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Mathematical models in finance
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Optionspreistheorie
45
Option pricing theory
43
Theorie
42
Theory
42
Derivat
15
Derivative
15
Volatility
15
Volatilität
15
Stochastischer Prozess
14
Hedging
13
Stochastic process
13
Optionsgeschäft
12
Portfolio selection
12
Portfolio-Management
12
Finanzmathematik
11
Option trading
11
Börsenkurs
7
Derivat <Wertpapier>
7
Market microstructure
7
Marktmikrostruktur
7
Mathematisches Modell
7
Share price
7
Black-Scholes model
6
Black-Scholes-Modell
6
Securities trading
6
Wertpapierhandel
6
Finanzierung
5
Mathematical finance
5
Transaction costs
5
Transaktionskosten
5
Anleihe
4
Bid-ask spread
4
Bond
4
Foreign exchange market
4
Geld-Brief-Spanne
4
Handelsvolumen der Börse
4
Trading volume
4
option pricing
4
Bourse
3
Börse
3
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Free
60
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24
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Book / Working Paper
123
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70
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35
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34
Graue Literatur
32
Non-commercial literature
32
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6
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3
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1
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Language
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English
111
Undetermined
82
Author
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Wilmott, Paul
87
Howison, Sam
79
Wilmott, P.
15
Lamper, David
12
Ahn, Hyungsok
11
Hua, Philip
10
Epstein, David
9
Porter, Mason A.
9
Epstein, D.
8
Johnson, Neil F.
8
McDonald, Mark
8
Williams, Stacy
8
Gould, Martin
7
Howison, Sam D.
7
Kluge, Tino
7
Henderson, Vicky
6
Kelly, F. P.
6
Rasmussen, Henrik
6
Schonbucher, P.
6
Whalley, A. E.
6
Bakstein, David
5
Dewynne, Jeff N.
5
Fenn, Daniel J.
5
Gould, Martin D.
5
Korn, Ralf
5
Mayor, N.
5
Penaud, Antony
5
Rafailidis, Avraam
5
Steinberg, Mario
5
Whalley, A.E.
5
Cartea, Alvaro
4
Cucuringu, Mihai
4
Dewynne, Jeff
4
Haber, Richard
4
Jefferies, Paul
4
Schönbucher, Philipp J.
4
Haber, Richard J.
3
Hart, Michael L.
3
Hautsch, Nikolaus
3
Hobson, David
3
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Finance Research Centre, Oxford University
33
arXiv.org
11
Birkbeck, Department of Economics, Mathematics & Statistics
1
Johannes Gutenberg-Universität Mainz
1
Oxford University Press
1
Society for Computational Economics - SCE
1
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OFRC Working Papers Series
33
Mathematical finance
32
Applied mathematical finance
11
Papers / arXiv.org
11
International journal of theoretical and applied finance
8
Applied Mathematical Finance
5
New directions in mathematical finance
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Quantitative Finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Risk : managing risk in the world's financial markets
3
Advances in futures and options research : a research annual
2
Market microstructure and liquidity
2
Mathematical Finance
2
Review of derivatives research
2
Wilmott
2
Asia-Pacific financial markets
1
Berichte zur Stochastik und verwandten Gebieten
1
Birkbeck Working Papers in Economics and Finance
1
Birkbeck working papers in economics and finance : BWPEF
1
CFS Working Paper Series
1
CFS Working Paper, WP
1
CFS working paper series
1
China Finance Review International
1
Computing in Economics and Finance 2001
1
Frontiers in finance
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Mathematical Social Sciences
1
Mathematical social sciences
1
Mathematics of operations research
1
OUP Catalogue
1
Operations research
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Physica A: Statistical Mechanics and its Applications
1
Review of Derivatives Research
1
Stochastic Processes and their Applications
1
The Quarterly Review of Economics and Finance
1
The journal of computational finance
1
The professional risk managers' guide to finance theory and application
1
The professional risk managers' guide to financial instruments
1
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Source
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ECONIS (ZBW)
101
RePEc
64
OLC EcoSci
13
USB Cologne (EcoSocSci)
11
Other ZBW resources
3
EconStor
1
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1
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff N.
;
Howison, Sam
-
1995
-
Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059
Saved in:
2
The mathematics of financial derivatives : a student introduction
Wilmott, Paul
;
Howison, Sam
;
Dewynne, Jeff
-
2009
-
15. print.
Persistent link: https://www.econbiz.de/10009536272
Saved in:
3
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Howison, Sam
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10003542976
Saved in:
4
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
5
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Howison, Sam
;
Steinberg, Mario
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 63-89
Persistent link: https://www.econbiz.de/10003542939
Saved in:
6
The mirage of triangular arbitrage in the spot foreign exchange market
Fenn, Daniel J.
;
Howison, Sam
;
McDonald, Mark
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
8
,
pp. 1105-1123
Persistent link: https://www.econbiz.de/10003946577
Saved in:
7
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
8
Using options on Greeks as liquidity protection
Bakstein, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581656
Saved in:
9
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
Saved in:
10
Monte Carlo valuation of American options
Lamper, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581658
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