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  1. Can short-term foreign exchange volatility be predicted by the global hazard index?
    Author: Brousseau, Vincent; Scacciavillani, Fabio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    6 B 46996
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    Staats- und Universitätsbibliothek Bremen
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    bc 1389-66
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    KAP 11368
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1225 (66)
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 66
    Subjects: Wechselkurs; Devisenoption; Devisenmarkt; Volatilität; Währungsrisiko; Prognoseverfahren; Schätztheorie; Theorie; Schätzung; Welt; Foreign exchange rates; Options (Finance)
    Scope: 49 S, graph. Darst
    Notes:
  2. Can short-term foreign exchange volatility be predicted by the global hazard index?
    Author: Brousseau, Vincent; Scacciavillani, Fabio
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper series / European Central Bank ; 66
    Subjects: Wechselkurs; Devisenoption; Devisenmarkt; Volatilität; Währungsrisiko; Prognoseverfahren; Schätztheorie; Theorie; Schätzung; Welt; Foreign exchange rates; Options (Finance)
    Scope: 49 S, graph. Darst
    Notes:
  3. Frequently asked questions in quantitative finance
    including key models, important formulæ, common contracts, a history of quantitative finance, sundry lists, brainteasers and more
    Author: Wilmott, Paul
    Published: 2007
    Publisher:  John Wiley, Chichester, England

    Paul Wilmott writes, "Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops, the new products and the new models which we have to... more

     

    Paul Wilmott writes, "Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops, the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough. "Having worked in this field for many years, I have come to appreciate the importance of getting the right balance between mathematics and intuition. Too little maths and you won't be able to make much progress, too much maths and you'll be held back by technicalities. I i

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 0470058269; 0470061030; 9780470058268; 9780470061039
    RVK Categories: QP 715 ; QP 890 ; QK 600
    Series: Wiley Series in Financial Engineering ; v.81
    Subjects: Investments; Finance; Options (Finance)
    Scope: Online-Ressource (xv, 412 p), ill, 18 cm
    Notes:

    Includes bibliographical references

    Frequently Asked Questions In Quantitative Finance; Contents; Preface; 1 Quantitative Finance Timeline; 2 FAQs; 3 The Most Popular Probability Distributions and Their Uses in Finance; 4 Ten Different Ways to Derive Black-Scholes; 5 Models and Equations; 6 The Black-Scholes Formulæ and the Greeks; 7 Common Contracts; 8 Popular Quant Books; 9 The Most Popular Search Words and Phrases on Wilmott.com; 10 Brainteasers; 11 Paul & Dominic's Guide to Getting a Quant Job

    Electronic reproduction; Available via World Wide Web
  4. Derivatives and asset price volatility
    a test using variance ratios
    Author: Cohen, Benjamin H.
    Published: 1996
    Publisher:  Bank for Internat. Settlements, Basle

    Location:
    Freie Universität Berlin, Universitätsbibliothek
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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin; Philologische Bibliothek, FU Berlin
    Language: English
    Media type: Book
    RVK Categories: QK 600
    Series: Bank für Internationalen Zahlungsausgleich <Basel>: BIS working papers ; 33
    Subjects: Derivative securities; Futures; Options (Finance); Derivat <Wertpapier>
    Scope: 23 S.
  5. Forecasting volatility in the financial markets
    Published: 2007
    Publisher:  Butterworth-Heinemann, Amsterdam

    This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling... more

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    Zentrale Hochschulbibliothek Lübeck
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    Otto-von-Guericke-Universität, Universitätsbibliothek
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    Hochschule Nordhausen, Hochschulbibliothek
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    Bibliotheks-und Informationssystem der Carl von Ossietzky Universität Oldenburg (BIS)
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    This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility. Chapters new to this third edition: * What good is a volatility model? Engle and Patton * Applications for portfolio variety Dan diBartolomeo * A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish * Volatility modeling and forecasting in finance Xiao and Aydemir * An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey * Leading thinkers present newest research on volatility forecasting *International authors cover a broad array of subjects related to volatility forecasting *Assumes basic knowledge of volatility, financial mathematics, and modelling

     
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    Volltext (An electronic book accessible through the World Wide Web; click for information)
    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 075066942X; 0080471420; 9780750669429; 9780080471426
    RVK Categories: QK 600
    Edition: 3rd ed
    Series: Quantitative finance series
    Subjects: Options (Finance); Stock price forecasting; Securities; Kapitalmarkt; Volatilität; Prognoseverfahren; Aufsatzsammlung
    Scope: Online-Ressource (viii, 415 p), ill, 25 cm
    Notes:

    Includes bibliographical references and index

    Electronic reproduction; Mode of access: World Wide Web

    Linlan Xiao and Abdurrahman Aydemir: Volatility modelling and forecasting in finance

    Robert F. Engle and Andrew J. Patton: What good is a volatility model?

