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Testing option pricing models
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CAPM
Optionspreistheorie
14,728
Option pricing theory
14,270
Volatilität
3,854
Volatility
3,791
Theorie
3,530
Theory
3,397
Stochastischer Prozess
3,205
Stochastic process
3,155
Optionsgeschäft
2,856
Option trading
2,839
Derivat
2,365
Derivative
2,362
Hedging
1,240
Black-Scholes-Modell
1,097
Portfolio-Management
1,091
Portfolio selection
1,079
Black-Scholes model
1,044
Zinsstruktur
932
Yield curve
922
Schätzung
864
Estimation
849
USA
721
United States
707
Realoptionsansatz
638
Real options analysis
637
Risiko
619
Risk
616
Monte-Carlo-Simulation
610
Monte Carlo simulation
605
Kreditrisiko
577
Statistische Verteilung
568
Credit risk
567
Statistical distribution
559
Börsenkurs
553
Share price
539
Kapitaleinkommen
510
Capital income
509
Zinsderivat
457
Interest rate derivative
454
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Free
328
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227
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Article
510
Book / Working Paper
495
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14
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477
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477
Graue Literatur
124
Non-commercial literature
124
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115
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114
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52
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43
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40
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40
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28
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28
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17
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17
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17
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17
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15
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15
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14
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9
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9
Handbook
7
Handbuch
7
Konferenzschrift
7
Conference proceedings
5
Conference paper
4
Konferenzbeitrag
4
Accompanied by computer file
3
Einführung
3
Elektronischer Datenträger als Beilage
3
Festschrift
3
Systematic review
3
Übersichtsarbeit
3
Aufgabensammlung
2
Bibliografie
2
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2
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2
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2
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2
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1
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English
975
German
38
Italian
4
Spanish
1
Undetermined
1
Author
All
Hull, John
23
Lee, Cheng F.
14
Madan, Dilip B.
11
Fabozzi, Frank J.
9
Jacobs, Kris
9
Lo, Andrew W.
9
Macrina, Andrea
9
Elliott, Robert J.
8
Escobar, Marcos
8
Feunou, Bruno
8
Bayraktar, Erhan
6
Duffie, Darrell
6
Engle, Robert F.
6
Lee, John C.
6
Asea, Patrick K.
5
Barone-Adesi, Giovanni
5
Belomestny, Denis
5
Carr, Peter
5
Crosby, John
5
Jackwerth, Jens Carsten
5
Jarrow, Robert A.
5
Jeanblanc, Monique
5
Ncube, Mthuli
5
Račev, Svetlozar T.
5
Rosenberg, Joshua V.
5
Schlag, Christian
5
Singleton, Kenneth J.
5
Stentoft, Lars
5
Badescu, Alexandru
4
Barndorff-Nielsen, Ole E.
4
Bellalah, Mondher
4
Brody, Dorje C.
4
Christoffersen, Peter F.
4
Collin-Dufresne, Pierre
4
Du, Du
4
Filipović, Damir
4
Forbes, Catherine Scipione
4
Foresi, Silverio
4
Ho, Thomas S. Y.
4
Horst, Ulrich
4
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National Bureau of Economic Research
13
Deutsche Forschungsgemeinschaft
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
American Finance Association
1
Bank of Canada
1
Cambridge University Press
1
Center for Economic Research <Minneapolis, Minn.>
1
Centre for Analytical Finance <Århus>
1
Committee on Finance, United States Senate
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Board of Governors
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
Johannes Gutenberg-Universität Mainz
1
Nuffield College
1
Oxford Financial Research Centre
1
Pearson Studium
1
Salomon Brothers Center for the Study of Financial Institutions
1
Social Systems Research Institute
1
Svenska Handelshögskolan <Helsinki>
1
Trinity College Dublin / Department of Economics
1
Workshop on Mathematical Finance <2000, Konstanz>
1
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Published in...
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International journal of theoretical and applied finance
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Finance and stochastics
18
Journal of mathematical finance
16
Applied mathematical finance
14
Quantitative finance
14
Journal of economic dynamics & control
13
NBER working paper series
13
Journal of banking & finance
12
Journal of financial economics
11
The journal of finance : the journal of the American Finance Association
11
Annals of finance
10
International journal of financial engineering
10
Research paper series / Swiss Finance Institute
10
The European journal of finance
10
Finance research letters
9
Review of derivatives research
9
Working paper / National Bureau of Economic Research, Inc.
9
Risks : open access journal
8
Asia-Pacific financial markets
7
Mathematics and financial economics
7
NBER Working Paper
7
Review of quantitative finance and accounting
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
European journal of operational research : EJOR
6
Journal of risk and financial management : JRFM
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Staff working paper / Bank of Canada
6
The journal of futures markets
6
Discussion paper / B
5
Economics letters
5
Europäische Hochschulschriften / 5
5
Insurance / Mathematics & economics
5
SFB 649 discussion paper
5
wi - Wirtschaft
5
Always learning
4
Applied economics
4
Chapman & Hall/CRC financial mathematics series
4
Computational economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
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Source
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ECONIS (ZBW)
1,014
OLC EcoSci
4
EconStor
1
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1
Applied mathematical finance
Abingdon : Routledge, Taylor & Francis Group
;
-1997: …
;
…
-
1.1994 -
Persistent link: https://www.econbiz.de/10000547907
Saved in:
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
Malden, Mass. [u.a] : Wiley-Blackwell
;
1991-2007: …
-
1.1991 -
Persistent link: https://www.econbiz.de/10000497062
Saved in:
3
Advances in futures and options research : a research annual
Stamford, Conn. : JAI Press
;
1987-1998: Greenwich, …
-
2.1987 - 3.1988; 4.1990 -
Persistent link: https://www.econbiz.de/10000501985
Saved in:
4
Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1994
Persistent link: https://www.econbiz.de/10000147446
Saved in:
5
An evaluation of UK investment trusts as contingent claims : a theoretical investigation
Emerson, Rebecca
-
1994
Persistent link: https://www.econbiz.de/10000147733
Saved in:
6
Portfolio insurance and volatility : on the robustness of the Black-Scholes option pricing model
Frey, Rüdiger
;
Stremme, Alexander
-
1993
Persistent link: https://www.econbiz.de/10000412479
Saved in:
7
Hedging of non-redundant contingent claims
Föllmer, Hans
;
Sondermann, Dieter
-
1985
Persistent link: https://www.econbiz.de/10000419745
Saved in:
8
Bewertung von Optionen auf Zinskontrakte
Madjlessi, Foruhar
-
1992
Persistent link: https://www.econbiz.de/10000347029
Saved in:
9
Options, futures, and other derivative securities
Hull, John
-
1989
Persistent link: https://www.econbiz.de/10000083643
Saved in:
10
Introduzione alle valutazione delle attività rischiose
Alesii, Giuseppe
-
1997
Persistent link: https://www.econbiz.de/10000168013
Saved in:
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