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Option trading
Theorie
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Theory
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Portfolio selection
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Portfolio-Management
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Optionspreistheorie
20
Option pricing theory
19
Stochastic process
14
Stochastischer Prozess
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Credit risk
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Kreditrisiko
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Derivat
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Derivative
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Volatility
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Volatilität
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Markov chain
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Markov-Kette
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Risikomanagement
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Correlation
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Korrelation
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Optionsgeschäft
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Risk measure
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Asset-Backed Securities
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Asset-backed securities
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CAPM
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Mathematische Optimierung
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Behavioural finance
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Capital income
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Erwartungsnutzen
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Estimation
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Escobar, Marcos
6
Zagst, Rudi
6
Götz, Barbara
2
Panz, Sven
2
Brunner, Bernhard
1
Friedrich, Tim
1
Hafner, Reinhold
1
Krause, Daniel
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Mahlstedt, Mirco
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The journal of computational finance
2
Applied mathematical finance
1
International journal of theoretical and applied finance
1
Journal / The Capco Institute : journal of financial transformation
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
Arbitrage-free estimation of the risk-neutral density from the implied volatility smile
Brunner, Bernhard
;
Hafner, Reinhold
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 75-106
Persistent link: https://www.econbiz.de/10001805446
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2
A general structural approach for credit modeling under stochastic volatility
Escobar, Marcos
;
Friedrich, Tim
;
Seco, Luis
;
Zagst, Rudi
- In:
Journal / The Capco Institute : journal of financial …
32
(
2011
),
pp. 123-132
Persistent link: https://www.econbiz.de/10009629244
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3
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:
4
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:
5
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:
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 multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
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