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~subject:"Optionspreistheorie"
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Optionspreistheorie
Hedging
10,264
Hypothek
9,000
Mortgage
8,923
Theorie
6,512
Theory
6,425
Finanzmathematik
3,876
USA
3,430
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3,330
Mathematical finance
3,160
Portfolio-Management
2,882
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2,860
Derivat
2,414
Derivative
2,409
Kreditrisiko
1,976
Credit risk
1,970
Asset-Backed Securities
1,801
Asset-backed securities
1,795
Risikomanagement
1,780
Option pricing theory
1,741
Risk management
1,738
Immobilienfinanzierung
1,564
Real estate finance
1,552
Immobilienpreis
1,538
Real estate price
1,515
Finanzkrise
1,447
Financial crisis
1,438
Schätzung
1,191
Estimation
1,165
Risiko
1,146
Volatilität
1,144
Risk
1,140
Volatility
1,135
hedging
1,074
Securitization
1,072
Verbriefung
1,048
Immobilienmarkt
998
Welt
998
World
982
Zins
972
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436
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896
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6
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French
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Hull, John
27
Kohlmann, Michael
16
Härdle, Wolfgang
15
Madan, Dilip B.
14
Melʹnikov, Aleksandr V.
14
Wilmott, Paul
14
Černý, Aleš
14
Alexander, Carol
13
Engle, Robert F.
13
Schoutens, Wim
13
Rosenberg, Joshua V.
12
Korn, Olaf
11
Elliott, Robert J.
10
Fabozzi, Frank J.
10
Hess, Markus
10
Kallsen, Jan
10
Platen, Eckhard
10
Frey, Rüdiger
9
Soner, Halil Mete
9
Carr, Peter
8
Deng, Yongheng
8
Deutsch, Hans-Peter
8
Dhaene, Jan
8
Franke, Jürgen
8
Hafner, Christian M.
8
Kau, James B.
8
Leippold, Markus
8
Sommer, Daniel
8
Tang, Shanjian
8
Yang, Zhaojun
8
Benth, Fred Espen
7
Bühler, Wolfgang
7
Dolinsky, Yan
7
Ewald, Christian-Oliver
7
Kaeck, Andreas
7
Korn, Ralf
7
Pedersen, Lasse Heje
7
Poteshman, Allen M.
7
Ruf, Johannes
7
Siu, Tak Kuen
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Pearson Studium
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2
Taylor and Francis.
2
Universität Ulm
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Bachelier Finance Society
1
Cambridge University Press
1
Centre for Analytical Finance <Århus>
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Deutsche Forschungsgemeinschaft
1
Frankfurt School Verlag GmbH
1
Institute of Finance and Accounting <London>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Mathematical Finance
1
International Forum on Financial Mathematics and Financial Technology <2., 2021, Online>
1
Johannes Gutenberg-Universität Mainz
1
Karlsruher Institut für Technologie
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London Business School
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NetLibrary, Inc
1
New York University / Mathematical Finance Seminar
1
Society of Actuaries
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Svenska Handelshögskolan <Helsinki>
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Workshop on Mathematical Finance <2000, Konstanz>
1
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International journal of theoretical and applied finance
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
Finance and stochastics
35
Insurance / Mathematics & economics
35
Applied mathematical finance
30
Quantitative finance
30
The journal of futures markets
30
The journal of real estate finance and economics
25
Journal of banking & finance
24
The journal of computational finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Journal of economic dynamics & control
16
Research paper series / Swiss Finance Institute
14
Review of derivatives research
14
Wiley finance series
14
Real estate economics : journal of the American Real Estate and Urban Economics Association
13
Universitext
13
European journal of operational research : EJOR
12
International journal of financial engineering
12
Risks : open access journal
12
Springer finance
11
SpringerLink / Bücher
11
Chapman & Hall/CRC financial mathematics series
10
Energy economics
10
Lecture notes in economics and mathematical systems : LNEMS
10
The European journal of finance
10
Computational economics
9
Mathematical methods of operations research
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
Swiss Finance Institute Research Paper
9
Discussion paper / B
8
Journal of mathematical finance
8
Journal of risk and financial management : JRFM
8
The journal of fixed income
8
Applied economics
7
Finance research letters
7
International review of economics & finance : IREF
7
Mathematics and financial economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
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ECONIS (ZBW)
1,750
EconStor
19
USB Cologne (EcoSocSci)
14
USB Cologne (business full texts)
1
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1
Dynamic option adjusted spread and the value of
mortgage
backed securities
Cerrato, Mario
;
Djennad, Abdelmadjid
-
2009
Persistent link: https://www.econbiz.de/10003839283
Saved in:
2
Dynamic option adjusted spread and the value of
mortgage
backed securities
Cerrato, Mario
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003805892
Saved in:
3
The value of
mortgage
prepayment and default options
Chen, Yong
;
Connolly, Michael B.
;
Tang, Wenjin
;
Su, Tie
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 840-861
Persistent link: https://www.econbiz.de/10003900917
Saved in:
4
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
5
Convergence studies on Monte Carlo methods for pricing
mortgage
-backed securities
Pang, Tao
;
Yang, Yipeng
;
Zhao, Dai
- In:
International Journal of Financial Studies : open …
3
(
2015
)
2
,
pp. 136-150
pricing complex instruments, like
mortgage
-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10011308463
Saved in:
6
Intensity-based models for pricing
mortgage
-backed securities with repayment risk under a CIR process
Wu, Sen
;
Jiang, Lishang
;
Liang, Jin
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
Saved in:
7
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
8
An option-theoretic prepayment model for mortgages and
mortgage
-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
9
Mortgage
termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
10
Convergence Studies on Monte Carlo Methods for Pricing
Mortgage
-Backed Securities
Pang, Tao
-
2016
pricing complex instruments, like
mortgage
-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10012980138
Saved in:
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