//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Start-ups Defined as Portfolio...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Option pricing theory
10
Optionspreistheorie
10
Theorie
8
Theory
8
Volatilität
3
Deutschland
2
Germany
2
Time
2
Zeit
2
1995-1999
1
Aktienindex
1
Aktienoption
1
Bewertung
1
Black-Scholes model
1
Black-Scholes-Modell
1
CAPM
1
Calendar effect
1
Capital income
1
Dividend
1
Dividende
1
Evaluation
1
Greeks
1
Griechen
1
Hedging
1
Index futures
1
Index-Futures
1
Kalendereffekt
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Option trading
1
Optionsgeschäft
1
Risikomanagement
1
Risk management
1
Sequential test
1
Sequentialtest
1
Stock index
1
Stock option
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Sundkvist, Kim
2
Söderman, Ronnie
2
Vikström, Mikael
1
Institution
All
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
31
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
International Monetary Fund
3
Centre of Financial Studies
2
Econometrisch Instituut <Rotterdam>
2
Massachusetts Institute of Technology / Department of Economics
2
Banque de France
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Research into Industry, Enterprise, Finance and the Firm (CRIEFF), University of St. Andrews
1
Centro Studi Luca d'Agliano <Turin>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Department of Economics, Faculty of Economic and Management Sciences
1
Duale Hochschule Baden-Württemberg Stuttgart
1
Economics Department, European Investment Bank (EIB)
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
Hochschule für Bankwirtschaft
1
Hongkong / Monetary Authority
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Research Department
1
Karlsruher Institut für Technologie
1
Leibniz-Institut für Ost- und Südosteuropaforschung
1
Melbourne Business School
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Türkiye Cumhuriyet Merkez Bankası
1
Universität Ulm
1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Wharton School
1
Wharton School / Finance Department
1
more ...
less ...
Published in...
All
Meddelanden från Svenska Handelshögskolan
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
2
Intraday and weekend volatility patterns : implications for
option
pricing
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557353
Saved in:
3
Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->