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Option pricing theory
Portfolio-Management
69
Portfolio selection
68
Theorie
61
Theory
61
Optionspreistheorie
16
Derivat
15
Derivative
15
Credit risk
14
Kreditrisiko
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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Risikomanagement
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Capital income
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Kapitaleinkommen
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Risk management
9
Correlation
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Behavioural finance
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CAPM
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Kapitalanlage
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Risikomaß
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Risk measure
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Asset-Backed Securities
6
Asset-backed securities
6
Financial investment
6
Hedging
6
Mathematical programming
6
Mathematische Optimierung
6
Option trading
6
Optionsgeschäft
6
Performance measurement
6
Performance-Messung
6
Erwartungsnutzen
5
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5
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English
16
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Zagst, Rudi
16
Escobar, Marcos
10
Götz, Barbara
5
Brunner, Bernhard
2
Krayzler, Mikhail
2
Neykova, Daniela
2
Panz, Sven
2
Rauch, Johannes
2
Antes, S.
1
Borchert, Lea
1
Goetz, Barbara
1
Ilg, M.
1
Krause, Daniel
1
Kschonnek, M.
1
Mahlstedt, Mirco
1
Schmid, Beat
1
Schmid, Bernd
1
Seco, Luis
1
Swishchuk, Anatoliy V.
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Applied mathematical finance
4
The journal of computational finance
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Quantitative finance
1
Review of derivatives research
1
Springer finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
16
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1
Interest-rate management
Zagst, Rudi
-
2002
Persistent link: https://www.econbiz.de/10001532032
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2
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
3
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
4
Vulnerable exotic derivatives
Escobar, Marcos
;
Mahlstedt, Mirco
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of derivatives : the official publication …
24
(
2017
)
3
,
pp. 84-102
Persistent link: https://www.econbiz.de/10011687344
Saved in:
5
Two asset-barrier option under stochastic volatility
Goetz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 520-546
Persistent link: https://www.econbiz.de/10011815295
Saved in:
6
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
Saved in:
7
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
8
Pricing of spread options on stochastically correlated underlyings
Escobar, Marcos
;
Götz, Barbara
;
Seco, Luis
;
Zagst, Rudi
- In:
The journal of computational finance
12
(
2009
)
3
,
pp. 31-61
Persistent link: https://www.econbiz.de/10009534616
Saved in:
9
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
10
Pricing certificates under issuer risk
Götz, Barbara
;
Zagst, Rudi
;
Escobar, Marcos
- In:
Alternative investments and strategies : credit, …
,
(pp. 123-146)
.
2010
Persistent link: https://www.econbiz.de/10008655205
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