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~subject:"Optionspreistheorie"
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Optionspreistheorie
Indien
117,658
India
95,110
Börsenkurs
52,023
Share price
50,488
Volatility
40,439
Volatilität
40,261
Theorie
30,831
Theory
30,391
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18,639
Capital income
18,594
Schätzung
17,633
Estimation
17,268
Aktienmarkt
17,259
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17,071
USA
15,786
United States
15,326
Insolvenz
15,303
Insolvency
14,998
Derivat
13,891
Derivative
13,856
Welt
10,702
World
10,533
Liquidity
10,051
Liquidität
9,710
China
8,185
Prognoseverfahren
7,916
Forecasting model
7,830
Finanzkrise
7,335
Financial crisis
7,292
ARCH-Modell
6,860
ARCH model
6,773
Portfolio-Management
6,525
Portfolio selection
6,492
Wirtschaftswachstum
6,467
Finanzmarkt
6,454
Financial market
6,357
Option pricing theory
6,187
Economic growth
6,097
Ankündigungseffekt
6,020
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2,120
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7
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Cui, Zhenyu
48
Härdle, Wolfgang
42
Carr, Peter
36
Schoutens, Wim
34
Hull, John
33
Madan, Dilip B.
33
Chiarella, Carl
30
Jacobs, Kris
28
Takahashi, Akihiko
27
Wang, Xingchun
27
Fabozzi, Frank J.
25
Jacquier, Antoine (Jack)
25
Benth, Fred Espen
24
Zhang, Jin E.
24
Fengler, Matthias R.
22
Gatheral, Jim
22
Joshi, Mark S.
22
Lorig, Matthew
22
Christoffersen, Peter F.
21
Elliott, Robert J.
21
Nguyen, Duy
21
Alòs, Elisa
19
Guyon, Julien
19
Branger, Nicole
18
Escobar, Marcos
18
Oosterlee, Cornelis W.
18
Todorov, Viktor
18
Ewald, Christian-Oliver
17
Hess, Markus
17
Schlag, Christian
17
Schlögl, Erik
17
Grzelak, Lech A.
16
Heston, Steven L.
16
Wong, Hoi Ying
16
Filipović, Damir
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Härdle, Wolfgang K.
15
Jiang, George J.
15
Kyriakou, Ioannis
15
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National Bureau of Economic Research
23
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Centre for Analytical Finance <Århus>
7
Institut für Schweizerisches Bankwesen <Zürich>
6
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Springer Fachmedien Wiesbaden
3
Svenska Handelshögskolan <Helsinki>
3
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Centre of Financial Studies
2
Deutsche Forschungsgemeinschaft
2
Eberhard Karls Universität Tübingen
2
Indien / Central Board of Irrigation and Power
2
Institute of Finance and Accounting <London>
2
International Association of Financial Engineers
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
Verlag Dr. Kovač
2
World Bank
2
All India Manufacturer's Organisation, DHP Regional Board
1
American Finance Association
1
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Association of Free Trade Unionists
1
Bachelier Finance Society
1
Berliner Wissenschafts-Verlag
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
ESCP-EAP European School of Management
1
Econometrisch Instituut <Rotterdam>
1
Electronic Component Industrie Association
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
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
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International journal of theoretical and applied finance
238
Quantitative finance
133
Applied mathematical finance
118
The journal of futures markets
109
Journal of banking & finance
103
The journal of computational finance
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
83
Review of derivatives research
81
European journal of operational research : EJOR
63
Finance research letters
63
International journal of financial engineering
62
Finance and stochastics
61
Journal of mathematical finance
61
The journal of derivatives : the official publication of the International Association of Financial Engineers
60
Journal of economic dynamics & control
51
The North American journal of economics and finance : a journal of financial economics studies
51
Computational economics
49
Risks : open access journal
45
Journal of econometrics
44
The European journal of finance
42
Insurance / Mathematics & economics
41
Research paper series / Swiss Finance Institute
41
Annals of finance
37
Energy economics
33
Journal of financial economics
31
International review of economics & finance : IREF
30
Review of quantitative finance and accounting
30
Journal of risk and financial management : JRFM
29
International review of financial analysis
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Journal of empirical finance
26
The journal of finance : the journal of the American Finance Association
26
Applied economics
25
Economic modelling
25
Asia-Pacific financial markets
23
NBER working paper series
23
The journal of derivatives : JOD
23
Decisions in economics and finance : DEF ; a journal of applied mathematics
22
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
22
Applied economics letters
21
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Source
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ECONIS (ZBW)
6,208
EconStor
38
USB Cologne (EcoSocSci)
24
USB Cologne (business full texts)
15
OLC EcoSci
2
Showing
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1
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
2
Effect of
liquidity
on the implied
volatility
surface in interest rate options markets
Kim, Kwanho
- In:
Global business and finance review
22
(
2017
)
3
,
pp. 45-60
Persistent link: https://www.econbiz.de/10011849353
Saved in:
3
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
4
Pricing vulnerable options with jump risk and
liquidity
risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
5
Explaining credit ratings through a perpetual-debt structural model
Barone, Gaia
- In:
The journal of credit risk : published quarterly by …
17
(
2021
)
2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012671409
Saved in:
6
Volatility
forecasting using financial statement information
Sridharan, Suhas A.
- In:
The accounting review : a publication of the American …
90
(
2015
)
5
,
pp. 2079-2106
Persistent link: https://www.econbiz.de/10011375882
Saved in:
7
A study of Black-Scholes model’s applicability in Indian capital markets
Srivastava, Anubha
;
Shastri, Manjula
- In:
Paradigm : the journal of Institute of Management Technology
24
(
2020
)
1
,
pp. 73-92
Persistent link: https://www.econbiz.de/10012229650
Saved in:
8
A study of relevance of Black-Scholes model on option prices of Indian stock market
Srivastava, Anubha
;
Shastri, Manjula
- In:
International journal of governance and financial …
1
(
2018
)
1
,
pp. 82-104
Persistent link: https://www.econbiz.de/10012253558
Saved in:
9
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 option market
Kapetanios, George
;
Neumann, Michael
;
Skiadopoulos, George
-
2014
and maturities and are uncorrelated with jumps in the underlying
futures
price. 14% to 28% of detected option price jumps …
Persistent link: https://www.econbiz.de/10010472845
Saved in:
10
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
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