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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
252
Theory
250
Portfolio selection
226
Portfolio-Management
226
USA
145
United States
125
Anleihe
74
Bond
73
Option pricing theory
67
Derivat
66
Derivative
66
CAPM
65
Welt
57
World
55
Finanzanalyse
53
Risikomanagement
50
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47
Asset-backed securities
47
Capital income
46
Financial analysis
46
Kapitaleinkommen
46
Risk management
46
Festverzinsliches Wertpapier
45
Volatilität
45
Statistische Verteilung
44
Kapitalanlage
43
Portfoliomanagement
43
Statistical distribution
43
Volatility
43
Aufsatzsammlung
38
Kreditrisiko
38
Credit risk
37
Stochastic process
37
Stochastischer Prozess
37
Börsenkurs
35
Financial market
35
Finanzmarkt
35
Schätzung
34
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34
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Undetermined
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9
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Article
52
Book / Working Paper
15
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Article in journal
35
Aufsatz in Zeitschrift
35
Aufsatz im Buch
12
Book section
12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatzsammlung
1
Collection of articles of several authors
1
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1
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English
67
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Fabozzi, Frank J.
67
Račev, Svetlozar T.
24
Kim, Young Shin
21
Bianchi, Michele Leonardo
11
Stoyanov, Stoyan V.
8
Shirvani, Abootaleb
7
Buetow, Gerald W.
4
Hu, Yuan
4
Kalotay, Andrew J.
4
Rachev, Svetlozar
4
Russo, Vincenzo
4
Dorigan, Michael
3
Lindquist, W. Brent
3
Mann, Steven V.
3
Park, Jiho
3
Tunaru, Radu
3
Choudhry, Moorad
2
Fallahgoul, Hasan
2
Giacometti, Rosella
2
Lin, Zuodong
2
Menn, Christian
2
Mitov, Georgi K.
2
Paletta, Tommaso
2
Yang, Deane
2
Akyildirim, Erdinc
1
Choi, Jaehyung
1
Collins, Bruce M.
1
Das, Sanjiv R.
1
Fallahgoul, Hasan A.
1
Focardi, Sergio
1
Focardi, Sergio M.
1
Goncu, Ahmet
1
Hanke, Bernd
1
Jansen, Jeroen
1
Kalotay, Andrew
1
Kim, Hyangju
1
Klingler, Sven
1
Kunčev, Ognjan I.
1
Leccadito, Arturo
1
Leonardo Bianchi, Michele
1
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International journal of theoretical and applied finance
5
Valuation, financial modeling, and quantitative tools
5
The journal of fixed income
4
Computational economics
3
Interest rate, term structure, and valuation modeling
3
Journal of economic dynamics & control
3
The Frank J. Fabozzi series
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Bank of Italy Temi di Discussione (Working Paper)
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
The handbook of fixed income securities
2
The theory and practice of investment management
2
Working paper series in economics
2
Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
1
Applied financial economics
1
Econometric reviews
1
Economics letters
1
Finance research letters
1
Financial markets and instruments
1
Insurance / Mathematics & economics
1
International review of financial analysis
1
Journal of risk and financial management : JRFM
1
Mathematical methods of operations research
1
Review of derivatives research
1
Risk assessment : decisions in banking and finance
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Temi di discussione / Banca d'Italia
1
The handbook of mortgage-backed securities
1
The journal of alternative investments : JAI
1
The journal of derivatives : JOD
1
Wiley finance
1
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ECONIS (ZBW)
67
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1
The mathematics of financial modeling and investment management
Focardi, Sergio M.
;
Fabozzi, Frank J.
-
2004
Persistent link: https://www.econbiz.de/10001788054
Saved in:
2
Black swans and white eagles : on mathematics and finance
Focardi, Sergio
;
Fabozzi, Frank J.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 379-394
Persistent link: https://www.econbiz.de/10003858250
Saved in:
3
Introduction to the pricing of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
4
Interest rate options and related products
Fabozzi, Frank J.
;
Mann, Steven V.
;
Choudhry, Moorad
-
2008
Persistent link: https://www.econbiz.de/10003763595
Saved in:
5
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765587
Saved in:
6
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
7
Valuing swaptions
Fabozzi, Frank J.
;
Buetow, Gerald W.
-
2008
Persistent link: https://www.econbiz.de/10003765712
Saved in:
8
Mathematics of finance
Peterson Drake, Pamela
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765807
Saved in:
9
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
10
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
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