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Modelling financial derivative...
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Derivat
63
Derivative
63
Option pricing theory
44
Optionspreistheorie
44
Stochastic process
21
Stochastischer Prozess
21
Volatility
20
Volatilität
20
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17
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15
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15
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13
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12
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12
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10
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8
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Finanzmathematik
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Interest rate derivative
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Mathematical finance
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Zinsderivat
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Black-Scholes model
5
Black-Scholes-Modell
5
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5
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4
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Benth, Fred Espen
2
Bossu, Sébastien
2
Brigo, Damiano
2
Bunn, Derek W.
2
Carr, Peter
2
Christensen, Troels Sønderby
2
Delage, Erick
2
Eberlein, Ernst
2
Funahashi, Hideharu
2
Jacquier, Antoine
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Papanicolaou, Andrew
2
Sit, Tony
2
Tang, Ke
2
Wong, Hoi Ying
2
Alexander, Carol
1
Anagnostou, I.
1
Asensio, Ivan Oscar
1
Azzone, Michele
1
Ballotta, Laura
1
Bao, Li
1
Baviera, Roberto
1
Bee, Marco
1
Bellani, Claudio
1
Bo, Lijun
1
Bollinger, Thomas R.
1
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1
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1
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1
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1
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1
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1
Carbonneau, Alexandre
1
Chen, Dianfa
1
Chen, Junyao
1
Cheung, William Ming Yan
1
Choi, Kyoung Jin
1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
SpringerLink / Bücher
1,014
The journal of futures markets
396
Europäische Hochschulschriften / 5
299
Gabler Edition Wissenschaft
279
Springer eBook Collection / Business and Economics
214
Lecture notes in economics and mathematical systems : LNEMS
188
International journal of theoretical and applied finance
183
Journal of banking & finance
178
Springer-Lehrbuch
162
Insurance / Mathematics & economics
149
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Annals of operations research
134
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
126
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126
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122
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
115
International series in operations research & management science
103
European journal of operational research : EJOR
98
Bank- und finanzwirtschaftliche Forschungen
88
NBER working paper series
86
Schriftenreihe Finanzmanagement
85
The journal of finance : the journal of the American Finance Association
85
Working paper / National Bureau of Economic Research, Inc.
85
Applied mathematical finance
84
Journal of financial economics
78
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77
International review of financial analysis
76
Wiley finance
72
Finance research letters
70
The journal of derivatives : the official publication of the International Association of Financial Engineers
69
NBER Working Paper
68
Review of derivatives research
68
The European journal of finance
66
Finance and stochastics
62
International review of economics & finance : IREF
61
Applied financial economics
60
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60
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ECONIS (ZBW)
68
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1
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
2
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco
;
Hambuckers, J.
;
Trapin, L.
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
Saved in:
3
Variable annuities in a Lévy-based hybrid model with surrender risk
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 867-886
Persistent link: https://www.econbiz.de/10012262632
Saved in:
4
Relative Robust Portfolio Optimization with benchmark regret
Simões, Gonçalo
;
McDonald, Mark
;
Williams, Stacy
; …
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 1991-2003
Persistent link: https://www.econbiz.de/10012262941
Saved in:
5
Estimating a regime switching pairs trading model
Elliott, Robert J.
;
Bradrania, Reza
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
Saved in:
6
Mechanics of good trade execution in the framework of linear temporary market impact
Bellani, Claudio
;
Brigo, Damiano
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 143-163
Persistent link: https://www.econbiz.de/10012424640
Saved in:
7
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
Saved in:
8
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
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9
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
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10
Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
Bo, Lijun
;
Liu, Yanchu
;
Zhang, Tingting
- In:
Quantitative finance
21
(
2021
)
7
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10012588035
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