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~subject:"Optionspreistheorie"
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Optionspreistheorie
Zinsstruktur
14,704
Yield curve
14,486
Hypothek
8,947
Mortgage
8,870
Theorie
6,202
Theory
6,112
USA
4,192
United States
4,065
Zins
3,039
Interest rate
3,000
Schätzung
2,999
Estimation
2,941
Kreditrisiko
2,760
Credit risk
2,748
Geldpolitik
2,583
Monetary policy
2,526
Risikoprämie
2,268
Risk premium
2,238
Öffentliche Anleihe
2,080
Public bond
2,054
Immobilienfinanzierung
1,515
Immobilienpreis
1,503
Real estate finance
1,502
Real estate price
1,479
Finanzkrise
1,418
Financial crisis
1,407
EU-Staaten
1,401
Kapitaleinkommen
1,360
Capital income
1,351
EU countries
1,351
Anleihe
1,216
Bond
1,204
Volatilität
1,136
Prognoseverfahren
1,134
Volatility
1,112
Forecasting model
1,110
Option pricing theory
1,036
Eurozone
1,011
Kreditgeschäft
1,003
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Free
278
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227
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Article
608
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438
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584
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Graue Literatur
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47
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9
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1,016
German
25
French
2
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Schlögl, Erik
15
Joshi, Mark S.
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Deng, Yongheng
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Kau, James B.
8
Almeida, Caio
7
Benth, Fred Espen
7
Fanelli, Viviana
7
Rebonato, Riccardo
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Keenan, Donald C.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Schulmerich, Marcus
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Das, Sanjiv R.
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Houweling, Patrick
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Van Order, Robert
5
Vorst, Ton
5
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National Bureau of Economic Research
4
Centre for Analytical Finance <Århus>
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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International journal of theoretical and applied finance
44
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
The journal of real estate finance and economics
25
Journal of banking & finance
24
The journal of computational finance
23
Applied mathematical finance
21
The journal of fixed income
20
Finance and stochastics
18
Quantitative finance
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
The journal of futures markets
15
International journal of financial engineering
13
Real estate economics : journal of the American Real Estate and Urban Economics Association
13
Risks : open access journal
10
Finance research letters
9
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
Insurance / Mathematics & economics
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Journal of financial and quantitative analysis : JFQA
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
International review of economics & finance : IREF
5
Journal of economic dynamics & control
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
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ECONIS (ZBW)
1,038
EconStor
4
USB Cologne (EcoSocSci)
4
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1
Kalkulation von impliziten Optionsrechten des Kunden in der privaten Wohnungsbaufinanzierung
Gramatke, Wolf Christoph
-
2011
Persistent link: https://www.econbiz.de/10008905681
Saved in:
2
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
3
A fixed-rate
mortgage
valuation model in three state variables
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
Saved in:
4
Mortgage
choice : what's the point?
Stanton, Richard
;
Wallace, Nancy E.
-
1995
Persistent link: https://www.econbiz.de/10001442058
Saved in:
5
Mortgage
choice : what's the point?
Stanton, Richard
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
2
,
pp. 173-205
Persistent link: https://www.econbiz.de/10001242768
Saved in:
6
Valuation of non-negative equity guarantees, considering contagion risk for house prices under the HJM interest rate model
Chen, Fen-Ying
;
Yang, Sharon S.
;
Huang, Hong Chih
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1551-1565
Persistent link: https://www.econbiz.de/10012624157
Saved in:
7
Uncertainty and switching in the
mortgage
market
Gondat-Larralde, Céline
;
Strobel, Frank
- In:
Applied economics
45
(
2013
)
19/21
,
pp. 3068-3073
Persistent link: https://www.econbiz.de/10010192319
Saved in:
8
A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
Saved in:
9
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
10
Fixed-income pricing in a non-linear interest-rate model
Renne, Jean-Paul
-
2014
Persistent link: https://www.econbiz.de/10010439789
Saved in:
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