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~subject:"Option pricing theory"
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Option pricing theory
Theorie
189
Theory
189
Portfolio selection
87
Portfolio-Management
87
Volatilität
79
Risikomanagement
56
CAPM
49
Portfoliomanagement
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risk management
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portfolio management
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Allgemeines Gleichgewicht
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Optionspreistheorie
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Schweiz
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Unvollkommener Markt
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Share price
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Transaktionskosten
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Welt
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26
Anlageverhalten
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Capital-Asset-Pricing-Modell
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International financial market
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Internationaler Finanzmarkt
24
Wechselkurs
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Bewertung
23
Incomplete market
23
Risikoprämie
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Behavioural finance
22
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9
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English
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Dumas, Bernard
22
Näslund, Bertil
12
Jennergren, Lars Peter
10
Fleming, Jeff
6
Whaley, Robert E.
6
Jennergren, L. Peter
4
Uppal, Raman
3
DeMiguel, Victor
2
Naslund, Bertil
2
Plyakha, Yuliya
2
Vilkov, Grigory
2
Buraschi, Andrea
1
Luciano, Elisa
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Moyen, Nathalie
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Slade, Margaret Emily
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Chambre de commerce et d'industrie de Paris
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3
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Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European economic review : EER
1
Journal of financial and quantitative analysis : JFQA
1
Journal of international money and finance
1
New research in financial markets
1
Resources policy
1
Review of futures markets
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
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2
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
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3
Valuing risk and flexibility : a comparison of methods
Moyen, Nathalie
- In:
Resources policy
22
(
1996
)
1
,
pp. 63-74
Persistent link: https://www.econbiz.de/10001218464
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4
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000882093
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5
Currency option pricing in credible target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000883767
Saved in:
6
Siegel's paradox and the pricing of currency options
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000855255
Saved in:
7
Realignment risk and currency option pricing in target zones
Dumas, Bernard
-
1993
Persistent link: https://www.econbiz.de/10000874291
Saved in:
8
Realignment risk and currency option pricing in target zones
Dumas, Bernard
;
Jennergren, Lars Peter
;
Näslund, Bertil
-
1993
Persistent link: https://www.econbiz.de/10000881672
Saved in:
9
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000584825
Saved in:
10
The forward valuation of compound options
Buraschi, Andrea
;
Dumas, Bernard
- In:
The journal of derivatives : the official publication …
9
(
2001
)
1
,
pp. 8-17
Persistent link: https://www.econbiz.de/10001618892
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