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~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
67
Monte Carlo simulation
45
Theorie
43
Theory
43
Monte-Carlo-Simulation
42
Yield curve
31
Zinsstruktur
31
Derivat
23
Derivative
23
Option trading
19
Optionsgeschäft
19
Greece
13
Griechenland
13
Volatility
13
Volatilität
13
Interest rate derivative
12
Simulation
12
Stochastic process
12
Stochastischer Prozess
12
Swap
12
Zinsderivat
12
Estimation theory
9
Schätztheorie
9
Currency derivative
8
Währungsderivat
8
Finanzmathematik
7
LIBOR market model
6
Monte Carlo
6
Portfolio selection
6
Portfolio-Management
6
USA
6
United States
6
Bermudan options
5
Robust statistics
5
Robustes Verfahren
5
Sensitivity analysis
5
Sensitivitätsanalyse
5
Black-Scholes model
4
Black-Scholes-Modell
4
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Free
38
Undetermined
5
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Book / Working Paper
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Article
20
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Arbeitspapier
23
Working Paper
23
Article in journal
20
Aufsatz in Zeitschrift
20
Graue Literatur
19
Non-commercial literature
19
Einführung
2
Lehrbuch
2
Textbook
2
Glossar enthalten
1
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Language
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English
67
Author
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Joshi, Mark S.
65
Tang, Robert
8
Beveridge, Christopher
7
Chan, Jiun Hong
7
Chao Yang
6
Zhu, Dan
6
Denson, Nick
3
Ranasinghe, Navin
3
Chen, Ting
2
Cheng, Xiang
2
Joshi, Mark
2
Kwok, Chun Fung
2
Yang, Chao
2
Ametrano, Ferdinando M.
1
Chan, Juin Hong
1
Fries, Christian P.
1
Leung, Terence
1
Leung, Terence S.
1
Pitt, David
1
Pitt, David C.
1
Rebonato, Riccardo
1
Wiguna, Alexander
1
Yap, Nicholas
1
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
23
International journal of theoretical and applied finance
6
The journal of computational finance
4
Applied mathematical finance
2
Journal of economic dynamics & control
2
Journal of risk
2
Mathematics, finance and risk
2
European journal of operational research : EJOR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research letters
1
The journal of futures markets
1
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ECONIS (ZBW)
67
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The concepts and practice of mathematical finance
Joshi, Mark S.
-
2008
-
2. ed.
Persistent link: https://www.econbiz.de/10003722014
Saved in:
2
Graphical Asian options
Joshi, Mark S.
-
2009
Persistent link: https://www.econbiz.de/10003924342
Saved in:
3
The concepts and practice of mathematical finance
Joshi, Mark S.
-
2003
-
1. publ.
Persistent link: https://www.econbiz.de/10001788055
Saved in:
4
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003797784
Saved in:
5
The convergence of binomial trees for pricing the American put
Joshi, Mark S.
- In:
Journal of risk
11
(
2008/09
)
4
,
pp. 87-108
Persistent link: https://www.econbiz.de/10003881606
Saved in:
6
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
7
Monte Carlo bounds for callable products with non-analytic break costs
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297269
Saved in:
8
A simple derivation of and improvements to Jamshidian's and Rogers' upper bound methods for Bermudan options
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297275
Saved in:
9
Option pricing and the Dirichlet problem
Joshi, Mark S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297315
Saved in:
10
Achieving smooth asymptotics for the prices of European options in binomial trees
Joshi, Mark S.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003632920
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