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~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Capital income"
~subject:"Mathematische Optimierung"
~subject:"Optionspreistheorie"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
~subject:"Risk"
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Capital income
Mathematische Optimierung
Optionspreistheorie
Portfolio-Management
Prognoseverfahren
Risk
Theorie
39
Theory
39
Option pricing theory
8
Volatility
6
Volatilität
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Finnland
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Index futures
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Skewness
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Sundkvist, Kim
3
Söderman, Ronnie
3
Ekholm, Anders
2
Pasternack, Daniel
2
Penttinen, Aku
2
Vikström, Mikael
2
Djupsjöbacka, Daniel
1
Eerola, Annele
1
Ekholm, Bo-Göran
1
Jern, Benny
1
Maukonen, Marko S.
1
Nummelin, Kim
1
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Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
1,009
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
33
OECD
31
Ekonomiska forskningsinstitutet <Stockholm>
27
European University Institute / Department of Law
27
Federal Reserve Bank of St. Louis
27
Erasmus Research Institute of Management
26
Center for Economic Research <Tilburg>
25
IGI Global
21
Institute of Finance and Accounting <London>
21
Springer Fachmedien Wiesbaden
20
Centre for Analytical Finance <Århus>
19
Chambre de commerce et d'industrie de Paris
19
Deutsche Forschungsgemeinschaft
19
Rodney L. White Center for Financial Research
19
Econometrisch Instituut <Rotterdam>
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
15
World Bank
15
European University Institute / Department of Economics
14
Federal Reserve System / Division of Research and Statistics
14
Frank J. Fabozzi Associates <New Hope, Pa.>
14
Birkbeck College / Department of Economics
13
Edward Elgar Publishing
13
Gottfried Wilhelm Leibniz Universität Hannover
13
The Wharton Financial Institutions Center
13
Institut für Ökonometrie und Operations Research, Rheinische Friedrich-Wilhelms-Universität Bonn
12
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
12
Verlag Dr. Kovač
12
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Innocenzo Gasparini Institute for Economic Research <Mailand>
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10
Christian-Albrechts-Universität zu Kiel
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Meddelanden från Svenska Handelshögskolan
14
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
2
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ECONIS (ZBW)
16
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Unrealized expectations of jumps in volatility : an explanation to the low and time-varying predictive power of implied volatility
Penttinen, Aku
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566472
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2
Managing meaning : the use of expert forecasts in forest industry companies
Eerola, Annele
-
1997
Persistent link: https://www.econbiz.de/10000975017
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3
On the predictive ability of several common models of volatility : an empirical test on the FOX index
Maukonen, Marko S.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536537
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4
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
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5
The pricing of american put options on stock with dividends
Vikström, Mikael
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contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
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6
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
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7
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
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8
Evaluating option pricing models : different ways of modeling time
Sundkvist, Kim
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563892
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9
Technology-related Peso problems in stock returns
Penttinen, Aku
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001536011
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10
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
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