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~subject:"Optionspreistheorie"
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Optionspreistheorie
Börsenkurs
52,648
Share price
51,123
Volatility
41,071
Volatilität
40,802
Kapitaleinkommen
39,495
Capital income
39,395
Theorie
29,047
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28,574
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19,304
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19,112
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18,639
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18,290
Malaysia
17,160
USA
15,091
United States
14,759
Transaction costs
10,404
Transaktionskosten
10,246
Portfolio-Management
10,093
Portfolio selection
10,065
Welt
9,390
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9,229
Prognoseverfahren
8,553
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8,462
CAPM
8,035
Anlageverhalten
7,738
Behavioural finance
7,676
ARCH-Modell
7,312
ARCH model
7,221
Ankündigungseffekt
6,646
Announcement effect
6,596
Risk
5,873
Wechselkurs
5,828
Risiko
5,793
Exchange rate
5,712
Finanzmarkt
5,390
Financial market
5,295
Zeitreihenanalyse
4,948
Time series analysis
4,838
Finanzkrise
4,823
Financial crisis
4,818
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1,695
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Cui, Zhenyu
44
Härdle, Wolfgang
32
Jacobs, Kris
29
Carr, Peter
27
Jacquier, Antoine (Jack)
25
Chiarella, Carl
24
Gatheral, Jim
22
Zhang, Jin E.
22
Christoffersen, Peter F.
21
Fengler, Matthias R.
21
Lorig, Matthew
21
Madan, Dilip B.
21
Nguyen, Duy
21
Perrakis, Stylianos
21
Alòs, Elisa
20
Takahashi, Akihiko
20
Fabozzi, Frank J.
19
Guyon, Julien
19
Stentoft, Lars
19
Todorov, Viktor
19
Heston, Steven L.
18
Schoutens, Wim
18
Wang, Xingchun
18
Escobar, Marcos
16
Wu, Liuren
16
Benth, Fred Espen
15
Elliott, Robert J.
15
Grasselli, Martino
15
Račev, Svetlozar T.
15
Schlag, Christian
15
Skiadopoulos, George
15
Engle, Robert F.
14
Forde, Martin
14
Fouque, Jean-Pierre
14
Jacquier, Antoine
14
Kang, Boda
14
Kim, Young Shin
14
Le Floc'h, Fabien
14
Oosterlee, Cornelis W.
14
Collin-Dufresne, Pierre
13
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Chambre de commerce et d'industrie de Paris
5
Centre of Financial Studies
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
4
Federal Reserve Bank of St. Louis
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Springer Fachmedien Wiesbaden
2
American Finance Association
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Deutsche Forschungsgemeinschaft
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ESCP-EAP European School of Management
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of Cleveland
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Federal Reserve Bank of San Francisco
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Federal Reserve System / Board of Governors
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FernUniversität in Hagen
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Goethe-Universität Frankfurt am Main
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Hochschule für Bankwirtschaft
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Institute of Finance and Accounting <London>
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
International Center for Financial Asset Management and Engineering
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International Center for Financial Asset Management and Engineering <Genève>
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International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Johannes Gutenberg-Universität Mainz
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Schweizerisches Institut für Banken und Finanzen <Sankt Gallen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
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Published in...
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International journal of theoretical and applied finance
173
Quantitative finance
111
The journal of futures markets
101
Journal of banking & finance
83
Applied mathematical finance
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
The journal of computational finance
71
Finance and stochastics
60
Review of derivatives research
57
Finance research letters
55
International journal of financial engineering
50
Journal of economic dynamics & control
49
The journal of derivatives : the official publication of the International Association of Financial Engineers
46
Research paper series / Swiss Finance Institute
44
European journal of operational research : EJOR
43
Computational economics
42
Journal of econometrics
42
Journal of mathematical finance
40
The North American journal of economics and finance : a journal of financial economics studies
39
Journal of financial economics
38
Risks : open access journal
34
Insurance / Mathematics & economics
32
The European journal of finance
29
Annals of finance
28
Review of quantitative finance and accounting
28
International review of economics & finance : IREF
27
Applied economics
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
The journal of finance : the journal of the American Finance Association
24
Journal of empirical finance
23
Journal of risk and financial management : JRFM
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Energy economics
20
Swiss Finance Institute Research Paper
20
International review of financial analysis
19
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
19
Working paper
19
Economic modelling
18
Journal of financial and quantitative analysis : JFQA
18
Mathematics and financial economics
18
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Source
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ECONIS (ZBW)
4,691
EconStor
41
USB Cologne (business full texts)
16
USB Cologne (EcoSocSci)
10
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1
Three essays on the econometrics of options markets
Lazarov, Zdravetz N.
-
2004
Persistent link: https://www.econbiz.de/10002613885
Saved in:
2
Optionsbewertung bei stochastischer Volatilität
Nagel, Hartmut
-
2001
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001530489
Saved in:
3
Stochastic
volatility
models for the implied correlation index : evidence, properties and pricing
Escobar, Marcos
;
Lin, Fang
- In:
Finance research letters
35
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012438998
Saved in:
4
The information content of the
volatility
index options trading volume
Gu, Chen
;
Guo, Xu
;
Kurov, Alexander
;
Stan, Raluca
- In:
The journal of futures markets
42
(
2022
)
9
,
pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Saved in:
5
Asymmetric mispricing and regime-dependent dynamics in index futures and options markets
Lee, Jaeram
;
Ryu, Doojin
- In:
Asian economic journal : journal of the East Asian …
30
(
2016
)
1
,
pp. 47-65
Persistent link: https://www.econbiz.de/10011525887
Saved in:
6
Der Einfluss von
Transaktionskosten
und Steuern auf die Preisbildung bei DAX-Futures
Weber, Nadine M.
-
2005
Persistent link: https://www.econbiz.de/10002776846
Saved in:
7
A further look at transaction costs, short sale restrictions, and futures market efficiency : the case of Korean stock index futures
Gay, Gerald D.
;
Jung, Dae Y.
- In:
The journal of futures markets
19
(
1999
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10001369626
Saved in:
8
Volatility
and the pricing kernel
Schreindorfer, David
;
Sichert, Tobias
-
2022
-
This draft: January 31, 2022
Persistent link: https://www.econbiz.de/10012816005
Saved in:
9
The world price of jumo and
volatility
risk
Driessen, Joost
;
Maenhout, Pascal J.
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 518-536
Persistent link: https://www.econbiz.de/10009705629
Saved in:
10
A study on the prediction of realized
volatility
of KOSPI 200 index option : pre & post the global financial crisis
Choi, Won Cheol
;
Park, Sang Beom
- In:
International journal of economics and finance
6
(
2014
)
12
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010460917
Saved in:
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