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United States
Optionspreistheorie
14,760
Option pricing theory
14,296
Theorie
5,597
Theory
5,429
Volatilität
3,892
Volatility
3,823
Stochastischer Prozess
3,248
Stochastic process
3,189
Optionsgeschäft
2,873
Option trading
2,854
Derivat
2,403
Derivative
2,400
Mathematisches Modell
2,275
Hedging
1,257
Portfolio-Management
1,158
Portfolio selection
1,146
Black-Scholes-Modell
1,106
Black-Scholes model
1,052
CAPM
1,043
USA
1,023
Schätzung
997
Estimation
976
Zinsstruktur
949
Yield curve
939
Deutschland
763
Risiko
681
Risk
663
Germany
661
Realoptionsansatz
645
Real options analysis
644
Kreditrisiko
629
Monte-Carlo-Simulation
620
Monte Carlo simulation
613
Finanzmathematik
611
Credit risk
601
Mikroökonomie
595
Börsenkurs
585
Statistische Verteilung
574
Share price
570
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67
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Article
475
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3
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62
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36
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36
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29
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29
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29
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23
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23
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20
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20
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11
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7
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5
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5
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4
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English
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German
40
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Engle, Robert F.
8
Rosenberg, Joshua V.
8
Varian, Hal R.
8
Madan, Dilip B.
7
Bates, David S.
6
Nandi, Saikat
6
Pindyck, Robert S.
6
Craig, Ben R.
5
Deng, Yongheng
5
Fleming, Jeff
5
Frank, Robert H.
5
Heston, Steven L.
5
Joshi, Mark S.
5
Pierdzioch, Christian
5
Schwartz, Eduardo S.
5
Skiadopoulos, George
5
Bollerslev, Tim
4
Browning, Edgar K.
4
Carr, Peter
4
Christoffersen, Peter F.
4
Crew, Michael A.
4
Crouhy, Michel
4
Driessen, Joost
4
Figlewski, Stephen
4
Galai, Dan
4
Jacobs, Kris
4
Jong, Frank de
4
Keller, Joachim G.
4
Longstaff, Francis A.
4
Pedersen, Lasse Heje
4
Poteshman, Allen M.
4
Turvey, Calum Greig
4
Wiener, Zvi
4
Zupan, Mark A.
4
Alexander, Carol
3
Ammann, Manuel
3
Bakshi, Gurdip S.
3
Bali, Turan G.
3
Bliss, Robert R.
3
Buraschi, Andrea
3
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Brookings Institution
2
Conference on Research in Income and Wealth
2
Edward Elgar Publishing
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
National Bureau of Economic Research
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Universitätsbibliothek Erlangen-Nürnberg
2
Verlag Dr. Kovač
2
Weltbank
2
American Finance Association
1
Association of University Programs in Health Administration
1
Australian National University / Faculty of Economics and Commerce
1
Centre for Analytical Finance <Århus>
1
Conference on Research in Income and Wealth Entitled Price Index Concepts and Measurement <2004, Vancouver, British Columbia>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Federal Reserve Bank of Chicago
1
Federal Reserve System / Division of Research and Statistics
1
Forschungsstelle für Internationales Management
1
Friedrich-Schiller-Universität Jena
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
1
Goethe-Universität Frankfurt am Main
1
Hydro-Electric Commission through its Energy Management Centre
1
Ifo Institut
1
Institut für Empirische Wirtschaftsforschung <Berlin>
1
Institute for Fiscal Studies
1
Institute of Economic Affairs <London>
1
Institute of Finance and Accounting <London>
1
Institutionen för Skogsekonomi <Ume°a>
1
International Accounting Standards Board
1
International Centre for Trade and Sustainable Development
1
Kanada / Department of Industry <1993->
1
Kanada / Minister of State for Employment and Immigration
1
Kanada / Skill Development Leave Task Force
1
North Holland Publishing Company <Amsterdam u.a.>
1
Office of Population Research, Princeton University
1
Office of State Planning and Development
1
Pennsylvania Land Policy Project
1
Practising Law Institute
1
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The journal of futures markets
40
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
20
Working paper / National Bureau of Economic Research, Inc.
20
Journal of financial and quantitative analysis : JFQA
17
Journal of financial economics
14
Journal of banking & finance
13
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
Discussion paper / Centre for Economic Policy Research
7
Working paper
7
American journal of agricultural economics
6
Finance and economics discussion series
6
International review of economics & finance : IREF
6
Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Review of quantitative finance and accounting
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Journal of empirical finance
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The Addison-Wesley series in economics
4
The financial review : the official publication of the Eastern Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
CORE discussion paper : DP
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion paper
3
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Source
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ECONIS (ZBW)
931
USB Cologne (EcoSocSci)
2
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1
Financial pricing models in continuous time and Kalman filtering
Kellerhals, Boris-Philipp
;
Kellerhals, Boris Philipp
-
2001
Persistent link: https://www.econbiz.de/10001591594
Saved in:
2
Mathematical models of financial derivatives : with 2 tables
Kwok, Yue-Kuen
-
1998
Persistent link: https://www.econbiz.de/10000628948
Saved in:
3
Analysis, geometry, and modeling in finance : advanced methods in option pricing
Henry-Labordère, Pierre
-
2009
Persistent link: https://www.econbiz.de/10010251946
Saved in:
4
Pricing derivative securities : an interactive, dynamic environment with Maple V and Matlab
Prisman, Eliezer Z.
;
Prisman, Eliezer Zeev
-
2000
Persistent link: https://www.econbiz.de/10001484042
Saved in:
5
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
6
Efficiency, technical change, and returns to scale in large US banks : panel data evidence from an output distance function satisfying theoretical regularity
Feng, Guohua
;
Serletis, Apostolos
-
2009
Persistent link: https://www.econbiz.de/10003868965
Saved in:
7
Does the option market produce superior forecasts of noise-corrected volatility measures?
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
-
2007
Persistent link: https://www.econbiz.de/10003486448
Saved in:
8
Association between Markov regime-switching market volatility and beta risk : evidence from Dow Jones industrial securities
Galagedera, Don U. A.
;
Shami, Roland G.
-
2003
Persistent link: https://www.econbiz.de/10001892068
Saved in:
9
The decline in income growth volatility in the United States : evidence from regional data
Anderson, Heather M.
;
Vahid, Farshid
-
2003
Persistent link: https://www.econbiz.de/10001892127
Saved in:
10
Contributions to management science, mathematics and modelling : essays in honour of Professor Ilkka Virtanen
Laaksonen, Matti
(
contributor
);
Virtanen, Ilkka
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10001913934
Saved in:
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