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~subject:"Optionspreistheorie"
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Optionspreistheorie
Risikoprämie
23
Risk premium
23
Capital income
21
Kapitaleinkommen
21
Yield curve
21
Zinsstruktur
21
Option pricing theory
19
Theorie
19
Theory
19
Risiko
14
Risk
14
CAPM
13
Forecasting model
13
Prognoseverfahren
13
Brasilien
12
Brazil
12
Estimation
12
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Schätzung
12
Börsenkurs
11
Risikomaß
11
Risk measure
11
Share price
11
Estimation theory
8
Hedge fund
8
Hedgefonds
8
Portfolio selection
8
Portfolio-Management
8
Schätztheorie
8
Volatility
8
Volatilität
8
Capital market returns
7
Kapitalmarktrendite
7
Incomplete market
5
Interest rate derivative
5
Statistical distribution
5
Statistische Verteilung
5
Unvollkommener Markt
5
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12
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3
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Book / Working Paper
10
Article
9
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Aufsatz in Zeitschrift
9
Arbeitspapier
2
Graue Literatur
2
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2
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English
19
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Almeida, Caio
19
Freire, Gustavo
5
Ardison, Kym
2
Azevedo, Rafael
2
Fan, Jianqing
2
Garcia, René
2
Graveline, Jeremy J.
2
Joslin, Scott
2
Tang, Francesca
2
Vicente, Jose
2
Vicente, José Roberto
2
Dana, Samy
1
Lin, Jingying
1
Qin, Zhang
1
Vicente, José Valentim M.
1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Revista Brasileira de Finanças : RBFin
2
Série de trabalhos para discussão
2
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of emerging market finance
1
Journal of financial economics
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ECONIS (ZBW)
19
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1
Affine processes, arbitrage-free term structures of legendre polynomials, and option pricing
Almeida, Caio
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10002679509
Saved in:
2
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
-
2008
Persistent link: https://www.econbiz.de/10003822259
Saved in:
3
Term structure movements implicit in option prices
Almeida, Caio
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003421823
Saved in:
4
Are interest rate options important for the assessment of interest rate risk?
Almeida, Caio
;
Vicente, José Roberto
- In:
Journal of banking & finance
33
(
2009
)
8
,
pp. 1376-1387
Persistent link: https://www.econbiz.de/10003855482
Saved in:
5
Do interest rate options contain information about excess returns?
Almeida, Caio
;
Graveline, Jeremy J.
;
Joslin, Scott
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 35-44
Persistent link: https://www.econbiz.de/10009270414
Saved in:
6
Stochastic volatility and option pricing in the Brazilian stock market : an empirical investigation
Almeida, Caio
;
Dana, Samy
- In:
Journal of emerging market finance
4
(
2005
)
2
,
pp. 169-206
Persistent link: https://www.econbiz.de/10003094790
Saved in:
7
American option pricing with machine learning : an extension of the Longstaff-Schwartz method
Lin, Jingying
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
19
(
2021
)
3
,
pp. 85-109
Persistent link: https://www.econbiz.de/10012804834
Saved in:
8
A Bayesian nonparametric approach to option pricing
Qin, Zhang
;
Almeida, Caio
- In:
Revista Brasileira de Finanças : RBFin
18
(
2020
)
4
,
pp. 115-137
Persistent link: https://www.econbiz.de/10012437054
Saved in:
9
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
10
Nonparametric option pricing with generalized entropic estimators
Almeida, Caio
;
Freire, Gustavo
;
Azevedo, Rafael
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1173-1187
Persistent link: https://www.econbiz.de/10014448595
Saved in:
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