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Optionsgeschäft
Theorie
53
Theory
53
Optionspreistheorie
51
Option pricing theory
49
Volatilität
45
Volatility
43
Zinsstruktur
36
Yield curve
33
Capital income
29
Kapitaleinkommen
29
Portfolio selection
26
Portfolio-Management
26
Risiko
25
Risk
25
Stochastic process
25
Stochastischer Prozess
25
Estimation
22
Schätzung
22
USA
21
United States
21
Risikoprämie
20
Risk premium
20
Option trading
19
Börsenkurs
17
Share price
17
CAPM
16
Forecasting model
16
Prognoseverfahren
16
Welt
15
World
15
Climate change
13
Hedging
13
Klimawandel
13
Kreditrisiko
13
Risikomanagement
13
option pricing
12
Credit risk
10
Risk management
10
Swap
9
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6
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Article
11
Book / Working Paper
8
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Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
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English
19
Author
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Wu, Liuren
14
Carr, Peter
6
Leippold, Markus
5
Holowczak, Richard
4
Hu, Jianfeng
3
Tian, Meng
2
Vasiljević, Nikola
2
Bardgett, Chris
1
Foresi, Silverio
1
Gourier, Elise
1
Simaan, Yusif E.
1
Su, Lujing
1
Vasiljevic, Nikola
1
Zhu, Jingyi
1
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Research paper series / Swiss Finance Institute
3
Swiss Finance Institute Research Paper
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The review of financial studies
2
Journal of banking & finance
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
NYU Tandon Research Paper
1
Review of derivatives research
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ECONIS (ZBW)
19
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1
A tale of two indices
Carr, Peter
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2006
)
3
,
pp. 13-29
Persistent link: https://www.econbiz.de/10003321077
Saved in:
2
Price discovery in the US stock and stock options markets : a portfolio approach
Holowczak, Richard
;
Simaan, Yusif E.
;
Wu, Liuren
- In:
Review of derivatives research
9
(
2006
)
1
,
pp. 37-65
Persistent link: https://www.econbiz.de/10003441188
Saved in:
3
Crash-o-phobia : a domestic fear or a worldwide concern?
Foresi, Silverio
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
13
(
2005
)
2
,
pp. 8-21
Persistent link: https://www.econbiz.de/10003299538
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
Aggregating information in option transactions
Holowczak, Richard
;
Hu, Jianfeng
;
Wu, Liuren
- In:
The journal of derivatives : the official publication …
21
(
2014
)
3
,
pp. 9-23
Persistent link: https://www.econbiz.de/10010387689
Saved in:
6
A simple robust link between American puts and credit protection
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
24
(
2011
)
2
,
pp. 473-505
Persistent link: https://www.econbiz.de/10008934157
Saved in:
7
Variance risk premiums
Carr, Peter
;
Wu, Liuren
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1311-1341
Persistent link: https://www.econbiz.de/10003827753
Saved in:
8
Analyzing volatility risk and risk premium in option contracts : a new theory
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011590060
Saved in:
9
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
Saved in:
10
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
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