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~subject:"Optionspreistheorie"
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Optionspreistheorie
Zinsstruktur
14,611
Yield curve
14,395
Theorie
5,285
Theory
5,202
Schätzung
2,599
Estimation
2,553
Zins
2,260
USA
2,234
Geldpolitik
2,225
Interest rate
2,224
Risikoprämie
2,189
United States
2,171
Monetary policy
2,168
Risk premium
2,159
Öffentliche Anleihe
2,036
Public bond
2,011
Kreditrisiko
1,383
Credit risk
1,373
Kapitaleinkommen
1,284
Capital income
1,275
EU-Staaten
1,258
Cancer
1,257
EU countries
1,213
Anleihe
1,152
Bond
1,140
Krebskrankheit
1,135
Prognoseverfahren
1,089
Volatilität
1,076
Forecasting model
1,065
Volatility
1,053
Eurozone
943
Euro area
926
Option pricing theory
920
Unternehmensanleihe
885
Corporate bond
883
Deutschland
781
Interest rate derivative
780
Zinsderivat
780
CAPM
752
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Online availability
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Free
265
Undetermined
207
Type of publication
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Article
511
Book / Working Paper
419
Type of publication (narrower categories)
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Article in journal
491
Aufsatz in Zeitschrift
491
Graue Literatur
127
Non-commercial literature
127
Working Paper
110
Arbeitspapier
106
Hochschulschrift
53
Thesis
44
Aufsatz im Buch
18
Book section
18
Collection of articles written by one author
15
Sammlung
15
Lehrbuch
13
Textbook
11
Collection of articles of several authors
10
Sammelwerk
10
Bibliografie enthalten
9
Bibliography included
9
Conference paper
9
Konferenzbeitrag
9
Systematic review
7
Übersichtsarbeit
7
Forschungsbericht
5
Konferenzschrift
5
Aufsatzsammlung
4
Conference proceedings
4
Bibliografie
2
Accompanied by computer file
1
Book review
1
Dissertation u.a. Prüfungsschriften
1
Elektronischer Datenträger als Beilage
1
Glossar enthalten
1
Glossary included
1
Mikroform
1
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1
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1
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English
902
German
23
French
2
Spanish
2
Undetermined
1
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Schlögl, Erik
15
Joshi, Mark S.
14
Schoenmakers, John
11
Filipović, Damir
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Fabozzi, Frank J.
7
Fanelli, Viviana
7
Rebonato, Riccardo
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Schulmerich, Marcus
6
Subrahmanyam, Marti G.
6
Wu, Ting-pin
6
Belomestny, Denis
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Houweling, Patrick
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Vorst, Ton
5
Wu, Tao L.
5
Yasuoka, Takashi
5
Brace, Alan
4
Brigo, Damiano
4
Christoffersen, Peter F.
4
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National Bureau of Economic Research
4
Centre for Analytical Finance <Århus>
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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Published in...
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International journal of theoretical and applied finance
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of banking & finance
23
The journal of computational finance
23
Applied mathematical finance
21
Finance and stochastics
18
Review of derivatives research
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Quantitative finance
17
The journal of fixed income
15
The journal of futures markets
14
International journal of financial engineering
12
Risks : open access journal
10
Journal of financial economics
8
The review of financial studies
8
Asia-Pacific financial markets
7
Finance research letters
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
SpringerLink / Bücher
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Lecture notes in economics and mathematical systems : LNEMS
5
Mathematics and financial economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper
5
Annals of finance
4
Annals of financial economics
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
4
Série de trabalhos para discussão
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in futures and options research : a research annual
3
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Source
All
ECONIS (ZBW)
922
EconStor
4
USB Cologne (EcoSocSci)
4
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41
Option prices with stochastic interest rates : Black, Scholes and Ho, Lee unified
Wilhelm, Jochen
-
1999
Persistent link: https://www.econbiz.de/10001407653
Saved in:
42
The term structure of interest rates : alternative approaches and their implications for the valuation of contingent claims
Subrahmanyam, Marti G.
- In:
The Geneva papers on risk and insurance theory
21
(
1996
)
1
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001334894
Saved in:
43
Modellierung der
Zinsstruktur
in Deutschland
Dankenbring, Henning
-
1999
Persistent link: https://www.econbiz.de/10001380567
Saved in:
44
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
Saved in:
45
Interest rate modelling
James, Jessica
;
Webber, Nick
-
2000
Persistent link: https://www.econbiz.de/10001354952
Saved in:
46
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang
;
Uhrig-Homburg, Marliese
;
Walter, Ulrich
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
Saved in:
47
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
48
Nonparametric modeling of US interest rate term structure dynamics and implications on the prices of derivative securities
Jiang, George J.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
4
,
pp. 465-497
Persistent link: https://www.econbiz.de/10001256376
Saved in:
49
Erfahrungen bei dem Einsatz von Modellen zur Bewertung von Zinsoptionen : eine empirische Studie
Bühler, Wolfgang
(
contributor
)
- In:
Bewertung und Einsatz von Finanzderivaten
,
(pp. 1-42)
.
1997
Persistent link: https://www.econbiz.de/10001321785
Saved in:
50
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
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