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~subject:"Option pricing theory"
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Option pricing theory
Theorie
39
Theory
39
Volatility
33
Volatilität
33
Hedging
32
Optionspreistheorie
26
Risikomanagement
23
Portfolio selection
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Option trading
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Börsenkurs
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Risk
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English
26
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Alexander, Carol
26
Kaeck, Andreas
8
Imeraj, Arben
4
Venkatramanan, Aanand
4
Chen, Xi
3
Chen, Ding
2
Nogueira, Leonardo M.
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Lazar, Emese
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
4
Journal of banking & finance
2
The Wiley Finance Ser
2
The journal of futures markets
2
Applied mathematical finance
1
Econometric reviews
1
Henley University ICMA Centre Discussion Paper in Finance
1
ICMA Centre Discussion Papers in Finance DP2009-05
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Quantitative finance
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The Wiley Finance Series
1
The handbook of commodity investing
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University of Reading Henley Business School ICMA Centre Discussion Paper in Finance
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ECONIS (ZBW)
26
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Quantitative methods in finance
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003690818
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2
Practical financial econometrics
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003710762
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3
Market risk analysis
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003659391
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4
Normal mixture diffusion with uncertain volatility : modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10002410726
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5
Commodity options
Alexander, Carol
;
Venkatramanan, Aanand
- In:
The handbook of commodity investing
,
(pp. 570-595)
.
2008
Persistent link: https://www.econbiz.de/10003795214
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6
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
7
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
8
Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol
;
Kaeck, Andreas
-
2010
Persistent link: https://www.econbiz.de/10009375867
Saved in:
9
Risk-adjusted valuation of the real option to invest
Alexander, Carol
;
Chen, Xi
;
Ward, Charles W. R.
-
2014
Persistent link: https://www.econbiz.de/10010528435
Saved in:
10
A general approach to real option valuation with applications to real estate investments
Alexander, Carol
;
Chen, Xi
-
2012
Persistent link: https://www.econbiz.de/10009722151
Saved in:
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