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~subject:"Volatilität"
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Volatilität
Optionspreistheorie
14,843
Option pricing theory
14,382
Optionsgeschäft
5,147
Option trading
4,938
Theorie
4,590
Theory
4,435
Volatility
4,320
Stochastischer Prozess
3,316
Stochastic process
3,264
Derivat
2,758
Derivative
2,752
Hedging
1,479
Portfolio-Management
1,332
Portfolio selection
1,320
USA
1,209
Black-Scholes-Modell
1,203
United States
1,174
Black-Scholes model
1,147
CAPM
1,097
Schätzung
1,075
Estimation
1,056
Zinsstruktur
996
Yield curve
986
Börsenkurs
880
Share price
866
Kalkulation
817
data
738
Daten
733
Risiko
726
Risk
721
Data
710
Deutschland
697
Kapitaleinkommen
681
Capital income
680
Realoptionsansatz
652
Real options analysis
651
Monte-Carlo-Simulation
639
Monte Carlo simulation
633
Germany
614
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Online availability
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Free
1,546
Undetermined
1,224
Type of publication
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Article
2,544
Book / Working Paper
1,841
Type of publication (narrower categories)
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Article in journal
2,441
Aufsatz in Zeitschrift
2,441
Graue Literatur
517
Non-commercial literature
517
Working Paper
500
Arbeitspapier
463
Hochschulschrift
122
Aufsatz im Buch
96
Book section
96
Thesis
84
Collection of articles written by one author
22
Sammlung
22
Collection of articles of several authors
18
Sammelwerk
18
Conference paper
15
Konferenzbeitrag
15
Forschungsbericht
12
Bibliografie enthalten
9
Bibliography included
9
Lehrbuch
7
Aufsatzsammlung
6
Textbook
6
Amtsdruckschrift
4
Government document
4
Dissertation u.a. Prüfungsschriften
3
Accompanied by computer file
2
Bibliografie
2
Elektronischer Datenträger als Beilage
2
Konferenzschrift
2
Ratgeber
2
Systematic review
2
Übersichtsarbeit
2
Article
1
CD-ROM, DVD
1
Guidebook
1
Handbook
1
Handbuch
1
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English
4,304
German
77
French
3
Spanish
3
Hungarian
1
Portuguese
1
Undetermined
1
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Author
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Cui, Zhenyu
44
Carr, Peter
28
Härdle, Wolfgang
25
Jacobs, Kris
25
Jacquier, Antoine (Jack)
25
Zhang, Jin E.
25
Chiarella, Carl
24
Gatheral, Jim
22
Fengler, Matthias R.
21
Nguyen, Duy
21
Alòs, Elisa
20
Lorig, Matthew
20
Takahashi, Akihiko
20
Guyon, Julien
19
Todorov, Viktor
19
Christoffersen, Peter F.
18
McAleer, Michael
18
Wang, Xingchun
18
Wu, Liuren
17
Escobar, Marcos
16
Ryu, Doojin
16
Benth, Fred Espen
15
Fouque, Jean-Pierre
15
Grasselli, Martino
15
Jiang, George J.
15
Schoutens, Wim
15
Elliott, Robert J.
14
Ewald, Christian-Oliver
14
Forde, Martin
14
Jacquier, Antoine
14
Kang, Boda
14
Le Floc'h, Fabien
14
Madan, Dilip B.
14
Oosterlee, Cornelis W.
14
Skiadopoulos, George
14
Grzelak, Lech A.
13
Schlag, Christian
13
Wong, Hoi Ying
13
Zheng, Wendong
13
Branger, Nicole
12
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Institution
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National Bureau of Economic Research
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
6
Institut für Schweizerisches Bankwesen <Zürich>
6
Chambre de commerce et d'industrie de Paris
4
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Svenska Handelshögskolan <Helsinki>
4
Centre of Financial Studies
2
Christian-Albrechts-Universität zu Kiel
2
National Centre of Competence in Research - Financial Valuation and Risk Management
2
Springer Fachmedien Wiesbaden
2
Banco Central do Brasil
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Berliner Wissenschafts-Verlag
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Danmarks Nationalbank
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of San Francisco
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Hochschule für Bankwirtschaft
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Center for Financial Asset Management and Engineering <Genève>
1
Karlsruher Institut für Technologie
1
Melbourne Business School
1
Technische Hochschule Mittelhessen
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
Universität Trier
1
Universität Ulm
1
Universität zu Köln / Seminar für Wirtschafts- und Sozialstatistik
1
Verlag Dr. Kovač
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Westfälische Wilhelms-Universität Münster
1
Wharton School
1
Wharton School / Finance Department
1
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Published in...
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International journal of theoretical and applied finance
165
The journal of futures markets
113
Quantitative finance
108
Journal of banking & finance
97
Applied mathematical finance
75
The journal of computational finance
65
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
Finance research letters
55
Review of derivatives research
54
The journal of derivatives : the official publication of the International Association of Financial Engineers
49
International journal of financial engineering
47
Journal of econometrics
44
Computational economics
42
European journal of operational research : EJOR
42
Finance and stochastics
42
The North American journal of economics and finance : a journal of financial economics studies
40
Journal of economic dynamics & control
37
Journal of mathematical finance
36
Journal of financial economics
31
Risks : open access journal
30
Review of quantitative finance and accounting
29
Research paper series / Swiss Finance Institute
27
Applied economics
26
Insurance / Mathematics & economics
26
Annals of finance
25
International review of economics & finance : IREF
25
International review of financial analysis
25
The European journal of finance
25
Journal of empirical finance
22
Energy economics
21
Journal of financial and quantitative analysis : JFQA
21
Journal of risk and financial management : JRFM
21
Management science : journal of the Institute for Operations Research and the Management Sciences
21
Decisions in economics and finance : DEF ; a journal of applied mathematics
20
Discussion paper / Tinbergen Institute
20
The journal of finance : the journal of the American Finance Association
20
Applied financial economics
18
Journal of financial markets
18
Economic modelling
17
Asia-Pacific financial markets
16
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Source
All
ECONIS (ZBW)
4,324
EconStor
38
USB Cologne (business full texts)
15
USB Cologne (EcoSocSci)
8
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1
Performancemessung von Optionsportfolios und deren Anwendung zur Margenschätzung bei strukturierten Finanzprodukten
Wessels, Sebastian
-
2021
Persistent link: https://www.econbiz.de/10012584118
Saved in:
2
Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
-
2017
Persistent link: https://www.econbiz.de/10011638660
Saved in:
3
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
4
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
Saved in:
5
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
6
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
7
Der Informationsgehalt von Derivaten für die Geldpolitik : implizite Volatilitäten und Wahrscheinlichkeiten
Neuhaus, Holger
-
1995
Persistent link: https://www.econbiz.de/10000550284
Saved in:
8
The options edge : winning the volatility game with options on futures
Gallacher, William R.
-
1998
Persistent link: https://www.econbiz.de/10000670962
Saved in:
9
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
Saved in:
10
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
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