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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
192
Theory
191
Kreditrisiko
56
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55
CAPM
49
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45
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43
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43
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40
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40
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39
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38
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37
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36
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34
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34
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34
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33
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33
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27
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26
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19
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19
Volatilität
19
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18
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18
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18
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18
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17
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17
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9
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Article
21
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7
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7
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7
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7
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English
39
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Das, Sanjiv R.
17
Duffie, Darrell
12
Das, Sanjiv Ranjan
9
Sundaram, Rangarajan K.
5
Pan, Jun
4
Singleton, Kenneth J.
4
Acharya, Viral V.
3
Bhandari, Rishabh
2
Chacko, George
2
Granger, Brian
2
Aingworth, Donald D.
1
Bakshi, Gurdip S.
1
Culkin, Robert
1
Fabozzi, Frank J.
1
Filipović, Damir
1
Foresi, Silverio
1
Huang, Ming
1
Jansen, Jeroen
1
Kan, Rui
1
Kapadia, Nikunj
1
Kim, Seoyoung
1
Madan, Dilip B.
1
Meadows, Ray
1
Motwani, Rajeev
1
Protter, Philip E.
1
Rebonato, Riccardo
1
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1
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National Bureau of Economic Research
2
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1
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Journal of banking & finance
3
Journal of investment management : JOIM
3
NBER Working Paper
3
Financial markets and asset pricing
2
Journal of economic dynamics & control
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Review of derivatives research
2
Technical working paper / National Bureau of Economic Research
2
The review of financial studies
2
Working paper / National Bureau of Economic Research, Inc.
2
Discussion paper / Centre for Economic Policy Research
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
IFA working paper
1
Journal of economic literature
1
NBER technical working paper series
1
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1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
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1
Credit risk derivatives
Das, Sanjiv R.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
3
,
pp. 7-23
Persistent link: https://www.econbiz.de/10001219525
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2
Discrete-time bond and option pricing for jump-diffusion processes
Das, Sanjiv R.
- In:
Review of derivatives research
1
(
1996
)
3
,
pp. 211-243
Persistent link: https://www.econbiz.de/10001238754
Saved in:
3
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
Saved in:
4
An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Health-Jarrow-Morton model
Das, Sanjiv R.
-
1997
Persistent link: https://www.econbiz.de/10001590545
Saved in:
5
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
6
Average interest
Chacko, George
;
Das, Sanjiv R.
-
1997
Persistent link: https://www.econbiz.de/10000630555
Saved in:
7
Dealing with dimension : option pricing on factor trees
Das, Sanjiv R.
;
Granger, Brian
- In:
Journal of investment management : JOIM
7
(
2009
)
2
,
pp. 73-85
Persistent link: https://www.econbiz.de/10003862674
Saved in:
8
Options on portfolios with higher-order moments
Bhandari, Rishabh
;
Das, Sanjiv R.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 122-129
Persistent link: https://www.econbiz.de/10003888004
Saved in:
9
Random lattices for option pricing problems in finance
Das, Sanjiv R.
- In:
Journal of investment management : JOIM
9
(
2011
)
2
,
pp. 88-106
Persistent link: https://www.econbiz.de/10009305604
Saved in:
10
Strategic loan modification : an options-based response to strategic default
Das, Sanjiv R.
;
Meadows, Ray
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 636-647
Persistent link: https://www.econbiz.de/10009705609
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