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Optionsbewertungen : Bewertung...
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Optionspreistheorie
14,840
Option pricing theory
14,373
Volatilität
3,935
Volatility
3,846
Theorie
3,739
Theory
3,599
Stochastischer Prozess
3,250
Stochastic process
3,200
Optionsgeschäft
2,910
Option trading
2,886
Derivat
2,428
Derivative
2,424
Preisbildung
1,321
Hedging
1,258
Black-Scholes-Modell
1,124
Portfolio-Management
1,112
Portfolio selection
1,100
Black-Scholes model
1,062
CAPM
1,042
Zinsstruktur
947
Yield curve
936
Schätzung
931
Estimation
914
USA
766
United States
741
Realoptionsansatz
646
Real options analysis
645
Risiko
642
Risk
638
Monte-Carlo-Simulation
616
Börsenkurs
615
Monte Carlo simulation
610
Share price
601
Kreditrisiko
597
Credit risk
577
Statistische Verteilung
572
Statistical distribution
563
Deutschland
522
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516
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515
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4,803
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3,059
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8,108
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8,081
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25
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Article in journal
7,404
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1,822
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1,664
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887
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629
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539
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539
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236
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49
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30
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30
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26
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26
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22
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22
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18
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17
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14,684
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1,300
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1
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1
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Madan, Dilip B.
90
Härdle, Wolfgang
79
Cui, Zhenyu
73
Fabozzi, Frank J.
68
Joshi, Mark S.
68
Carr, Peter
60
Takahashi, Akihiko
59
Schoutens, Wim
58
Stentoft, Lars
54
Chiarella, Carl
53
Elliott, Robert J.
50
Jacobs, Kris
47
Hull, John
42
Wystup, Uwe
40
Benth, Fred Espen
39
Kwok, Yue-Kuen
37
Jarrow, Robert A.
36
Oosterlee, Cornelis W.
36
Belomestny, Denis
35
Schlögl, Erik
35
Lee, Cheng F.
34
Chesney, Marc
33
Kim, Young Shin
33
Fusai, Gianluca
32
Wang, Xingchun
32
Barone-Adesi, Giovanni
31
Christoffersen, Peter F.
31
Korn, Ralf
31
Račev, Svetlozar T.
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Schwartz, Eduardo S.
30
Leippold, Markus
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Perrakis, Stylianos
28
Scaillet, Olivier
28
Schoenmakers, John
28
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National Bureau of Economic Research
62
Centre for Analytical Finance <Århus>
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
24
Institut für Schweizerisches Bankwesen <Zürich>
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
OECD
14
Verlag Dr. Kovač
11
Chambre de commerce et d'industrie de Paris
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Svenska Handelshögskolan <Helsinki>
10
Center for Economic Research <Tilburg>
9
Manchester Business School
9
Swiss National Centre of Competence in Research North South <Bern>
8
Wirtschaftswissenschaftliches Zentrum <Basel>
8
Springer Fachmedien Wiesbaden
7
National Centre of Competence in ResearchFinancial Valuation and Risk Management
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Center for Operations Research and Econometrics <Louvain-la-Neuve>
5
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Universität <Frankfurt, Main> / Lehrstuhl für Betriebswirtschaftslehre insbesondere Marketing
5
Bonn Graduate School of Economics
4
Centre for Economic Policy Research
4
Centre of Financial Studies
4
Eric Cuvillier <Firma>
4
Institut for Finansiering <Frederiksberg>
4
Johannes Gutenberg-Universität Mainz
4
National Centre of Competence in Research - Financial Valuation and Risk Management
4
National Centre of Competence in Research North South <Bern>
4
Nomos Verlagsgesellschaft
4
Wissenschaftliches Institut für Infrastruktur und Kommunikationsdienste <Honnef>
4
Frankfurt School of Finance & Management
3
Institute of Finance and Accounting <London>
3
International Center for Financial Asset Management and Engineering
3
Karlsruher Institut für Technologie
3
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien (IAMO)
3
Springer International Publishing
3
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
3
World Bank
3
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Published in...
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International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
199
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
131
Finance research letters
117
International journal of financial engineering
116
Computational economics
111
Journal of mathematical finance
107
Risks : open access journal
99
Research paper series / Swiss Finance Institute
86
The North American journal of economics and finance : a journal of financial economics studies
83
Journal of financial economics
81
The European journal of finance
81
Asia-Pacific financial markets
77
SpringerLink / Bücher
75
Journal of econometrics
69
Energy economics
61
NBER working paper series
60
Journal of financial and quantitative analysis : JFQA
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
The journal of finance : the journal of the American Finance Association
55
Working paper / National Bureau of Economic Research, Inc.
55
SFB 649 discussion paper
54
Annals of finance
52
Europäische Hochschulschriften / 5
51
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
International review of economics & finance : IREF
48
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Source
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ECONIS (ZBW)
15,217
USB Cologne (EcoSocSci)
602
USB Cologne (business full texts)
205
EconStor
167
BASE
10
RePEc
7
OLC EcoSci
6
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Showing
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21
Optionsmarkt-Ansätze : Bewertungsprobleme börsennotierter Optionen
Plötz, Georg
-
1991
Persistent link: https://www.econbiz.de/10004100528
Saved in:
22
Option pricing
Jarrow, Robert A.
;
Rudd, Andrew Thomas
-
1983
Persistent link: https://www.econbiz.de/10004556152
Saved in:
23
Zum Preiszusammenhang zwischen Kassa- und Futuresmärkten : der Einfluß der Glattstellungsoption
Kempf, Alexander
-
1996
Persistent link: https://www.econbiz.de/10004261083
Saved in:
24
Option pricing : theory and applications
Brenner, Menachem
(
ed.
)
-
1983
Persistent link: https://www.econbiz.de/10013502109
Saved in:
25
Optionspreise : Märkte, Preisfaktoren, Kennzahlen
Hauck, Wilfried
-
1991
Persistent link: https://www.econbiz.de/10014270766
Saved in:
26
Optionsbewertung mit Monte-Carlo-Methoden
Schäfer, Klaus
-
1994
Persistent link: https://www.econbiz.de/10013360869
Saved in:
27
Grundlagen der Bewertung von Optionen und Optionsscheinen : Darstellung und Anwendung der Modelle von Boness, Black-Scholes, Galai-Schneller und Schulz-Trautmann-Fischer
Kohler, Hans-Peter
-
1992
Persistent link: https://www.econbiz.de/10013409445
Saved in:
28
Die Optionsbewertung an der Deutschen Terminbörse : eine empirische Analyse
Köpke, Torsten
-
1995
Persistent link: https://www.econbiz.de/10004248056
Saved in:
29
Optionsbewertung und Kapitalmarkt
Bös, Michael
-
1991
Persistent link: https://www.econbiz.de/10013360990
Saved in:
30
Pricing of bond options : unspanned stochastic volatility and random field models
Repplinger, Detlef
-
2008
Persistent link: https://www.econbiz.de/10004936011
Saved in:
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