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Uncertain volatility models : theory and application

Buff, Robert - 2002

Persistent link: https://www.econbiz.de/10001647305

Stochastic implied volatility : a factor-based model

Hafner, Reinhold - 2004

volatility derivatives. In the first part, the book develops a unifying theory for the analysis of contingent claims under both …This book presents a factor-based model of the stochastic evolution of the implied volatility surface. The model allows … the real-world measure and the risk-neutral measure in an environment of stochastic implied volatility. On the basis of …

Persistent link: https://www.econbiz.de/10002063039

Option smiling when investors' estimates of asset volatility disagree

Lin, Chien-chih - In: Applied economics 46 (2014) 31/33, pp. 3812-3827

Persistent link: https://www.econbiz.de/10010419898

Computational finance

Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4

use of computational methods and techniques for modelling financial asset prices, returns, and volatility, and on the use …

Persistent link: https://www.econbiz.de/10012309311

Rare disasters, credit, and option market puzzles

Christoffersen, Peter F.; Du, Du; Elkamhi, Redouane - In: Management science : journal of the Institute for … 63 (2017) 5, pp. 1341-1364

Persistent link: https://www.econbiz.de/10011684726

Drawbacks and limitations of Black-Scholes model for options pricing

Janková, Zuzana - In: Journal of financial studies & research : JFSR 2018 (2018), pp. 1-7

Persistent link: https://www.econbiz.de/10011977593

Interest rate, currency and equity derivatives valuation using the potential approach

Nakamura, Naosuke; Yu, Fan - In: International review of finance 1 (2000) 4, pp. 269-294

Persistent link: https://www.econbiz.de/10001666873

Einführung in Futures- und Optionsmärkte

Hull, John C. - 2014 - 3. Aufl.

Das internationale führende Standardwerk richtet sich an Studenten und Graduierte der Betriebswirtschaft und Volkswirtschaft. Auch für viele Praktiker, die anwendbare Kenntnisse über Futures- und Optionsmärkte erlangen wollen, ist das Werk von großem Nutzen.

Persistent link: https://www.econbiz.de/10014509865

Derivative Finanzmarktinstrumente : Eine anwendungsbezogene Einführung in Märkte, Strategien und Bewertung ; mit 90 Tabellen

Rudolph, Bernd; Schäfer, Klaus - 2005

Persistent link: https://www.econbiz.de/10013515090

Risikoanalyse kombinierter Optionspositionen

Konjetzky, Helmut - 1993

Persistent link: https://www.econbiz.de/10013378434