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~subject:"Optionspreistheorie"
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Optionspreistheorie
Volatility
41,071
Volatilität
40,802
Brasilien
36,820
Brazil
28,601
Theorie
16,815
Theory
16,515
Derivat
13,990
Derivative
13,953
Börsenkurs
11,154
Share price
11,006
Schätzung
10,451
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10,219
Kapitaleinkommen
8,146
Capital income
8,116
USA
7,347
Welt
7,222
United States
7,114
World
7,109
Aktienmarkt
6,770
Stock market
6,702
ARCH-Modell
6,611
ARCH model
6,537
Devisenmarkt
6,356
Wechselkurs
6,322
Exchange rate
6,132
Foreign exchange market
6,017
Option pricing theory
5,723
Prognoseverfahren
4,378
Forecasting model
4,326
Stochastischer Prozess
4,293
Stochastic process
4,226
Portfolio-Management
3,632
Portfolio selection
3,614
Zeitreihenanalyse
3,542
Time series analysis
3,459
Risk
3,332
Risiko
3,287
Finanzmarkt
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Financial market
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6
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Cui, Zhenyu
48
Härdle, Wolfgang
38
Carr, Peter
35
Hull, John
32
Chiarella, Carl
30
Schoutens, Wim
29
Madan, Dilip B.
28
Takahashi, Akihiko
27
Wang, Xingchun
27
Fabozzi, Frank J.
26
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Benth, Fred Espen
23
Gatheral, Jim
22
Joshi, Mark S.
22
Zhang, Jin E.
22
Fengler, Matthias R.
21
Lorig, Matthew
21
Nguyen, Duy
21
Alòs, Elisa
20
Elliott, Robert J.
19
Escobar, Marcos
19
Guyon, Julien
19
Branger, Nicole
18
Christoffersen, Peter F.
18
Oosterlee, Cornelis W.
18
Ewald, Christian-Oliver
17
Hess, Markus
17
Schlag, Christian
17
Schlögl, Erik
17
Grzelak, Lech A.
16
Prokopczuk, Marcel
16
Wong, Hoi Ying
16
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Jiang, George J.
15
Kyriakou, Ioannis
15
Le Floc'h, Fabien
15
Platen, Eckhard
15
Račev, Svetlozar T.
15
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National Bureau of Economic Research
18
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
6
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Chambre de commerce et d'industrie de Paris
3
Svenska Handelshögskolan <Helsinki>
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre of Financial Studies
2
Eberhard Karls Universität Tübingen
2
Institute of Finance and Accounting <London>
2
International Association of Financial Engineers
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Pearson Studium
2
Springer Fachmedien Wiesbaden
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institute for Fiscal Studies
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Judge Institute of Management Studies
1
Karlsruher Institut für Technologie
1
Københavns Universitet / Økonomisk Institut
1
Melbourne Business School
1
New York Institute of Finance
1
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Published in...
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International journal of theoretical and applied finance
230
Quantitative finance
131
Applied mathematical finance
119
The journal of futures markets
99
The journal of computational finance
92
Journal of banking & finance
91
Review of derivatives research
78
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
European journal of operational research : EJOR
62
Journal of mathematical finance
61
International journal of financial engineering
60
Finance research letters
59
Finance and stochastics
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
52
Computational economics
51
Journal of economic dynamics & control
50
The North American journal of economics and finance : a journal of financial economics studies
50
Risks : open access journal
47
Journal of econometrics
44
Insurance / Mathematics & economics
38
The European journal of finance
37
Annals of finance
35
Energy economics
35
Research paper series / Swiss Finance Institute
34
Journal of financial economics
33
International review of economics & finance : IREF
28
Review of quantitative finance and accounting
28
Journal of risk and financial management : JRFM
26
Applied economics
25
Asia-Pacific financial markets
24
Journal of empirical finance
24
Management science : journal of the Institute for Operations Research and the Management Sciences
24
Economic modelling
23
International review of financial analysis
23
The journal of derivatives : JOD
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Decisions in economics and finance : DEF ; a journal of applied mathematics
21
SFB 649 discussion paper
21
The journal of finance : the journal of the American Finance Association
21
Applied economics letters
19
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Source
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ECONIS (ZBW)
5,741
EconStor
35
USB Cologne (EcoSocSci)
22
USB Cologne (business full texts)
15
OLC EcoSci
2
Showing
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1
Derivative
pricing with collateralization and FX market dislocations
Moreni, Nicola
;
Pallavicini, Andrea
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011734332
Saved in:
2
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
-
2000
Persistent link: https://www.econbiz.de/10009581670
Saved in:
3
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001628629
Saved in:
4
Informational role of futures volume for spot
volatility
Rastogi, Shailesh
;
Tripathi, Vikas
;
Kuknor, Sunaina
- In:
Pacific accounting review
34
(
2022
)
1
,
pp. 49-69
Persistent link: https://www.econbiz.de/10012798318
Saved in:
5
Volatility
information in the trading activity of stocks, options, and
volatility
options
Wang, Yaw-huei
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 752-773
Persistent link: https://www.econbiz.de/10009779086
Saved in:
6
Option market trading activity and the estimation of the pricing kernel : a Bayesian approach
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Mira, Antonietta
; …
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 430-449
Persistent link: https://www.econbiz.de/10012439749
Saved in:
7
The delta- and vega-related information content of near-the-money option market trading activity
Rourke, Thomas
- In:
Journal of financial markets
20
(
2014
),
pp. 175-193
Persistent link: https://www.econbiz.de/10010442379
Saved in:
8
Deriving option-implied probability densities for foreign exchange markets
Blake, Andrew P.
;
Rule, Garreth
-
2015
Persistent link: https://www.econbiz.de/10011289967
Saved in:
9
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:
10
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
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