM
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Option trading
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Optionsgeschäft
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Cointegration
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Kleinste-Quadrate-Methode
3
Kointegration
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Least squares method
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Probability theory
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Regression analysis
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Statistical distribution
3
Statistische Verteilung
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Graue Literatur
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Working Paper
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English
7
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Bechmann, Ken L.
1
Busch, Thomas
1
Christensen, Claus Vorm
1
Engsted, Tom
1
Grasselli, M.R.
1
Hurd, T.R.
1
Strunk Hansen, Charlotte
1
Søndergaard Rasmussen, Nicki
1
Tanggaard, Carsten
1
Tuypens, Bjorn E.
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
326
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Ekonomiska forskningsinstitutet <Stockholm>
17
Birkbeck College / Department of Economics
11
Rodney L. White Center for Financial Research
9
Christian-Albrechts-Universität zu Kiel
8
European University Institute / Department of Economics
8
Centre for Economic Policy Research
7
European University Institute / Department of Law
7
Federal Reserve System / Division of Research and Statistics
7
Springer Fachmedien Wiesbaden
7
Universität Augsburg / Institut für Volkswirtschaftslehre
7
Bonn Graduate School of Economics
6
Institute of Finance and Accounting <London>
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Zakład Teorii Prognoz <Krakau>
6
Center for Economic Research <Tilburg>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Erasmus Research Institute of Management
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Board of Governors
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
The Wharton Financial Institutions Center
5
University of Strathclyde / Department of Economics
5
Universität Mannheim
5
Centre for International Research on Economic Tendency Surveys
4
Centre for Quantitative Economics & Computing
4
Deutsche Forschungsgemeinschaft
4
Econometrisch Instituut <Rotterdam>
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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International Monetary Fund
4
Internationaler Währungsfonds / Research Department
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Robert Schuman Centre for Advanced Studies
4
Rutgers University / Department of Economics
4
School of Economics and Finance <Brisbane>
4
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
4
Umeå Universitet / Institutionen för Nationalekonomi
4
University of Cambridge / Department of Applied Economics
4
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
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ECONIS (ZBW)
7
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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
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2
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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
Hedging with a misspecified model
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724264
Saved in:
6
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:
7
How to hedge unknown risk
Christensen, Claus Vorm
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001560026
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