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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
48
Theory
48
Kreditrisiko
23
Credit risk
22
Option pricing theory
20
Stochastischer Prozess
20
Martingale
18
Stochastic process
18
Martingal
17
Portfolio selection
17
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17
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11
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9
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9
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8
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8
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8
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8
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7
pricing
7
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6
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6
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6
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5
Black-Scholes model
5
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5
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5
Messung
5
Preisbildung
5
Swap
5
Volatilität
5
Arbitrage-Pricing-Theorie
4
Dividend
4
Dividende
4
Incomplete information
4
Statistical distribution
4
Statistische Verteilung
4
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4
risk management
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15
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6
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14
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14
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2
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2
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1
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1
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Language
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English
20
French
2
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Jeanblanc, Monique
20
Chesney, Marc
5
Gapeev, Pavel V.
4
Bielecki, Tomasz R.
3
Dana, Rose-Anne
3
Yor, Marc
3
El Karoui, Nicole
2
Rutkowski, Marek
2
Bellamy, N.
1
Coculescu, Delia
1
Crépey, Stéphane
1
Gökay, Selim
1
Kennedy, Anna
1
Leniec, Marta
1
Mastrolia, Thibaut
1
Possamai͏̈, Dylan
1
Réveillac, Anthony
1
Valchev, Stoyan
1
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Chambre de commerce et d'industrie de Paris
1
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International journal of theoretical and applied finance
6
Finance : revue de l'Association Française de Finance
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Springer finance / Textbook
2
Applied mathematical finance
1
Finance and stochastics
1
Indifference pricing : theory and applications
1
Les cahiers de recherche / HEC Paris
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Springer finance
1
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
1
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ECONIS (ZBW)
20
USB Cologne (EcoSocSci)
1
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Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
2
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
-
2007
-
Corr. 2. print.
Persistent link: https://www.econbiz.de/10003453129
Saved in:
3
Endogenous trading in credit default swaps
Chesney, Marc
;
Coculescu, Delia
;
Gökay, Selim
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011451640
Saved in:
4
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
5
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
-
2009
Persistent link: https://www.econbiz.de/10003777520
Saved in:
6
Indifference pricing of defaultable claims
Bielecki, Tomasz R.
;
Jeanblanc, Monique
- In:
Indifference pricing : theory and applications
,
(pp. 211-240)
.
2009
Persistent link: https://www.econbiz.de/10003807588
Saved in:
7
Pricing and filtering in a two-dimensional dividend switching model
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
13
(
2010
)
7
,
pp. 1001-1017
Persistent link: https://www.econbiz.de/10008906248
Saved in:
8
Pricing of contingent claims in a two-dimensional model with random dividends
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1091-1104
Persistent link: https://www.econbiz.de/10003946574
Saved in:
9
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
Saved in:
10
Role of information in pricing default-sensitive contingent claims
Jeanblanc, Monique
;
Leniec, Marta
- In:
International journal of theoretical and applied finance
18
(
2015
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011403184
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