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The Valuation of Caps, Floors...
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United States
Optionspreistheorie
14,803
Option pricing theory
14,338
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4,912
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USA
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CAPM
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972
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848
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834
Risiko
697
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694
Kapitaleinkommen
662
Capital income
661
Realoptionsansatz
648
Real options analysis
647
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633
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626
Kreditrisiko
603
Credit risk
593
Statistische Verteilung
591
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582
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533
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The journal of futures markets
76
The review of financial studies
45
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
Journal of financial and quantitative analysis : JFQA
34
The journal of finance : the journal of the American Finance Association
31
Working paper / National Bureau of Economic Research, Inc.
30
Journal of banking & finance
23
Journal of financial economics
19
The journal of fixed income
14
Review of derivatives research
12
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
The journal of business : B
11
The journal of real estate finance and economics
10
Discussion paper / Centre for Economic Policy Research
9
The journal of computational finance
9
Review of quantitative finance and accounting
8
American journal of agricultural economics
7
International review of economics & finance : IREF
7
International review of financial analysis
7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Working paper
7
Finance and economics discussion series
6
Journal of empirical finance
6
The financial review : the official publication of the Eastern Finance Association
6
The journal of trading
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Advances in quantitative analysis of finance and accounting : a research annual
5
Applied financial economics
5
Global finance journal
5
International journal of theoretical and applied finance
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
Working paper series / Federal Reserve Bank of Atlanta
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
Working papers / Rodney L. White Center for Financial Research
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
International journal of business
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of econometrics
4
Journal of financial markets
4
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ECONIS (ZBW)
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1
Option trading
Merrifield, Lewis B.
(
contributor
)
-
1974
Persistent link: https://www.econbiz.de/10000534207
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2
Options
Kolb, Robert W.
-
1997
-
3. ed
Persistent link: https://www.econbiz.de/10000962346
Saved in:
3
Demand-based option pricing
Garleanu, Nicolae
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003726854
Saved in:
4
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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5
Summary statistics of option-implied probability density functions and their properties
Lynch, Damien
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003649282
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6
Risk, uncertainty, and option exercise
Miao, Jianjun
(
contributor
);
Wang, Neng
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003738511
Saved in:
7
A valuation framework for selecting option strategies
Clarke, Roger G.
;
DeSilva, Harindra
;
McMurran, Greg M.
-
2008
Persistent link: https://www.econbiz.de/10003765043
Saved in:
8
A mutualized risk market with endogenous prices, with application to US landfalling hurricanes
Meyer, Robert J.
;
Horowitz, Michael
;
Wilks, Daniel
; …
-
2008
Persistent link: https://www.econbiz.de/10003784024
Saved in:
9
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
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10
An introduction to options trading
Weert, Frans J. de
-
2006
Persistent link: https://www.econbiz.de/10003306103
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