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
~person:"Adrian, Tobias"
~person:"Fabozzi, Frank J."
~person:"Jarrow, Robert A."
~type_genre:"Aufsatz im Buch"
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
The fundamental theorem of ass...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
CAPM
9
Theorie
5
Theory
5
Portfolio selection
4
Portfolio-Management
4
Derivat
3
Derivative
3
Option pricing theory
3
Optionspreistheorie
3
Arbitrage
2
Asset-Backed Securities
2
Asset-backed securities
2
Hedging
2
Risiko
2
Risikomanagement
2
Risk
2
Risk management
2
USA
2
United States
2
Bewertung
1
Compound Poisson process
1
Estimation
1
Evaluation
1
Factor analysis
1
Faktorenanalyse
1
Financial analysis
1
Financial economics
1
Financial investment
1
Finanzanalyse
1
Interest rate risk
1
Jump-diffusion model
1
Kapitalanlage
1
Kapitalmarkttheorie
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option trading
1
Optionsgeschäft
1
Risikoprämie
1
Risk premium
1
Schätzung
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Aufsatz im Buch
Article in journal
83
Aufsatz in Zeitschrift
83
Working Paper
55
Graue Literatur
32
Non-commercial literature
32
Arbeitspapier
30
Book section
10
Lehrbuch
8
Textbook
8
Collection of articles of several authors
6
Sammelwerk
6
Conference Paper
1
Glossar enthalten
1
Glossary included
1
Handbook
1
Handbuch
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
10
Author
All
Adrian, Tobias
Fabozzi, Frank J.
Jarrow, Robert A.
Ferson, Wayne E.
5
Apreda, Rodolfo
4
Ballwieser, Wolfgang
4
Bellalah, Mondher
4
Callin, Sabrina
4
Frömmel, Michael
4
Harvey, Campbell R.
4
Lehmann, Bruce Neal
4
Panopulu, Aikaterinē
4
Songsak Sriboonchitta
4
Stulz, René M.
4
Stübinger, Johannes
4
Alves, Tiago W.
3
Bellalah, Makram
3
Ben Ammar, Semir
3
Brock, William A.
3
Bühler, Wolfgang
3
Eichengreen, Barry
3
Eling, Martin
3
Frankel, Jeffrey A.
3
Frydman, Roman
3
Ghosh, Dilip K.
3
Goldberg, Michael D.
3
Hansen, Lars Peter
3
He, Xue-zhong
3
Itō, Takatoshi
3
Jurczenko, Emmanuel
3
Kirch, Guilherme
3
Laurent, Jean-Paul
3
Lyons, Richard K.
3
Maillet, Bertrand
3
McKinnon, Ronald I.
3
Merton, Robert C.
3
Rime, Dagfinn
3
Shapovalova, Kateryna
3
Stoltz, Bo
3
Ziemba, William T.
3
Ami, Dominique C.
2
Ardıç, Oya Pınar
2
more ...
less ...
Published in...
All
Investment management and financial management
2
The handbook of fixed income securities
2
Financial engineering
1
Quantitative fund management
1
Risk management decisions and value under uncertainty
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The handbook of mortgage-backed securities
1
Valuation, financial modeling, and quantitative tools
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An introduction to financial asset pricing
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Financial engineering
,
(pp. 13-69)
.
2008
Persistent link: https://www.econbiz.de/10003567089
Saved in:
2
Statistical
arbitrage
in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
Saved in:
3
Stable distributions in the Black-Litterman approach to asset allocation
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Quantitative fund management
,
(pp. 359-375)
.
2009
Persistent link: https://www.econbiz.de/10003797016
Saved in:
4
CDO valuation : fact and fiction
Jarrow, Robert A.
;
Li, Li
;
Mesler, Mark
;
Deventer, …
- In:
The definitive guide to CDOs : market, application, …
,
(pp. 429-456)
.
2008
Persistent link: https://www.econbiz.de/10003918809
Saved in:
5
An option-theoretic approach to MBS valuation
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
The handbook of mortgage-backed securities
,
(pp. 799-821)
.
2006
Persistent link: https://www.econbiz.de/10003274038
Saved in:
6
Hedging interest-rate risk with term-structure factor models
Martellini, Lionel
;
Priaulet, Philippe
;
Fabozzi, Frank J.
- In:
The handbook of fixed income securities
,
(pp. 967-985)
.
2005
Persistent link: https://www.econbiz.de/10003055173
Saved in:
7
Pricing futures and portfolio applications
Fabozzi, Frank J.
;
Pitts, Mark
;
Collins, Bruce M.
- In:
The handbook of fixed income securities
,
(pp. 1187-1200)
.
2005
Persistent link: https://www.econbiz.de/10003055273
Saved in:
8
Asset pricing models
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003764398
Saved in:
9
Fundamental multifactor equity risk models
Fabozzi, Frank J.
;
Vardharaj, Raman
;
Jones, Frank Joseph
-
2008
Persistent link: https://www.econbiz.de/10003764728
Saved in:
10
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
