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Optionspreistheorie
46
Option pricing theory
45
Theorie
23
Theory
23
Derivat
16
Derivative
16
Portfolio selection
11
Portfolio-Management
11
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English
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Deutsch, Hans-Peter
3
Thomsett, Michael C.
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2
Alexandridis K., Antonis
1
Barcelona, Ricardo G.
1
Belomestny, Denis
1
Ben-Ameur, Hatem
1
Berger, Verena Anna
1
Bossert, Thomas
1
Bouziane, Markus
1
Breton, Michèle
1
Brosch, Rainer
1
Brostowicz, Richard J.
1
Carreira, Marcos C. S.
1
Chen, Jian
1
Chesney, Marc
1
Chiarella, Carl
1
Chorro, Christophe
1
Ekstrand, Christian
1
Fandel, G.
1
Genser, Michael
1
Gregoriou, Greg N.
1
Guégan, Dominique
1
Hafner, Wolfgang
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He, Xue-zhong
1
Heidorn, Thomas
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Hellermann, Rolf
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Herwig, Tobias
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Hirth, Stefan
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Hoppe, Christian
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Ielpo, Florian
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Krakow, Jonathan
1
Krishnamurti, Chandrasekhar
1
Lee, Alice C.
1
Lee, Cheng F.
1
Lee, John
1
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International journal of theoretical and applied finance
495
The journal of futures markets
371
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
247
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Quantitative finance
204
Review of derivatives research
185
Journal of economic dynamics & control
141
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
135
Finance research letters
133
International journal of financial engineering
116
Computational economics
109
Journal of mathematical finance
108
Risks : open access journal
100
Journal of financial economics
99
Research paper series / Swiss Finance Institute
92
The European journal of finance
88
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of financial and quantitative analysis : JFQA
83
Asia-Pacific financial markets
81
The review of financial studies
77
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
76
The journal of finance : the journal of the American Finance Association
75
Journal of econometrics
71
Review of quantitative finance and accounting
65
Energy economics
62
International review of economics & finance : IREF
61
International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
Journal of risk and financial management : JRFM
55
Management science : journal of the Institute for Operations Research and the Management Sciences
54
SFB 649 discussion paper
54
Applied financial economics
51
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ECONIS (ZBW)
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1
The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk
Thomsett, Michael C.
-
2017
This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify...
Persistent link: https://www.econbiz.de/10012397291
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2
A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Chorro, Christophe
-
2015
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices....
Persistent link: https://www.econbiz.de/10012401993
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3
Handbook of Quantitative Finance and Risk Management
Lee, Cheng F.
-
2010
Overview of Quantitative Finance and Risk Management Research -- Portfolio Theory and Investment Analysis -- Options and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications
Persistent link: https://www.econbiz.de/10013522707
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4
Real Options Valuation : The Importance of Stochastic Process Choice in Commodity Price Modelling
Schöne, Max
-
2015
Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump Diffusion, and Lévy Processes -- Real Options Valuation Using Monte Carlo Simulation and the Longstaff-Schwartz Method.
Persistent link: https://www.econbiz.de/10012819114
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5
General Equilibrium Option Pricing Method: Theoretical and Empirical Study
Chen, Jian
-
2018
Chapter1.Introduction -- Chapter2.General Equilibrium Option Pricing Models -- Chapter3.Simulation Comparison -- Chapter4.Empirical Comparison -- Chapter5.Fanning Preference and Option Pricing -- Chapter6.Jump Size Distribution and Option Pricing -- Chapter7.Risk Aversion Estimated From Variance...
Persistent link: https://www.econbiz.de/10013256172
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6
Pricing and Liquidity of Complex and Structured Derivatives : Deviation of a Risk Benchmark Based on Credit and Option Market Data
Schmidt, Mathias
-
2016
This book introduces the “strike of default” (SOD) benchmark concept. The author determines the SOD through cross-sectional pricing between the credit market and the option market, considering the same underlying. The idea of the SOD is to combine the implied probability of default from both...
Persistent link: https://www.econbiz.de/10012397112
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7
Numerical Partial Differential Equations in Finance Explained : An Introduction to Computational Finance
in 't Hout, Karel
-
2017
This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). It provides readers with an easily accessible text explaining main concepts, models, methods and results that arise in this approach. In...
Persistent link: https://www.econbiz.de/10012397444
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8
Analytical Finance: Volume I : The Mathematics of Equity Derivatives, Markets, Risk and Valuation
Röman, Jan R. M.
-
2017
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a...
Persistent link: https://www.econbiz.de/10012397488
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9
Impact of Government Bonds Spreads on Credit Derivatives : Analysis of Increasing Spreads Developments within the European Area
Berger, Verena Anna
-
2018
Verena Anna Berger investigates the question to what extent credit default swap spreads are impacted by an increase of government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull-White model to demonstrate the theoretical calculation....
Persistent link: https://www.econbiz.de/10012397669
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10
Brazilian Derivatives and Securities : Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets
Carreira, Marcos C. S.
-
2016
The Brazilian financial markets operate in a very different way to their G7 counterparts. Key differences include onshore and offshore markets, exponential rates, business days day-counts and price formation from the futures markets (instead of the cash markets). Quants, traders, structurers and...
Persistent link: https://www.econbiz.de/10012398022
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