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Yield curve
Optionspreistheorie
14,840
Option pricing theory
14,379
Transaction costs
10,404
Transaktionskosten
10,246
Theorie
9,724
Theory
9,497
Volatilität
4,379
Volatility
4,320
Stochastischer Prozess
3,495
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3,441
Nonlinear regression
3,191
Nichtlineare Regression
3,183
Optionsgeschäft
3,013
Option trading
2,993
Derivat
2,551
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2,547
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2,293
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2,261
Portfolio-Management
1,892
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1,885
USA
1,867
United States
1,837
Black-Scholes-Modell
1,729
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1,681
Hedging
1,425
transaction costs
1,391
CAPM
1,252
Zeitreihenanalyse
1,114
Time series analysis
1,100
Börsenkurs
1,076
Share price
1,056
Zinsstruktur
1,053
Schätztheorie
961
Estimation theory
949
Risiko
902
Risk
902
Kapitaleinkommen
891
Capital income
890
Deutschland
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1,011
German
29
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Schlögl, Erik
15
Joshi, Mark S.
14
Schoenmakers, John
12
Filipović, Damir
10
Jacobs, Kris
10
Chen, Son-nan
9
Elliott, Robert J.
9
Chiarella, Carl
8
Fabozzi, Frank J.
8
Grbac, Zorana
8
Almeida, Caio
7
Benth, Fred Espen
7
Christoffersen, Peter F.
7
Fanelli, Viviana
7
Sandmann, Klaus
7
White, Alan
7
Beveridge, Christopher
6
Das, Sanjiv R.
6
Eberlein, Ernst
6
Grzelak, Lech A.
6
Henrard, Marc P. A.
6
Musiela, Marek
6
Oosterlee, Cornelis W.
6
Rebonato, Riccardo
6
Subrahmanyam, Marti G.
6
Takamizawa, Hideyuki
6
Wu, Ting-pin
6
Belomestny, Denis
5
Brigo, Damiano
5
Driessen, Joost
5
Gnoatto, Alessandro
5
Grasselli, Martino
5
Hull, John
5
Macrina, Andrea
5
Papapantoleon, Antonis
5
Pelsser, Antoon André Jean
5
Schwartz, Eduardo S.
5
Schönbucher, Philipp J.
5
Takahashi, Akihiko
5
Wu, Tao L.
5
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Centre for Analytical Finance <Århus>
4
National Bureau of Economic Research
4
Springer Fachmedien Wiesbaden
2
American Finance Association
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Institut for Finansiering <Frederiksberg>
1
International Workshop on Finance <2011, Kyōto>
1
Johannes Gutenberg-Universität Mainz
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer International Publishing
1
Universität Zürich / Institut für Schweizerisches Bankwesen
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
34
Journal of banking & finance
25
The journal of computational finance
23
Applied mathematical finance
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Finance and stochastics
19
Review of derivatives research
18
Quantitative finance
17
The journal of fixed income
16
The journal of futures markets
14
International journal of financial engineering
13
Journal of financial economics
11
Risks : open access journal
11
Finance research letters
10
The review of financial studies
10
The journal of finance : the journal of the American Finance Association
9
Asia-Pacific financial markets
8
Journal of econometrics
8
The European journal of finance
8
Working paper
8
Journal of economic dynamics & control
7
Lecture notes in economics and mathematical systems : LNEMS
7
SpringerLink / Bücher
7
Insurance / Mathematics & economics
6
Journal of mathematical finance
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
Applied financial economics
5
Discussion paper / B
5
European journal of operational research : EJOR
5
Journal of financial and quantitative analysis : JFQA
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Mathematics and financial economics
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Annals of finance
4
Annals of financial economics
4
CREATES research paper
4
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ECONIS (ZBW)
1,044
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1
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna
;
Lhabitant, François-Serge
;
Talay, Denis
-
1998
Persistent link: https://www.econbiz.de/10000168118
Saved in:
2
Mathematical finance : theory, modeling, implementation
Fries, Christian
-
2007
Persistent link: https://www.econbiz.de/10003433292
Saved in:
3
Term structure models of interest rates with jump-diffusion information : equilibrium, CAPM, and derivative asset pricing
Kusuda, Koji
-
2003
Persistent link: https://www.econbiz.de/10003379037
Saved in:
4
Option Prices with Stochastic Interest Rates : Black/Scholes and Ho/Lee unified
Wilhelm, Jochen
-
2001
Persistent link: https://www.econbiz.de/10008659148
Saved in:
5
A robust tree method for pricing American options with the Cox-Ingersoll-Ross interest rate model
Appolloni, Elisa
;
Caramellino, Lucia
;
Zanette, Antonino
- In:
IMA journal of management mathematics
26
(
2015
)
4
,
pp. 377-401
Persistent link: https://www.econbiz.de/10011515669
Saved in:
6
Analytical and numerical methods for pricing financial derivatives
Sevcovic, Daniel
;
Stehlíková, Beáta
;
Mikula, Karol
-
2011
Persistent link: https://www.econbiz.de/10009513017
Saved in:
7
Einführung in die Stochastik der Finanzmärkte
Sandmann, Klaus
-
2001
-
2., verbesserte und erweiterte Auflage
Persistent link: https://www.econbiz.de/10001498159
Saved in:
8
Financial markets in continuous time
Dana, Rose-Anne
;
Jeanblanc, Monique
;
Jeanblanc, Monique
-
2003
Persistent link: https://www.econbiz.de/10001702715
Saved in:
9
Evolution of interest rate models : a comparison
Ho, Thomas S. Y.
- In:
The journal of derivatives : the official publication …
2
(
1995
)
4
,
pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
Saved in:
10
Einführung in die Stochastik der Finanzmärkte : mit 19 Tabellen
Sandmann, Klaus
-
1999
Persistent link: https://www.econbiz.de/10001354860
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