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Optionsgeschäft
Valuation
979
valuation
865
options
414
Options
392
Theorie
247
Theory
234
Optionspreistheorie
225
Option pricing theory
219
Unternehmensbewertung
217
Firm valuation
184
Option trading
177
Volatility
144
Derivative
140
Derivat
139
Volatilität
133
Börsenkurs
123
Share price
121
Portfolio-Management
84
Portfolio selection
82
Risk
82
Hedging
75
Willingness to pay
75
Bewertung
73
Financial analysis
73
Finanzanalyse
73
Schätzung
70
Zahlungsbereitschaftsanalyse
70
CAPM
69
Estimation
69
Capital income
68
Kapitaleinkommen
68
Risiko
65
futures
56
Prognoseverfahren
55
Risk management
55
Forecasting model
54
Evaluation
52
United States
51
Unternehmenswert
50
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37
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Article
161
Book / Working Paper
18
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Article in journal
161
Aufsatz in Zeitschrift
161
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Arbeitspapier
13
Aufsatzsammlung
2
Hochschulschrift
2
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1
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1
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English
179
Author
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Borochin, Paul
5
Battauz, Anna
4
De Donno, Marzia
4
Sbuelz, Alessandro
4
Verousis, Thanos
4
Voukelatos, Nikolaos
4
Ap Gwilym, Owain
3
Fodor, Andy
3
Malamud, Semyon
3
Singh, Vipul Kumar
3
Todorov, Viktor
3
Badshah, Ihsan Ullah
2
Blau, Benjamin
2
Diavatopoulos, Dean
2
Funke, Michael
2
García-Machado, Juan J.
2
Guasoni, Paolo
2
Hu, May
2
Hull, Blair
2
Hull, John
2
Koerniadi, Hardjo
2
Loermann, Julius
2
Mateus, Cesario
2
Mayerhofer, Eberhard
2
Moessner, Richhild
2
Neururer, Thaddeus
2
Park, Jason
2
Rybczyński, Jarosław
2
Scholz, Sebastian
2
Taylor, Stephen
2
Wang, Yaw-Huei
2
Yang, Jie
2
Zhao, Yanhui
2
Zhou, Yi
2
Abad Díaz, David
1
Acharya, Raghavendra
1
Adams, Tom
1
Akinyemi, M. I.
1
Alexandridis, Antonios K.
1
Amaya, Diego
1
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The journal of derivatives : JOD
11
Journal of banking & finance
6
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
International journal of financial engineering
5
Review of derivatives research
5
The journal of futures markets
5
Finance research letters
4
International review of economics & finance : IREF
4
Quantitative finance
4
The European journal of finance
4
Cogent economics & finance
3
Economic modelling
3
Journal of econometrics
3
Journal of financial markets
3
Research paper series / Swiss Finance Institute
3
Review of financial economics : RFE
3
Review of quantitative finance and accounting
3
Swiss Finance Institute Research Paper
3
Annual review of financial economics
2
Energy economics
2
Global finance journal
2
Investigaciones europeas de Dirección y Economía de la Empresa : IEDEE
2
Journal of derivatives & hedge funds
2
Journal of economic dynamics & control
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of asset management
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
The journal of corporate finance : contracting, governance and organization
2
Theoretical economics letters
2
Working papers / Bank for International Settlements
2
American journal of agricultural economics
1
Annals of financial economics
1
Applied economics
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
Australasian accounting business and finance journal : AABF
1
Business analyst : a refereed journal of Shri Ram College of Commerce
1
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ECONIS (ZBW)
177
EconStor
2
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1
Using
options
to measure the full value-effect of an event : application to Obamacare
Borochin, Paul
;
Golec, Joseph
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 169-193
Persistent link: https://www.econbiz.de/10011590075
Saved in:
2
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
3
Derivatives and Default Risk
Scholz, Sebastian
-
2010
is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose.
Options
are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy,
options
are the preferred …
Persistent link: https://www.econbiz.de/10010427577
Saved in:
4
When did the
options
market in Enron lose its' smirk?
Mizrach, Bruce
-
2002
The Enron Corporation went from a $65 billion dollar market capitalization to bankruptcy in just 16 months. Using statistical techniques for extracting the implied probability distributions built into option prices, I examine the market's expectation of Enron's risk of collapse. I find that the...
Persistent link: https://www.econbiz.de/10010318377
Saved in:
5
Derivatives and default risk
Scholz, Sebastian
-
2010
is less likely to be bailed out, the effect on upstream profits is ambiguous while consumers loose.
Options
are less … welfare increasing than forwards, but the difference is minimal. In the presence of bankruptcy,
options
are the preferred …
Persistent link: https://www.econbiz.de/10003951795
Saved in:
6
Analysing bank-issued option pricing
Abad Díaz, David
;
Nieto Domenech, Belen
- In:
The European journal of finance
17
(
2011
)
1/2
,
pp. 49-65
Persistent link: https://www.econbiz.de/10009155464
Saved in:
7
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
8
The impact of weekly
options
on stock returns and volatility
Cai, Francis
;
Xu, LianZan
;
Chen, Haiyang
;
Zhang, Ge
- In:
The international journal of finance
26
(
2014
)
1
,
pp. 52-64
Persistent link: https://www.econbiz.de/10010513612
Saved in:
9
Do Aussie markets smile? : implied volatility functions and determinants
Tanha, Hassan
;
Dempsey, Michael
- In:
Applied economics
47
(
2015
)
28/30
,
pp. 3143-3163
Persistent link: https://www.econbiz.de/10011289355
Saved in:
10
Psychology, stock/FX trading and option prices
Beilis, Alan
;
Dash, Jan W.
;
Volkman Wise, Jacqueline
- In:
The journal of behavioral finance : a publication of …
15
(
2014
)
3
,
pp. 251-268
Persistent link: https://www.econbiz.de/10011303205
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