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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
71
Theory
71
Option pricing theory
28
Stochastischer Prozess
23
Stochastic process
22
Hedging
20
Portfolio selection
19
Portfolio-Management
19
Credit risk
18
Kreditrisiko
16
Derivat
15
Derivative
15
Martingal
15
Martingale
15
CAPM
11
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8
Risiko
8
Risk
8
Sterblichkeit
8
Yield curve
8
Zinsstruktur
7
Arbitrage
6
Financial market
6
Finanzmarkt
6
Markov chain
6
Markov-Kette
6
Risikomanagement
6
Risk management
6
Black-Scholes model
5
Black-Scholes-Modell
5
Incomplete market
5
Insolvency
5
Insolvenz
5
Interest rate
5
Measurement
5
Messung
5
Unvollkommener Markt
5
Zins
5
Asset-Backed Securities
4
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Article
20
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14
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6
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6
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3
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English
28
French
1
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Jeanblanc, Monique
19
El Karoui, Nicole
11
Chesney, Marc
4
Gapeev, Pavel V.
4
Bielecki, Tomasz R.
3
Dana, Rose-Anne
3
Yor, Marc
3
Barrieu, Pauline
2
Quenez, M. C.
2
Ravanelli, Claudia
2
Rutkowski, Marek
2
Bellamy, N.
1
Crépey, Stéphane
1
Kennedy, Anna
1
Leniec, Marta
1
Mastrolia, Thibaut
1
Myneni, Ravi
1
Pardoux, E.
1
Parent, Antoine
1
Possamai͏̈, Dylan
1
Pradier, Pierre-Charles
1
Rouge, Richard
1
Réveillac, Anthony
1
Valchev, Stoyan
1
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Chambre de commerce et d'industrie de Paris
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International journal of theoretical and applied finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance : revue de l'Association Française de Finance
2
Indifference pricing : theory and applications
2
Springer finance / Textbook
2
Applied mathematical finance
1
Aspects of mathematical finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Documents de travail du Centre d'Economie de la Sorbonne
1
Finance and stochastics
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Les cahiers de recherche / HEC Paris
1
Numerical methods in finance
1
Research paper series / Swiss Finance Institute
1
Springer finance
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
28
USB Cologne (EcoSocSci)
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Options exotiques
El Karoui, Nicole
;
Jeanblanc, Monique
- In:
Finance : revue de l'Association Française de Finance
20
(
1999
)
2
,
pp. 49-67
Persistent link: https://www.econbiz.de/10001544315
Saved in:
2
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
3
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
Saved in:
4
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
5
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
-
2009
Persistent link: https://www.econbiz.de/10003777520
Saved in:
6
Indifference pricing of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
- In:
Indifference pricing : theory and applications
,
(pp. 211-240)
.
2009
Persistent link: https://www.econbiz.de/10003807588
Saved in:
7
Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
Saved in:
8
Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
9
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
10
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
Saved in:
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