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>"
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
Modelling callable annuity bon...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
10
Optionspreistheorie
10
Theorie
8
Theory
8
Volatility
4
Volatilität
4
Deutschland
2
Germany
2
Option trading
2
Optionsgeschäft
2
Time
2
Zeit
2
1988-1999
1
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
Finland
1
Finnland
1
Forecasting model
1
Greeks
1
Griechen
1
Hedging
1
Index
1
Index futures
1
Index number
1
Index-Futures
1
Kalendereffekt
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Prognoseverfahren
1
more ...
less ...
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
Sundkvist, Kim
5
Vikström, Mikael
4
Söderman, Ronnie
3
Djupsjöbacka, Daniel
1
Jern, Benny
1
Maukonen, Marko S.
1
Institution
All
Svenska Handelshögskolan <Helsinki>
National Bureau of Economic Research
616
International Monetary Fund (IMF)
592
International Monetary Fund
208
OECD
146
World Bank
54
Centre for Analytical Finance <Århus>
30
Deutsche Rentenversicherung Bund
25
Pensions Institute
24
Deutsches Institut für Altersvorsorge
23
Weltbank
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
20
Verband Deutscher Rentenversicherungsträger
19
Institut für Schweizerisches Bankwesen <Zürich>
18
Springer Fachmedien Wiesbaden
15
Center for Economic Research <Tilburg>
14
Organisation for Economic Co-operation and Development
14
Chambre de commerce et d'industrie de Paris
13
Ekonomiska forskningsinstitutet <Stockholm>
13
Frank J. Fabozzi Associates <New Hope, Pa.>
13
International Social Security Association
13
Wharton School / Pension Research Council
13
Forschungsnetzwerk Alterssicherung
11
Österreichisches Institut für Wirtschaftsforschung
11
Edward Elgar Publishing
10
USA / General Accounting Office
10
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
10
World Bank Group
10
Gesellschaft für Versicherungswissenschaft und -gestaltung
9
International Association for the Study of Insurance Economics
9
Mathematica Policy Research
9
Verlag Dr. Kovač
9
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
9
Asian Development Bank
8
Deutschland / Bundesregierung
8
Europäische Kommission
8
Institute for Fiscal Studies
8
Brookings Institution
7
Deutsches Institut für Altersvorsorge <Köln>
7
more ...
less ...
Published in...
All
Meddelanden från Svenska Handelshögskolan
11
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The day of the week effect and option pricing : a study of the German option market
Sundkvist, Kim
(
contributor
);
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557346
Saved in:
2
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
Saved in:
3
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
4
The pricing of american put options on stock with dividends
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557344
Saved in:
5
Hedging options with different time units in the pricing models
Vikström, Mikael
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557350
Saved in:
6
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:
7
Causes of observed feedback patterns between stocks and options
Jern, Benny
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001541152
Saved in:
8
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:
9
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
10
Modeling the implied volatility smile : the sticky-delta smile approximation
Sundkvist, Kim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001563887
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
