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~subject:"Optionspreistheorie"
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Pricing of options on commodit...
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Optionspreistheorie
Theorie
100
Theory
100
Option pricing theory
33
USA
33
United States
31
Yield curve
29
Zinsstruktur
29
Volatility
26
Volatilität
24
Real options analysis
23
Realoptionsansatz
23
CAPM
22
Commodity derivative
18
Rohstoffderivat
18
Portfolio selection
17
Portfolio-Management
17
Climate change
14
Klimawandel
14
Swap
14
Greenhouse gas emissions
13
Investitionsentscheidung
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Treibhausgas-Emissionen
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Investment decision
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Stochastic process
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Stochastischer Prozess
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Commodity exchange
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Derivat
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Derivative
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Firm valuation
11
Firm value
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Interest rate derivative
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Unternehmenswert
11
Warenbörse
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11
Commodity price
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10
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4
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English
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Schwartz, Eduardo S.
29
Miltersen, Kristian R.
6
Longstaff, Francis A.
5
Trolle, Anders B.
5
Cortazar, Gonzalo
4
Santa-Clara, Pedro
2
Brennan, Michael J.
1
Casassus, Jaime
1
Christensen, Peter Ove
1
Giammarino, Ronald P. M.
1
Kraft, Holger
1
Lando, David
1
Löwener, Andrés
1
Miltersen, Kristian
1
Moon, Mark A.
1
Morck, Randall
1
Nielsen, Lars
1
Roll, Richard
1
Sandmann, Klaus
1
Sondermann, Dieter
1
Stangeland, David Alan
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Subrahmanyam, Avanidhar
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Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
National Bureau of Economic Research
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Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn>
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The journal of finance : the journal of the American Finance Association
3
Journal of energy finance & development
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Publications from Department of Management
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Review of derivatives research
2
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2
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1
European financial management : the journal of the European Financial Management Association
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1
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1
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1
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1
Latin American journal of economics : LAJE
1
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1
NBER working paper series
1
Project flexibility, agency, and competition : new developments in the theory and application of real options
1
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1
Real R & D options
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
1
Skrifter fra Institut for Virksomhedsledelse, Odense Universitet
1
The Canadian journal of economics
1
The journal of computational finance
1
The journal of fixed income
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Universität Bonn - Sonderforschungsbereich 303 - Publikationen
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ECONIS (ZBW)
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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
;
Schwartz, Eduardo S.
-
1997
Persistent link: https://www.econbiz.de/10000972817
Saved in:
2
Pricing of interest rate contingent claims : implementing a simulation approach
Miltersen, Kristian R.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 7-62
Persistent link: https://www.econbiz.de/10001632703
Saved in:
3
Valuation of natural resource investments with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.
-
1997
Persistent link: https://www.econbiz.de/10000973571
Saved in:
4
Valuation of natural resource investments with stochastic convenience yields and interest rates
Miltersen, Kristian R.
- In:
Project flexibility, agency, and competition : new …
,
(pp. 183-204)
.
2000
Persistent link: https://www.econbiz.de/10001680723
Saved in:
5
The pricing of contingent claims written on bonds by simulation of bond price processes : version 2.0
Miltersen, Kristian R.
;
Nielsen, Lars
-
1989
Persistent link: https://www.econbiz.de/10000775498
Saved in:
6
State-dependent realignments in target zone currency regimes
Christensen, Peter Ove
- In:
Review of derivatives research
1
(
1997
)
4
,
pp. 295-323
Persistent link: https://www.econbiz.de/10001238757
Saved in:
7
The real options approach to valuation : challenges and opportunities
Schwartz, Eduardo S.
- In:
Latin American journal of economics : LAJE
50
(
2013
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10010256384
Saved in:
8
Valuing long-term commodity assets
Schwartz, Eduardo S.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 85-99
Persistent link: https://www.econbiz.de/10001445708
Saved in:
9
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
10
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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