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Optionspreistheorie
Theorie
121
Theory
121
Portfolio selection
91
Portfolio-Management
91
growth optimal portfolio
61
Stochastischer Prozess
54
Stochastic process
52
Benchmarking
36
benchmark approach
33
Volatility
32
Volatilität
32
Option pricing theory
30
Hedging
29
Derivat
24
Derivative
24
Börsenkurs
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Share price
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CAPM
22
Aktienindex
21
Stock index
21
fair pricing
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minimal market model
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Yield curve
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Zinsstruktur
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Bewertung
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Evaluation
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stochastic volatility
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Arbitrage Pricing
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Arbitrage pricing
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Benchmark approach
16
Martingal
16
Martingale
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Risikoprämie
15
Risk premium
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benchmark model
15
Analysis
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Mathematical analysis
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Financial economics
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English
30
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Platen, Eckhard
30
Heath, David C.
9
Baldeaux, Jan
4
Fergusson, Kevin
4
Grasselli, Martino
3
Rudd, Ralph
3
Craddock, Mark
2
Fung, Man Chung
2
Gnoatto, Alessandro
2
Ignatieva, Ekaterina
2
Kienitz, Jörg
2
McWalter, Thomas A.
2
Schweizer, Martin
2
Baldeaux, Jan F.
1
Barkhagen, Mathias
1
Bauer, Daniel
1
Blomvall, Jörgen
1
Fung, Simon Man Chung
1
Goldman, D.
1
Heath, D.
1
Hofmann, Norbert
1
Hulley, Hardy
1
Ignatieva, Katja
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Asia-Pacific financial markets
2
The journal of computational finance
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / B
1
Financial engineering and the Japanese markets
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research Paper Number: 289, Quantitative Finance Research Centre, University of Technology, Sydney
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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Springer Finance
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Springer finance
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ECONIS (ZBW)
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1
On the pricing and hedging of long dated zero coupon bonds
Platen, Eckhard
-
2006
Persistent link: https://www.econbiz.de/10003384030
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2
Option pricing under incompleteness and stochastic volatility
Hofmann, Norbert
-
1992
Persistent link: https://www.econbiz.de/10000834044
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3
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
4
Laplace transform identities for diffusions, with applications to rebates and barrier options
Hulley, Hardy
;
Platen, Eckhard
-
2007
Persistent link: https://www.econbiz.de/10003856697
Saved in:
5
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
6
Recovering the real-world density and liquidity premia from option data
Barkhagen, Mathias
;
Blomvall, Jörgen
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344223
Saved in:
7
Less expensive pricing and hedging of long-dated equity index options when interest rates are stochastic
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344299
Saved in:
8
A Monte Carlo method using PDE expansions for a diversifed equity index model
Heath, David C.
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344801
Saved in:
9
A hybrid model for pricing and hedging of long dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
-
2013
Persistent link: https://www.econbiz.de/10010349514
Saved in:
10
A hybrid model for pricing and hedging of long-dated bonds
Baldeaux, Jan
;
Fung, Man Chung
;
Ignatieva, Ekaterina
; …
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 366-398
Persistent link: https://www.econbiz.de/10011436216
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