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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Optionspreistheorie"
~subject:"Time series analysis"
~subject:"Yield curve"
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Optionspreistheorie
Time series analysis
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Schätztheorie
5
CAPM
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Statistical distribution
3
Statistische Verteilung
3
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Book / Working Paper
28
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Arbeitspapier
27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Language
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English
28
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Strunk Hansen, Charlotte
2
Busch, Thomas
1
Christensen, Bent Jesper
1
Christensen, Claus Vorm
1
Daniels, Kenneth N.
1
Grasselli, M.R.
1
Hurd, T.R.
1
Jakubenas, Paulius
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Nicolato, Elisa
1
Peskir, Goran
1
Poulsen, R.
1
Prabhala, Nagpurnanand R.
1
Raahauge, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Stentoft, Lars
1
Søndergaard Rasmussen, Nicki
1
Sørensen, Michael
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Venardos, Emmanouil
1
Širjaev, Alʹbert N.
1
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Institution
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
164
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Ekonomiska forskningsinstitutet <Stockholm>
55
European University Institute / Department of Economics
31
Umeå universitet
11
University of Exeter / Department of Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
9
Svenska Handelshögskolan <Helsinki>
9
Econometrisch Instituut <Rotterdam>
8
Weierstraß-Institut für Angewandte Analysis und Stochastik
8
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Center for Economic Research <Tilburg>
7
Birkbeck College / Department of Economics
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Springer Fachmedien Wiesbaden
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Verlag Dr. Kovač
6
Australian National University / Faculty of Economics and Commerce
5
Bonn Graduate School of Economics
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Federal Reserve Bank of San Francisco
5
Johannes Gutenberg-Universität Mainz
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Eric Cuvillier <Firma>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Federal Reserve Bank of New York
4
Federal Reserve System / Division of Research and Statistics
4
Institut für Höhere Studien
4
Institut für Weltwirtschaft
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Rodney L. White Center for Financial Research
4
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
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Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
28
Source
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ECONIS (ZBW)
28
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Higher-order finite element solutions of options prices
Raahauge, Peter
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002227622
Saved in:
2
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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
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:
5
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
6
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
7
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
8
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:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
Anyway, can we price European options with Lévy processes?
Jakubenas, Paulius
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702320
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