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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
62
Theory
58
Option pricing theory
39
Volatilität
23
Volatility
22
Zinsderivat
20
Interest rate derivative
18
Derivat
16
Zinsstruktur
16
Derivative
15
Yield curve
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Option trading
12
Optionsgeschäft
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Portfolio selection
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Portfolio-Management
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Hedging
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corporate bonds
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liquidity
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Anleihe
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Transaktionskosten
5
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5
Zins
5
Bond
4
Corporate bond
4
Credit derivative
4
Credit risk
4
Jarrow-Lando-Turnbull model
4
Kreditderivat
4
Kreditrisiko
4
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28
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English
41
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Vorst, Ton
25
Mercurio, Fabio
17
Li, Minqiang
6
Cheuk, Terry Hon Fu
5
Houweling, Patrick
5
Brigo, Damiano
4
Menkveld, Albert J.
4
Donders, Monique
2
Kouwenberg, Roy
2
Moraleda Novo, Juan Manuel
2
Beneder, Reimer
1
Bisesti, Lorenzo
1
Castagna, Antonio
1
Geman, Hélyette
1
Kemna, A. G. Z.
1
Madan, Dilip B.
1
Menkveld, Bert
1
Oldenkamp, Bart
1
Pelsser, Antoon André Jean
1
Pliska, Stanley R.
1
Resnick, Serge
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Report / Erasmus Center for Financial Research, Erasmus University
9
Discussion paper / Tinbergen Institute
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
2
Finance and stochastics
2
International journal of theoretical and applied finance
2
Tinbergen Institute Discussion Paper
2
Applied mathematical finance
1
ERIM report series research in management
1
European financial management : the journal of the European Financial Management Association
1
Journal of international money and finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Oberwolfach
1
Options : classic approaches to pricing and modelling
1
PhD research bulletin / Tinbergen Institute
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Springer Finance
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Springer finance
1
The Kyoto economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
39
EconStor
2
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Option pricing with hedging at fixed trading dates
Mercurio, Fabio
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Saved in:
2
Binomial models for some path-dependent options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903428
Saved in:
3
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000939517
Saved in:
4
A pricing model for American options with stochastic interest rates
Menkveld, Albert J.
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000985330
Saved in:
5
Options and earnings announcements : an empirical study of volatility, trading volume, open interest and liquidity
Donders, Monique
;
Kouwenberg, Roy
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988106
Saved in:
6
A pricing model for American options with stochastic interest rates
Menkveld, Albert J.
;
Vorst, Ton
-
1998
Persistent link: https://www.econbiz.de/10000988108
Saved in:
7
Optimal optioned portfolios with confidence limits on shortfall constraints
Pelsser, Antoon André Jean
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966912
Saved in:
8
Complex barrier options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966919
Saved in:
9
Pricing American interest rate claims with humped volatility models
Moraleda Novo, Juan Manuel
;
Vorst, Ton
-
1996
Persistent link: https://www.econbiz.de/10000966929
Saved in:
10
Average interest rate caps
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1997
Persistent link: https://www.econbiz.de/10000969007
Saved in:
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