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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
722,553
Theory
707,644
Schätzung
37,680
Estimation
36,894
Welt
33,909
World
33,283
USA
33,155
United States
31,766
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31,469
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30,452
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25,266
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25,056
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24,208
Deutschland
24,157
Monetary policy
23,405
Germany
22,663
Portfolio-Management
22,414
Portfolio selection
22,208
Prognoseverfahren
19,693
Forecasting model
19,355
Mathematische Optimierung
19,329
Mathematical programming
19,221
Wirtschaftswachstum
17,207
Economic growth
16,546
Schätztheorie
14,938
Börsenkurs
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Estimation theory
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Share price
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Volatilität
13,775
Volatility
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Konsumentenverhalten
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Spieltheorie
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Consumer behaviour
12,414
Einkommensverteilung
12,154
Experiment
12,027
Finanzmarkt
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Wystup, Uwe
36
Härdle, Wolfgang
29
Hull, John
27
Schöbel, Rainer
21
Belomestny, Denis
18
Carr, Peter
18
Kohlmann, Michael
18
Schoenmakers, John
18
Chiarella, Carl
17
Schwartz, Eduardo S.
17
Vorst, Ton
17
Madan, Dilip B.
16
Scaillet, Olivier
16
Subrahmanyam, Marti G.
16
Glasserman, Paul
15
Kwok, Yue-Kuen
15
Rosenberg, Joshua V.
15
Jarrow, Robert A.
14
Korn, Olaf
14
Reiß, Ariane
14
Renault, Eric
14
Schlag, Christian
14
Bates, David S.
13
Joshi, Mark S.
13
Pierdzioch, Christian
13
Prigent, Jean-Luc
13
Rockinger, Michael
13
Steiner, Manfred
13
Bellalah, Mondher
12
Broadie, Mark
12
Chesney, Marc
12
Elliott, Robert J.
12
Hafner, Christian M.
12
Korn, Ralf
12
Sandmann, Klaus
12
Wei, Jason
12
Barone-Adesi, Giovanni
11
Engle, Robert F.
11
Frey, Rüdiger
11
Jondeau, Eric
11
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Centre for Analytical Finance <Århus>
13
Svenska Handelshögskolan <Helsinki>
8
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Bonn Graduate School of Economics
4
Center for Economic Research <Tilburg>
4
Johannes Gutenberg-Universität Mainz
4
Verlag Dr. Kovač
4
Centre of Financial Studies
3
Chambre de commerce et d'industrie de Paris
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Hochschule für Bankwirtschaft
2
Springer-Verlag GmbH
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Weltbank
2
American Finance Association
1
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of Canada
1
Berliner Wissenschafts-Verlag
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
Columbia University / Graduate School of Business
1
Commissariat à l'énergie atomique
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Danmarks Nationalbank
1
Erasmus Research Institute of Management
1
Eric Cuvillier <Firma>
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Cleveland
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
185
Finance and stochastics
107
International journal of theoretical and applied finance
106
The journal of derivatives : the official publication of the International Association of Financial Engineers
89
The journal of futures markets
71
Applied mathematical finance
64
The journal of computational finance
64
Review of derivatives research
53
Journal of banking & finance
46
The journal of finance : the journal of the American Finance Association
40
Journal of economic dynamics & control
39
The journal of real estate finance and economics
38
The review of financial studies
35
SFB 649 discussion paper
30
Working paper series / Centre for Practical Quantitative Finance
29
Gabler Edition Wissenschaft
28
Advances in futures and options research : a research annual
27
Journal of financial economics
27
SFB 649 Discussion Paper
27
Journal of financial and quantitative analysis : JFQA
26
Working paper / National Bureau of Economic Research, Inc.
23
SpringerLink / Bücher
22
Discussion paper / B
20
Finance : revue de l'Association Française de Finance
20
Journal of econometrics
19
Tübinger Diskussionsbeiträge
19
The European journal of finance
18
The journal of fixed income
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
18
Europäische Hochschulschriften / 5
17
Real estate economics : journal of the American Real Estate and Urban Economics Association
17
Decisions in economics and finance : DEF ; a journal of applied mathematics
16
Série des documents de travail / Centre de Recherche en Économie et Statistique
16
CPQF Working Paper Series
15
Lecture notes in economics and mathematical systems : LNEMS
15
Research paper series / Swiss Finance Institute
15
Springer finance
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
14
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ECONIS (ZBW)
3,563
EconStor
124
USB Cologne (EcoSocSci)
5
OLC EcoSci
4
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1
Quantitative corporate finance
Guerard, John Baynard
;
Saxena, Anureet
;
Gültekin, …
-
2021
-
Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets:
Theory
of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
Saved in:
2
A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Chorro, Christophe
-
2015
The current world financial scene indicates at an intertwined and interdependent relationship between financial market activity and economic health. This book explains how the economic messages delivered by the dynamic evolution of financial asset returns are strongly related to option prices....
Persistent link: https://www.econbiz.de/10012401993
Saved in:
3
A time series approach to option pricing : models, methods and empirical performances
Chorro, Christophe
;
Guégan, Dominique
;
Ielpo, Florian
-
2015
Persistent link: https://www.econbiz.de/10010458461
Saved in:
4
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2019
-
Fifth edition
Persistent link: https://www.econbiz.de/10012000638
Saved in:
5
Statistics of financial markets : an introduction
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2015
-
4. ed.
Persistent link: https://www.econbiz.de/10010485660
Saved in:
6
Zeitreihenanalyse
von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10000893910
Saved in:
7
Analyse deutscher Aktien und Optionsscheine mittels ARCH-Modellen unter besonderer Berücksichtigung von Verteilungen der robusten Statistik
Bönte, Gunnar
-
1997
Persistent link: https://www.econbiz.de/10000973626
Saved in:
8
Garch option pricing, valuing the target price support program, and a new efficiency criterion
Kang, Tae-hoon
-
1993
Persistent link: https://www.econbiz.de/10000950781
Saved in:
9
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
10
GARCH Effekte in der Optionsbewertung : empirisch fundierte Simulationsergebnisse
Geyer, Alois
- In:
Journal of business economics : JBE
65
(
1995
)
5
,
pp. 533-549
Persistent link: https://www.econbiz.de/10001181156
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