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~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
94
Theorie
79
Theory
79
Volatilität
59
Volatility
57
Stochastic process
52
Stochastischer Prozess
52
Hedging
36
Option trading
36
Optionsgeschäft
36
Derivat
34
Derivative
34
CAPM
21
Portfolio selection
15
Portfolio-Management
15
Risiko
14
Risk
14
Commodity derivative
12
Rohstoffderivat
12
Swap
12
option pricing
12
Risk management
11
Asian options
10
Real options analysis
10
Realoptionsansatz
10
Risikomanagement
10
Börsenkurs
9
Risikoprämie
9
Risk premium
9
Share price
9
Black-Scholes model
8
Black-Scholes-Modell
8
Credit risk
8
Dynamic programming
8
Option pricing
8
Derivatives
7
Kreditrisiko
7
Mathematical programming
7
Mathematische Optimierung
7
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Free
33
Undetermined
17
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Article
58
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36
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55
Aufsatz in Zeitschrift
55
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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3
Book section
3
Collection of articles of several authors
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1
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English
94
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Carr, Peter
59
Ewald, Christian-Oliver
29
Wu, Liuren
13
Madan, Dilip B.
10
Lee, Roger
6
Chen, Jilong
5
Itkin, Andrey
5
Yang, Zhaojun
5
Ewald, Christian
4
Menkens, Olaf
4
Sun, Jian
4
Ting, Sai Hung Marten
4
Yor, Marc
4
Christoforidou, Amalia
3
Xiao, Yajun
3
Zhang, Aihua
3
Zou, Yihan
3
Geman, Hélyette
2
Linetsky, Vadim
2
Lorig, Matthew
2
Nawar, Roy
2
Schenk-Hoppé, Klaus Reiner
2
Siu, Tak-Kuen
2
Taub, Bart
2
Torricelli, Lorenzo
2
Wu, Yuexiang
2
AitSahlia, Farid
1
Alos, Elisa
1
Cao, Shinan
1
Carr, P.
1
Chang, Eric Chieh
1
Costa, Doug
1
Cousot, Laurent
1
Ewald, CXhristian-Oliver
1
Figà-Talamanca, Gianna
1
Fisher, Travis
1
Gabaix, Xavier
1
Ghamami, Samim
1
Jarrow, Robert A.
1
Jin, Xing
1
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Finance and stochastics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of finance : the journal of the American Finance Association
4
Applied mathematical finance
3
Journal of financial economics
3
The journal of computational finance
3
Computational economics
2
Discussion paper series
2
European finance review : the official journal of the European Finance Association
2
International journal of theoretical and applied finance
2
Research paper series / Swiss Finance Institute
2
Review of derivatives research
2
The journal of derivatives : JOD
2
The journal of fixed income
2
American journal of agricultural economics
1
Application of operations research to financial markets
1
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial engineering
1
Journal of investment management : JOIM
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Mathematical social sciences
1
NYU Tandon Research Paper
1
Numerical methods in finance
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Quantitative finance
1
Review of Pacific Basin financial markets and policies
1
Robert H. Smith School Research Paper
1
The European journal of finance
1
The journal of business : B
1
The journal of corporate finance : contracting, governance and organization
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
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ECONIS (ZBW)
94
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1
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
2
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
3
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
4
A note on the pricing of commodity-linked bonds
Carr, Peter
- In:
The journal of finance : the journal of the American …
42
(
1987
)
4
,
pp. 1071-1076
Persistent link: https://www.econbiz.de/10001055592
Saved in:
5
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
Saved in:
6
Time-changed Markov processes in unified credit-equity modeling
Mendoza-Arriaga, Rafael
;
Carr, Peter
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 527-569
Persistent link: https://www.econbiz.de/10008666998
Saved in:
7
Pricing swaps and options on quadratic variation under stochastic time change models : discrete observations case
Itkin, Andrey
;
Carr, Peter
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 141-176
Persistent link: https://www.econbiz.de/10008695493
Saved in:
8
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
9
Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
10
Hedging variance options on continuous semimartingales
Carr, Peter
;
Lee, Roger
- In:
Finance and stochastics
14
(
2010
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003951494
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