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~subject:"Optionspreistheorie"
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Optionspreistheorie
Börsenkurs
51,932
Share price
50,397
Volatility
40,363
Volatilität
40,185
Kapitaleinkommen
38,976
Capital income
38,876
Theorie
24,474
Theory
24,060
Aktienmarkt
18,676
Stock market
18,485
Schätzung
17,624
Estimation
17,297
USA
14,031
United States
13,721
Portfolio-Management
9,468
Portfolio selection
9,431
Welt
8,433
Prognoseverfahren
8,299
World
8,290
Forecasting model
8,208
CAPM
7,845
Anlageverhalten
7,366
Behavioural finance
7,305
ARCH-Modell
7,112
ARCH model
7,021
Ankündigungseffekt
6,482
Announcement effect
6,432
Option pricing theory
6,199
Wechselkurs
5,586
Risk
5,548
Risiko
5,484
Exchange rate
5,472
Optionsgeschäft
5,079
Finanzmarkt
4,997
Financial market
4,906
Option trading
4,870
Zeitreihenanalyse
4,794
Time series analysis
4,685
Risikoprämie
4,640
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Free
2,210
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1,688
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3,542
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2,740
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1
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17
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13
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12
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6,150
German
123
French
8
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Cui, Zhenyu
58
Jacobs, Kris
37
Härdle, Wolfgang
34
Carr, Peter
33
Madan, Dilip B.
33
Wang, Xingchun
30
Chiarella, Carl
28
Hull, John
28
Fabozzi, Frank J.
27
Joshi, Mark S.
27
Schoutens, Wim
26
Stentoft, Lars
26
Takahashi, Akihiko
26
Zhang, Jin E.
26
Christoffersen, Peter F.
25
Jacquier, Antoine (Jack)
25
Fengler, Matthias R.
22
Gatheral, Jim
22
Nguyen, Duy
22
Lorig, Matthew
21
Ewald, Christian-Oliver
20
Todorov, Viktor
20
Alòs, Elisa
19
Escobar, Marcos
19
Guyon, Julien
19
Heston, Steven L.
19
Kwok, Yue-Kuen
19
Benth, Fred Espen
18
Le Floc'h, Fabien
18
Oosterlee, Cornelis W.
18
Elliott, Robert J.
17
Fusai, Gianluca
17
Schlag, Christian
17
Zhu, Song-Ping
17
Alghalith, Moawia
16
Skiadopoulos, George
16
Wong, Hoi Ying
16
Wu, Liuren
16
Grasselli, Martino
15
Grzelak, Lech A.
15
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National Bureau of Economic Research
21
Centre for Analytical Finance <Århus>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Institut für Schweizerisches Bankwesen <Zürich>
6
Center for Economic Research <Tilburg>
5
Chambre de commerce et d'industrie de Paris
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
4
Springer Fachmedien Wiesbaden
3
Centre of Financial Studies
2
Deutsche Forschungsgemeinschaft
2
Institut for Finansiering <Frederiksberg>
2
International Centre for Trade and Sustainable Development
2
Johannes Gutenberg-Universität Mainz
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Pearson Studium
2
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
2
Weltwirtschaftsforum
2
École des Hautes Études Commerciales <Lausanne>
2
American Finance Association
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Center for International Food and Agricultural Policy
1
Centre for Actuarial Studies
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Danmarks Nationalbank
1
EOE
1
ESCP-EAP European School of Management
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Energy, Mines and Resources, Canada
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
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International journal of theoretical and applied finance
222
Quantitative finance
141
The journal of futures markets
139
The journal of computational finance
114
Journal of banking & finance
102
Applied mathematical finance
101
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Review of derivatives research
90
The journal of derivatives : the official publication of the International Association of Financial Engineers
81
Finance research letters
73
Finance and stochastics
67
International journal of financial engineering
67
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of economic dynamics & control
64
Journal of mathematical finance
62
European journal of operational research : EJOR
61
Computational economics
57
Research paper series / Swiss Finance Institute
51
Risks : open access journal
46
Journal of financial economics
45
Journal of econometrics
43
Insurance / Mathematics & economics
42
The European journal of finance
39
Review of quantitative finance and accounting
37
International review of economics & finance : IREF
34
Annals of finance
33
Journal of risk and financial management : JRFM
32
Asia-Pacific financial markets
31
Economic modelling
30
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Applied economics
26
Decisions in economics and finance : DEF ; a journal of applied mathematics
26
Energy economics
25
Journal of empirical finance
24
Swiss Finance Institute Research Paper
24
Journal of financial and quantitative analysis : JFQA
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
23
The journal of derivatives : JOD
23
International review of financial analysis
22
The journal of finance : the journal of the American Finance Association
22
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ECONIS (ZBW)
6,213
EconStor
44
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
11
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1
Traders' heterogeneous beliefs about stock
volatility
and the implied
volatility
skew in financial
options
markets
Nappo, Giovanna
;
Marchetti, Fabio Massimo
;
Vagnani, Gianluca
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472484
Saved in:
2
Effect of return and
volatility
calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque
- In:
Research bulletin / The Institute of Cost Accountants …
41
(
2015
)
1
,
pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Saved in:
3
Why do
options
prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun
;
Lu, Xiaolong
- In:
Journal of banking & finance
52
(
2015
),
pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Saved in:
4
Frictions, intermediaries, and the option market
Hofmann, Michael
-
2019
Persistent link: https://www.econbiz.de/10012018984
Saved in:
5
Too good to be true? : an analysis of the
options
market's reactions to earnings releases
Lu, Yan
;
Ray, Sugata
- In:
Journal of business finance & accounting : JBFA
43
(
2016
)
7/8
,
pp. 830-848
Persistent link: https://www.econbiz.de/10011627641
Saved in:
6
Lead-lag relationship between returns and implied moments : evidence from KOSPI 200 intraday
options
data
Kim, Sol
;
Lee, Geul
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011752436
Saved in:
7
Variance premium and implied
volatility
in a low-liquidity option market
Astorino, Eduardo Sanchez
;
Chague, Fernando
; …
- In:
Revista brasileira de economia : RBE ; publicação de …
71
(
2017
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10011898770
Saved in:
8
Option prices and stock market momentum : evidence from China
Li, Jianping
;
Yao, Yanzhen
;
Chen, Yibing
;
Lee, Cheng F.
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1517-1529
Persistent link: https://www.econbiz.de/10011913187
Saved in:
9
Do dividend initiations signal a reduction in risk? : evidence from the option market
Jones, Jeffrey S.
;
Gu, Jenny
;
Liu, Pu
- In:
Review of quantitative finance and accounting
42
(
2014
)
1
,
pp. 143-158
Persistent link: https://www.econbiz.de/10010345141
Saved in:
10
Investor expectations of
volatility
increases around large stock splits as implied in call option premia
Klein, Linda S.
;
Peterson, David R.
- In:
The journal of financial research
11
(
1988
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Saved in:
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