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Option pricing theory
Theorie
246
Theory
244
Portfolio selection
226
Portfolio-Management
226
USA
146
United States
126
Anleihe
75
Bond
74
Optionspreistheorie
67
Derivat
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Derivative
66
CAPM
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Festverzinsliches Wertpapier
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Volatilität
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Kapitalanlage
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Portfoliomanagement
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Statistische Verteilung
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Volatility
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Statistical distribution
42
Aufsatzsammlung
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Kreditrisiko
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Stochastic process
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Stochastischer Prozess
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Credit risk
36
Financial market
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Finanzmarkt
34
Schätzung
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32
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English
67
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Fabozzi, Frank J.
67
Račev, Svetlozar T.
24
Kim, Young Shin
21
Bianchi, Michele Leonardo
11
Stoyanov, Stoyan V.
8
Shirvani, Abootaleb
7
Buetow, Gerald W.
4
Hu, Yuan
4
Kalotay, Andrew J.
4
Rachev, Svetlozar
4
Russo, Vincenzo
4
Dorigan, Michael
3
Lindquist, W. Brent
3
Mann, Steven V.
3
Park, Jiho
3
Tunaru, Radu
3
Choudhry, Moorad
2
Fallahgoul, Hasan
2
Giacometti, Rosella
2
Lin, Zuodong
2
Menn, Christian
2
Mitov, Georgi K.
2
Paletta, Tommaso
2
Yang, Deane
2
Akyildirim, Erdinc
1
Choi, Jaehyung
1
Collins, Bruce M.
1
Das, Sanjiv R.
1
Fallahgoul, Hasan A.
1
Focardi, Sergio
1
Focardi, Sergio M.
1
Goncu, Ahmet
1
Hanke, Bernd
1
Jansen, Jeroen
1
Kalotay, Andrew
1
Kim, Hyangju
1
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1
Kunčev, Ognjan I.
1
Leccadito, Arturo
1
Leonardo Bianchi, Michele
1
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International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
The journal of fixed income
4
Computational economics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Italy Temi di Discussione (Working Paper)
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
The handbook of fixed income securities
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Economics letters
1
Finance research letters
1
Financial markets and instruments
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The handbook of mortgage-backed securities
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
1
Wiley finance
1
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ECONIS (ZBW)
67
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1
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
2
Investigating the performance of non-gaussian stochastic intensity models in the calibration of credit default swap spreads
Bianchi, Michele Leonardo
;
Fabozzi, Frank J.
- In:
Computational economics
46
(
2015
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011478467
Saved in:
3
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
4
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
5
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
6
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
7
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
Saved in:
8
Pricing derivatives in hermite markets
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Mittnik, Stefan
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012153100
Saved in:
9
Market implied volatilities for defaultable bonds
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
-
2019
Persistent link: https://www.econbiz.de/10012008749
Saved in:
10
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
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