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Portfolio-Management
Optionspreistheorie
14,724
Option pricing theory
14,260
Optionsgeschäft
4,909
Option trading
4,872
Volatilität
4,289
Volatility
4,223
Theorie
4,221
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4,088
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3,257
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3,207
Derivat
2,701
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2,698
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1,462
Portfolio selection
1,269
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1,181
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1,128
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1,089
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1,071
CAPM
1,058
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990
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977
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975
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967
Börsenkurs
839
Share price
825
Risiko
688
Risk
684
Kapitaleinkommen
657
Capital income
656
Realoptionsansatz
644
Real options analysis
643
Monte-Carlo-Simulation
631
Monte Carlo simulation
624
Kreditrisiko
596
Statistische Verteilung
590
Credit risk
586
Statistical distribution
581
Risikoprämie
524
Aktienoption
518
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7
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Platen, Eckhard
14
Perrakis, Stylianos
11
Melʹnikov, Aleksandr V.
10
Korn, Ralf
9
Fabozzi, Frank J.
7
Mahayni, Antje
7
Bayraktar, Erhan
6
Bichuch, Maxim
6
Bruns, Christoph
6
Dew-Becker, Ian
6
Erlenmaier, Ulrich
6
Giglio, Stefano
6
Kelly, Bryan T.
6
Korn, Olaf
6
Steiner, Manfred
6
Thomsett, Michael C.
6
Wilmott, Paul
6
Alexander, Carol
5
Branger, Nicole
5
Chen, An
5
Constantinides, George M.
5
Dhaene, Jan
5
Frazzini, Andrea
5
Gersbach, Hans
5
Heath, David C.
5
Lee, Cheng F.
5
Leung, Tim
5
Lhabitant, François-Serge
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5
Maurer, Raimond
5
Sundaresan, Suresh M.
5
Takahashi, Akihiko
5
Zenios, Stauros Andrea
5
Acharya, Viral V.
4
Albrecht, Peter
4
Ballotta, Laura
4
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4
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4
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4
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National Bureau of Economic Research
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Bachelier Finance Society
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Berliner Wissenschafts-Verlag
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Birkbeck College / Department of Economics
1
Cambridge University Press
1
Center for Economic Research <Tilburg>
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
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
FernUniversität in Hagen
1
International Conference on Financial Engineering, E-Commerce, and Supply Chain <2001, Athen>
1
International Conference on Numerical Methods for Finance <2006, Dublin>
1
International Workshop on Finance <2011, Kyōto>
1
Johannes Gutenberg-Universität Mainz
1
Leonard N. Stern School of Business / Information Systems Department
1
New York Institute of Finance
1
Salomon Brothers Center for the Study of Financial Institutions
1
Society of Actuaries
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Universität Kaiserslautern / Fachbereich Mathematik
1
Universität Ulm
1
Walter de Gruyter Inc.
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Workshop on Mathematical Finance <2000, Konstanz>
1
École des Hautes Études Commerciales <Lausanne>
1
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International journal of theoretical and applied finance
34
Insurance / Mathematics & economics
31
Finance and stochastics
24
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Journal of economic dynamics & control
23
Quantitative finance
18
Applied mathematical finance
14
European journal of operational research : EJOR
14
International journal of financial engineering
14
Journal of banking & finance
13
Journal of mathematical finance
12
Research paper series / Swiss Finance Institute
11
SpringerLink / Bücher
11
Mathematics and financial economics
10
Review of derivatives research
10
Journal of risk and financial management : JRFM
9
International review of financial analysis
8
Mathematical methods of operations research
8
The journal of computational finance
8
The journal of futures markets
8
Finance research letters
7
Risks : open access journal
7
Scandinavian actuarial journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
The journal of derivatives : JOD
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The review of financial studies
7
Astin bulletin : the journal of the International Actuarial Association
6
Journal of financial economics
6
Risk and decision analysis
6
The European journal of finance
6
Annals of finance
5
Chapman & Hall/CRC financial mathematics series
5
Computational Management Science : CMS
5
Economic modelling
5
Finanzmarkt und Portfolio-Management
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Mathematics of operations research
5
NBER Working Paper
5
NBER working paper series
5
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Source
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ECONIS (ZBW)
1,269
EconStor
9
OLC EcoSci
2
USB Cologne (EcoSocSci)
1
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1
Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias
-
1997
Persistent link: https://www.econbiz.de/10000958452
Saved in:
2
Utility based option pricing with proportional transaction costs and diversification problems : an interior point optimization approach
Andersen, Erling D.
;
Damgaard, Anders
-
1997
Persistent link: https://www.econbiz.de/10000960751
Saved in:
3
Capital ideas and market realities : option replication, investor behavior, and stock market crashes
Jacobs, Bruce I.
-
1999
-
1. publ.
Persistent link: https://www.econbiz.de/10000683220
Saved in:
4
Insider and liquidity trading in stock and options markets
Biais, Bruno
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 743-780
Persistent link: https://www.econbiz.de/10001174798
Saved in:
5
Options and portfolio insurance
Schwartz, Eduardo S.
- In:
Finanzmarkt und Portfolio-Management
1
(
1986
)
1
,
pp. 9-17
Persistent link: https://www.econbiz.de/10001218920
Saved in:
6
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
7
Efficient hedging of path-dependent options
Kolkiewicz, Adam W.
- In:
International journal of theoretical and applied finance
19
(
2016
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011525107
Saved in:
8
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
9
The impact of alternative performance measures on portfolio procurement with contingent option contracts
Fu, Qi
- In:
International journal of production economics
167
(
2015
),
pp. 128-138
Persistent link: https://www.econbiz.de/10011346577
Saved in:
10
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
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