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Bounds on European Option Pric...
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Theorie
33
Theory
32
Hedging
22
Optionspreistheorie
15
Volatilität
14
Option pricing theory
13
Portfolio selection
12
Portfolio-Management
12
Volatility
11
Kreditrisiko
10
Credit risk
9
Black-Scholes model
8
CAPM
8
Black-Scholes-Modell
7
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7
Incomplete information
6
Stochastic process
6
Derivat
5
Derivative
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Markov chain
5
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5
Option trading
5
Optionsgeschäft
5
Unvollkommene Information
5
Wirtschaftsstatistik
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Börsenkurs
4
Risikomanagement
4
Risk management
4
Share price
4
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4
Credit derivatives
3
Devisenmarkt
3
Finanzmathematik
3
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3
Interest rate risk
3
Mathematical programming
3
Mathematische Optimierung
3
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3
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Free
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Article
52
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40
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8
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7
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7
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3
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English
56
Undetermined
35
German
1
Author
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Frey, Rüdiger
89
Stremme, Alexander
9
Sommer, Daniel
7
Runggaldier, Wolfgang J.
6
Schmidt, Thorsten
6
Sin, Carlos A.
6
McNeil, Alexander J.
5
Embrechts, Paul
4
Backhaus, Jochen
3
FREY, RÜDIGER
3
Hledik, Juraj
3
McNeil, Alexander
3
Patie, Pierre
3
Colaneri, Katia
2
Damian, Camilla
2
Eksi, Zehra
2
Mcneil, Alexander J.
2
Nyfeler, Mark
2
Popp, Monika
2
Runggaldier, Wolfgang
2
Rösler, Lars
2
Seydel, Roland C.
2
Weber, Stefan
2
Wunderlich, Ralf
2
BACKHAUS, JOCHEN
1
Bordag, Ljudmila A.
1
GABIH, ABDELALI
1
Gabih, Abdelali
1
Herbertsson, Alexander
1
Kurt, Kevin
1
Lu, Dan
1
RÖSLER, LARS
1
Sass, Jörn
1
Schütze, Stephan
1
Szolgyenyi, Michaela
1
WUNDERLICH, RALF
1
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University of Bonn, Germany
5
Institut für Schweizerisches Bankwesen <Zürich>
1
National Centre of Competence in Research North South <Bern>
1
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Discussion paper / B
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Discussion Paper Serie B
5
Mathematical Finance
4
Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers
4
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Risk : managing risk in the world's financial markets
3
Universität Bonn - Sonderforschungsbereich 303
3
Finance and Stochastics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Mathematical methods of operations research
2
Princeton series in finance
2
The journal of credit risk : published quarterly by Incisive Media
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Computational Statistics
1
Discussion paper series / LSE Financial Markets Group
1
Insurance / Mathematics & economics
1
Journal of Economic Dynamics and Control
1
Mathematical Methods of Operations Research
1
Mathematics and financial economics
1
Nonlinear models in mathematical finance : new research trends in option pricing
1
Risks
1
Risks : open access journal
1
Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers ; 1997, B-401
1
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
1
WBS Finance Group Research Paper
1
Working Paper
1
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ECONIS (ZBW)
48
RePEc
16
OLC EcoSci
15
USB Cologne (business full texts)
6
USB Cologne (EcoSocSci)
5
EconStor
1
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51
Pricing corporate securities under noisy asset information
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 403-421
Persistent link: https://www.econbiz.de/10003882528
Saved in:
52
Dynamic hedging of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
53
Pricing credit derivatives under incomplete information : a nonlinear-filtering approach
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Finance and stochastics
14
(
2010
)
4
,
pp. 495-526
Persistent link: https://www.econbiz.de/10008823701
Saved in:
54
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 105-133
Persistent link: https://www.econbiz.de/10009423247
Saved in:
55
Portfolio optimization under partial information with expert opinions
Frey, Rüdiger
;
Gabih, Abdelali
;
Wunderlich, Ralf
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009562133
Saved in:
56
Optimal securitization of credit portfolios via impulse control
Frey, Rüdiger
;
Seydel, Roland C.
- In:
Mathematics and financial economics
4
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008807103
Saved in:
57
VaR and expected shortfall in portfolios of dependent credit risks: conceptual and practical insights
Frey, Rüdiger
;
McNeil, Alexander J.
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1317-1334
Persistent link: https://www.econbiz.de/10001688506
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58
An approximation for credit portfolio losses
Frey, Rüdiger
;
Popp, Monika
;
Weber, Stefan
- In:
The journal of credit risk : published quarterly by …
4
(
2008/09
)
1
,
pp. 3-20
Persistent link: https://www.econbiz.de/10003745393
Saved in:
59
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
Saved in:
60
A systematic approach to pricing and hedging of international derivatives with interest rate risk
Frey, Rüdiger
;
Sommer, Daniel
-
1995
Persistent link: https://www.econbiz.de/10004249853
Saved in:
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