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Optionspreistheorie
14,747
Option pricing theory
14,289
Optionsgeschäft
5,090
Option trading
4,881
Volatilität
4,305
Theorie
4,237
Volatility
4,237
Theory
4,090
Stochastischer Prozess
3,267
Stochastic process
3,215
Derivat
2,726
Derivative
2,721
Hedging
1,463
Portfolio-Management
1,285
Portfolio selection
1,273
Black-Scholes-Modell
1,187
Black-Scholes model
1,131
USA
1,098
United States
1,073
CAPM
1,062
Schätzung
995
Estimation
979
Zinsstruktur
979
Yield curve
969
Börsenkurs
844
Share price
830
Risiko
690
Risk
687
Kapitaleinkommen
658
Capital income
657
Realoptionsansatz
645
Real options analysis
644
Monte-Carlo-Simulation
631
Monte Carlo simulation
624
Kreditrisiko
598
Statistische Verteilung
592
Credit risk
588
Statistical distribution
582
Risikoprämie
528
Risk premium
520
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Free
5,151
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9,035
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7,939
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21
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93
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44
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39
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39
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32
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32
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25
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25
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22
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22
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868
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Madan, Dilip B.
94
Fabozzi, Frank J.
75
Cui, Zhenyu
73
Härdle, Wolfgang
72
Carr, Peter
67
Joshi, Mark S.
67
Takahashi, Akihiko
60
Schoutens, Wim
59
Chiarella, Carl
57
Hull, John
53
Stentoft, Lars
52
Elliott, Robert J.
50
Jacobs, Kris
47
Wystup, Uwe
47
Benth, Fred Espen
43
Jarrow, Robert A.
43
Kwok, Yue-Kuen
40
Perrakis, Stylianos
40
Zhang, Jin E.
39
Belomestny, Denis
36
Chesney, Marc
36
Oosterlee, Cornelis W.
35
Ryu, Doojin
35
Schlögl, Erik
35
Fusai, Gianluca
34
Korn, Ralf
34
Wang, Xingchun
34
Kim, Young Shin
33
Siu, Tak Kuen
33
Barone-Adesi, Giovanni
32
Ewald, Christian-Oliver
32
Schwartz, Eduardo S.
32
Vorst, Ton
32
Wu, Liuren
32
Christoffersen, Peter F.
31
Platen, Eckhard
31
Schoenmakers, John
31
Račev, Svetlozar T.
30
Scaillet, Olivier
30
Wilmott, Paul
30
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National Bureau of Economic Research
78
Centre for Analytical Finance <Århus>
29
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
19
Institut für Schweizerisches Bankwesen <Zürich>
14
Chambre de commerce et d'industrie de Paris
13
Center for Economic Research <Tilburg>
11
Svenska Handelshögskolan <Helsinki>
11
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut for Finansiering <Frederiksberg>
6
Weierstraß-Institut für Angewandte Analysis und Stochastik
6
Deutsche Forschungsgemeinschaft
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Universitat Pompeu Fabra / Departament d'Economia i Empresa
5
Verlag Dr. Kovač
5
Bonn Graduate School of Economics
4
Centre of Financial Studies
4
Christian-Albrechts-Universität zu Kiel
4
Institute of Finance and Accounting <London>
4
International Center for Financial Asset Management and Engineering
4
Johannes Gutenberg-Universität Mainz
4
Karlsruher Institut für Technologie
4
Springer Fachmedien Wiesbaden
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
Centre for Economic Policy Research
3
Federal Reserve Bank of St. Louis
3
Judge Institute of Management Studies
3
Rodney L. White Center for Financial Research
3
World Bank
3
Arbeitsgruppe Optionsgeschäft
2
Associazione Operatori Bancari in Titoli
2
Banque de France / Direction des Etudes Economiques et de la Recherche
2
Birkbeck College / Department of Economics
2
Cambridge University Press
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Chicago, Ill. / Board of Trade
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Eberhard Karls Universität Tübingen
2
Econometrisch Instituut <Rotterdam>
2
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Published in...
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International journal of theoretical and applied finance
495
The journal of futures markets
371
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
Journal of banking & finance
259
The journal of computational finance
256
Applied mathematical finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
242
Finance and stochastics
233
Quantitative finance
201
Review of derivatives research
186
Journal of economic dynamics & control
140
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
135
Finance research letters
126
International journal of financial engineering
116
Computational economics
109
Journal of mathematical finance
108
Journal of financial economics
99
Risks : open access journal
97
Research paper series / Swiss Finance Institute
93
The European journal of finance
88
The North American journal of economics and finance : a journal of financial economics studies
88
Journal of financial and quantitative analysis : JFQA
82
Asia-Pacific financial markets
81
The review of financial studies
77
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
76
The journal of finance : the journal of the American Finance Association
74
Journal of econometrics
71
Review of quantitative finance and accounting
65
International review of economics & finance : IREF
61
Energy economics
59
International review of financial analysis
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
59
Annals of finance
57
Journal of risk and financial management : JRFM
55
SFB 649 discussion paper
54
Management science : journal of the Institute for Operations Research and the Management Sciences
53
SpringerLink / Bücher
52
Applied financial economics
51
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Source
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ECONIS (ZBW)
16,441
USB Cologne (EcoSocSci)
280
EconStor
181
USB Cologne (business full texts)
67
RePEc
15
OLC EcoSci
6
BASE
5
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Showing
1
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10
of
16,995
Sort
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date (oldest first)
1
Do Chinese retail option traders know anything about market volatility?
Liu, Ming-hua
;
Rangan, Nanda K.
- In:
Frontiers of business research in China : selected …
6
(
2012
)
4
,
pp. 508-526
Persistent link: https://www.econbiz.de/10009688736
Saved in:
2
First-order calculus and option pricing
Carr, Peter
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010508100
Saved in:
3
Put-call-futures parity pricing in Australia
English, John W.
-
1993
-
2. draft
Persistent link: https://www.econbiz.de/10000889533
Saved in:
4
Contigent claim valuation in a market with a higher interest rate for borrowing than for lending
Korn, Ralf
-
1993
Persistent link: https://www.econbiz.de/10000890764
Saved in:
5
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10000893910
Saved in:
6
Options on non-flexible currencies
Jennergren, Lars Peter
;
Näslund, Bertil
-
1990
Persistent link: https://www.econbiz.de/10000798656
Saved in:
7
Generalized put-call parity
Babbel, David F.
;
Eisenberg, Laurence K.
-
1991
Persistent link: https://www.econbiz.de/10000826231
Saved in:
8
Options & price uncertainty
Chichilnisky, Graciela
;
Dutta, Jayasri
;
Heal, Geoffrey
-
1991
Persistent link: https://www.econbiz.de/10000826369
Saved in:
9
Stock index volatility expectations implied by call options premia
Rindell, Krister
-
1989
Persistent link: https://www.econbiz.de/10000767421
Saved in:
10
Contingent claims and market completeness in a stochastic volatility model
Romano, Marc
;
Touzi, Nizar
-
1993
Persistent link: https://www.econbiz.de/10000874372
Saved in:
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