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Volatility and correlation : T...
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Optionspreistheorie
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Theorie
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4,444
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4,143
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4,018
Stochastischer Prozess
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2,940
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2,890
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2,885
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2,265
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1,984
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1,961
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1,927
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prices
1,832
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1,812
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1,566
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1,521
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1,500
Zinsstruktur
1,478
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1,469
Yield curve
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Securities
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CAPM
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1,171
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1,151
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Fabozzi, Frank J.
192
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104
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94
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74
Cui, Zhenyu
73
Chiarella, Carl
72
Hull, John
69
Carr, Peter
62
Kruschwitz, Lutz
62
Schoutens, Wim
61
Takahashi, Akihiko
61
Elliott, Robert J.
53
Stentoft, Lars
52
Drukarczyk, Jochen
51
Jarrow, Robert A.
51
Steiner, Manfred
50
Spremann, Klaus
49
Ernst, Dietmar
47
Jacobs, Kris
47
Rausser, Gordon C.
46
Olfert, Klaus
43
Račev, Svetlozar T.
42
Schlögl, Erik
42
Wystup, Uwe
41
Alexander, Carol
39
Benth, Fred Espen
39
Kußmaul, Heinz
38
Kwok, Yue-Kuen
38
Wilmott, Paul
38
Belomestny, Denis
37
Franke, Günter
37
Oosterlee, Cornelis W.
37
Sandmann, Klaus
37
Subrahmanyam, Marti G.
37
Lee, Cheng F.
36
Broll, Udo
35
Schwartz, Eduardo S.
35
Bodie, Zvi
34
Breuer, Wolfgang
34
Chesney, Marc
34
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International Monetary Fund (IMF)
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International Monetary Fund
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
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Springer Fachmedien Wiesbaden
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Department of Agricultural and Resource Economics, University of California-Berkeley
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National Bureau of Economic Research
94
Federal Reserve Bank of New York
71
Federal Reserve Bank of Chicago
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Graduate School of Business, Columbia University
63
WestLB Panmure <London ; Düsseldorf>
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
55
OECD
53
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
53
Federal Reserve Bank of San Francisco
44
Verlag Dr. Kovač
43
eSocialSciences
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Rodney L. White Center for Financial Research, Wharton School of Business
38
Federal Reserve Bank of St. Louis
36
Edward Elgar Publishing
33
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Institute of Social and Economic Research (ISER), Osaka University
31
De Gruyter Oldenbourg
30
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Federal Reserve Bank of Kansas City
28
Federal Reserve Bank of Atlanta
27
Federal Reserve Bank of Dallas
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International Food Policy Research Institute (IFPRI)
27
Centre for Analytical Finance <Århus>
26
Department of Economics, Pennsylvania State University
25
Economic Research Service, Department of Agriculture
25
Harvard Institute of Economic Research (HIER), Department of Economics
25
Département de Sciences Économiques, Université de Montréal
24
World Bank Group
24
FAO Economic and Social Development Department
23
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
23
Tilburg University, Center for Economic Research
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Federal Reserve Bank of Richmond
20
Verlag Franz Vahlen
20
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SpringerLink / Bücher
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International journal of theoretical and applied finance
484
The journal of futures markets
395
Mathematical finance : an international journal of mathematics, statistics and financial theory
264
Europäische Hochschulschriften / 5
259
The journal of computational finance
259
Applied mathematical finance
248
Gabler Edition Wissenschaft
248
Journal of banking & finance
232
Finance and stochastics
224
The journal of derivatives : the official publication of the International Association of Financial Engineers
216
Quantitative finance
199
IMF Staff Country Reports
173
Review of derivatives research
173
Springer eBook Collection / Business and Economics
144
Insurance / Mathematics & economics
142
European journal of operational research : EJOR
140
Journal of economic dynamics & control
136
Discussion paper / ZEW, Zentrum für Europäische Wirtschaftsforschung
121
International journal of financial engineering
118
Journal of mathematical finance
110
Finance research letters
109
Computational economics
106
Wiley finance series
105
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
104
IMF Working Papers
102
Journal of financial economics
96
Research paper series / Swiss Finance Institute
96
Risks : open access journal
95
NBER working paper series
91
Lehrbuch
88
The European journal of finance
88
Schriftenreihe Finanzmanagement
87
Working paper / National Bureau of Economic Research, Inc.
86
The North American journal of economics and finance : a journal of financial economics studies
85
The journal of finance : the journal of the American Finance Association
82
Bank- und finanzwirtschaftliche Forschungen
81
Asia-Pacific financial markets
80
The review of financial studies
79
Journal of financial and quantitative analysis : JFQA
78
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ECONIS (ZBW)
26,402
USB Cologne (EcoSocSci)
14,479
RePEc
3,730
BASE
631
EconStor
341
USB Cologne (business full texts)
74
OLC EcoSci
6
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1
An elementary introduction to mathematical finance : options and other topics
Ross, Sheldon M.
-
2003
-
2. ed.
Persistent link: https://www.econbiz.de/10004833237
Saved in:
2
Advanced option pricing models : an empirical approach to valuing options
Katz, Jeffrey
-
2005
Persistent link: https://www.econbiz.de/10004824983
Saved in:
3
Paul Wilmott on quantitative finance
Wilmott, Paul
-
2. ed.
Persistent link: https://www.econbiz.de/10004855933
Saved in:
4
The volatility surface : a practitioner's guide
Gatheral, Jim
-
2006
Persistent link: https://www.econbiz.de/10004868985
Saved in:
5
Frequently asked questions in quantitative finance : including key models, important formulae, common contracts, a history of quantitative finance, sundry lists, brainteasers and m...
Wilmott, Paul
-
2007
-
reprint.
Persistent link: https://www.econbiz.de/10004884241
Saved in:
6
The LIBOR market model in practice
Gatarek, Dariusz
;
Bachert, Prezemyslaw
;
Maksymiuk, Robert
-
2006
Persistent link: https://www.econbiz.de/10004846069
Saved in:
7
Volatility and correlation in the pricing of equity, FX, and interest-rate options
Rebonato, Riccardo
-
1999
Persistent link: https://www.econbiz.de/10001376705
Saved in:
8
An introduction to financial option valuation : mathematics, stochastics and computation
Higham, Desmond J.
-
2004
Persistent link: https://www.econbiz.de/10004457862
Saved in:
9
Empirical studies on volatility in international stock markets
Hol, Eugenie M. J. H.
-
2003
Persistent link: https://www.econbiz.de/10004784655
Saved in:
10
A practical guide to forecasting financial market volatility
Poon, Ser-Huang
-
2005
-
Repr.
Persistent link: https://www.econbiz.de/10004824448
Saved in:
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