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The Valuation of Caps, Floors...
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Theorie
Optionspreistheorie
14,724
Option pricing theory
14,260
Optionsgeschäft
4,909
Option trading
4,872
Volatilität
4,289
Volatility
4,223
Theory
4,088
Stochastischer Prozess
3,257
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3,207
Derivat
2,701
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2,698
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1,462
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1,281
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1,269
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1,181
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1,128
USA
1,089
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1,071
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1,058
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990
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977
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975
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967
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839
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825
Risiko
688
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684
Kapitaleinkommen
657
Capital income
656
Realoptionsansatz
644
Real options analysis
643
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631
Monte Carlo simulation
624
Kreditrisiko
596
Statistische Verteilung
590
Credit risk
586
Statistical distribution
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524
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581
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Wystup, Uwe
40
Hull, John
29
Härdle, Wolfgang
27
Vorst, Ton
23
Carr, Peter
22
Chiarella, Carl
21
Schöbel, Rainer
20
Jarrow, Robert A.
19
Kohlmann, Michael
18
Madan, Dilip B.
18
Scaillet, Olivier
18
Kwok, Yue-Kuen
17
Frey, Rüdiger
16
Rosenberg, Joshua V.
16
Schoenmakers, John
16
Schwartz, Eduardo S.
16
Subrahmanyam, Marti G.
16
Belomestny, Denis
15
Glasserman, Paul
15
Joshi, Mark S.
15
Schlag, Christian
15
Chesney, Marc
14
Engle, Robert F.
14
Korn, Olaf
14
Korn, Ralf
14
Reiß, Ariane
14
Renault, Eric
14
Rockinger, Michael
14
Wei, Jason
14
Bellalah, Mondher
13
Pierdzioch, Christian
13
Prigent, Jean-Luc
13
Sandmann, Klaus
13
Steiner, Manfred
13
Boyle, Phelim P.
12
Broadie, Mark
12
Elliott, Robert J.
12
Jiang, George J.
12
Jondeau, Eric
12
Touzi, Nizar
12
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Centre for Analytical Finance <Århus>
17
National Bureau of Economic Research
8
Svenska Handelshögskolan <Helsinki>
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Center for Economic Research <Tilburg>
5
Bonn Graduate School of Economics
4
Chambre de commerce et d'industrie de Paris
4
Johannes Gutenberg-Universität Mainz
4
Verlag Dr. Kovač
4
Centre of Financial Studies
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
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Associazione Operatori Bancari in Titoli
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Institute of Finance and Accounting <London>
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Springer-Verlag GmbH
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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The Wharton Financial Institutions Center
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Transportation, Water, and Telecommunications Department, The World Bank
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Weltbank
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American Finance Association
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Australian National University / Faculty of Economics and Commerce
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Bachelier Finance Society
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Bank of Canada
1
Berliner Wissenschafts-Verlag
1
Business Information Centre <Toronto>
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
City University
1
Columbia University / Graduate School of Business
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
196
Finance and stochastics
121
International journal of theoretical and applied finance
115
The journal of derivatives : the official publication of the International Association of Financial Engineers
104
The journal of futures markets
87
The journal of computational finance
69
Journal of banking & finance
67
Applied mathematical finance
63
Review of derivatives research
61
The review of financial studies
48
The journal of finance : the journal of the American Finance Association
46
Journal of economic dynamics & control
42
The journal of real estate finance and economics
39
Journal of financial economics
35
Working paper / National Bureau of Economic Research, Inc.
33
Gabler Edition Wissenschaft
31
Working paper series / Centre for Practical Quantitative Finance
31
Journal of financial and quantitative analysis : JFQA
30
Advances in futures and options research : a research annual
28
SFB 649 Discussion Paper
27
SFB 649 discussion paper
27
Finance : revue de l'Association Française de Finance
25
SpringerLink / Bücher
24
Discussion paper / B
22
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
22
Série des documents de travail / Centre de Recherche en Économie et Statistique
21
The European journal of finance
21
The journal of fixed income
20
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Tübinger Diskussionsbeiträge
19
Asia-Pacific financial markets
18
Europäische Hochschulschriften / 5
18
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
18
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
18
Discussion paper / Centre for Economic Policy Research
17
Journal of econometrics
17
The journal of risk and insurance : the journal of the American Risk and Insurance Association
17
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
16
Lecture notes in economics and mathematical systems : LNEMS
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
16
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ECONIS (ZBW)
4,089
EconStor
123
USB Cologne (EcoSocSci)
5
OLC EcoSci
4
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1
Advances in futures and options research : a research annual
Stamford, Conn. : JAI Press
;
1987-1998: Greenwich, …
-
2.1987 - 3.1988; 4.1990 -
Persistent link: https://www.econbiz.de/10000501985
Saved in:
2
Option trading
Merrifield, Lewis B.
(
contributor
)
-
1974
Persistent link: https://www.econbiz.de/10000534207
Saved in:
3
Informationsverarbeitung und Preisbildung am Aktien- und Optionsmarkt : eine empirische Intraday-Untersuchung zur Preisanpassungsgeschwindigkeit an schweizerischen und deutschen Ak...
Schäfer, Bernd
-
1995
Persistent link: https://www.econbiz.de/10000902507
Saved in:
4
La determinazione del prezzo nei mercati "future"
Termini, Valeria
-
1994
Persistent link: https://www.econbiz.de/10000909231
Saved in:
5
Stock price jumps and their impact on option valuation
Trautmann, Siegfried
;
Beinert, Michaela
-
1994
Persistent link: https://www.econbiz.de/10000910708
Saved in:
6
Valuing the right to tax incomes : an options pricing approach
Draaisma, Teun
-
1996
Persistent link: https://www.econbiz.de/10000931831
Saved in:
7
Devisenoptionen : Bewertung, Preisbildung und Auswirkungen auf die Effizienz des Devisenmarktes
Hiller, Christoph B.
-
1996
Persistent link: https://www.econbiz.de/10000946743
Saved in:
8
Call features and term to maturity of callable foreign bonds
Hooper, Vincent J.
(
contributor
);
Pointon, John
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000947861
Saved in:
9
Analytische Auswertung und Steuerung von Optionspositionen
Möller, Matthias
-
1997
Persistent link: https://www.econbiz.de/10000958452
Saved in:
10
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
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