    Dan diBartolomeo: Applications of portfolio variety

    Rob Cornish: Comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices

    Thomas A. Silvey: Investigation of the relative performance of GARCH models versus simple rules in forecasting volatility

    George J. Jiang: Stochastic volatility and option pricing

    Emmanuel Acar and Edouard Petitdidier: Modelling slippage : an application to the bund futures contract

    Pierre Lequeux: Real trading volume and price action in the foreign exchange markets

    Bhupinder Bahra: Implied risk-neutral probability density functions from option prices : a central bank perspective

    George A. Christodoulakis and Stephen E. Satchell: Hashing GARCH : a reassessment of volatility forecasting performance

    Soosung Hwang and Stephen E. Satchell: Implied volatility forecasting : a comparison of different procedures including fractionally integrated models with applications to UK equity options

    John Knight and Stephen E. Satchell: GARCH predictions and the predictions of option prices

    L.C.G. Rogers: Volatility forecasting in a tick data model

    Shaun Bond: Econometric model of downside risk

    Gabriel Perez-Quiros and Allan Timmermann: Variations in the mean and volatility of stock returns around turning points of the business cycle

    Andrew C. Harvey: Long memory in stochastic volatility

    John L. Knight and Stephen E. Satchell: GARCH processes-- some exact results, some difficulties and a suggested remedy

    George A. Christodoulakis.: Generating composite volatility forecasts with random factor betas
  6. Exotic option pricing and advanced Lévy models
    Published: c2005
    Publisher:  John Wiley, Chichester, England

    Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of... more

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    Hochschulbibliothek Friedensau
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    Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working with Lévy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Lévy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 0470016841
    Subjects: Options (Finance); Lévy processes
    Scope: Online-Ressource (xxii, 320 p), ill, 26 cm
    Notes:

    Includes bibliographical references and index

    Electronic reproduction; Available via World Wide Web

    Exotic Option Pricing and Advanced L´evy Models; Contents; Contributors; Preface; About the Editors; About the Contributors; 1 L´evy Processes in Finance Distinguished by their Coarse and Fine Path Properties; 1.1 Introduction; 1.2 L´evy processes; 1.3 Examples of L´evy processes in finance; 1.3.1 Compound Poisson processes and jump-diffusions; 1.3.2 Spectrally one-sided processes; 1.3.3 Meixner processes; 1.3.4 Generalized tempered stable processes and subclasses; 1.3.5 Generalized hyperbolic processes and subclasses; 1.4 Path properties; 1.4.1 Path variation; 1.4.2 Hitting points

    1.4.3 Creeping1.4.4 Regularity of the half line; 1.5 Examples revisited; 1.5.1 Compound Poisson processes and jump-diffusions; 1.5.2 Spectrally negative processes; 1.5.3 Meixner process; 1.5.4 Generalized tempered stable process; 1.5.5 Generalized hyperbolic process; 1.6 Conclusions; References; 2 Simulation Methods with L´evy Processes; 2.1 Introduction; 2.2 Modelling price and rate movements; 2.2.1 Modelling with L´evy processes; 2.2.2 Lattice methods; 2.2.3 Simulation methods; 2.3 A basis for a numerical approach; 2.3.1 The subordinator approach to simulation

    2.3.2 Applying the subordinator approach2.4 Constructing bridges for L´evy processes; 2.4.1 Stratified sampling and bridge methods; 2.4.2 Bridge sampling and the subordinator representation; 2.5 Valuing discretely reset path-dependent options; 2.6 Valuing continuously reset path-dependent options; 2.6.1 Options on extreme values and simulation bias; 2.6.2 Bias correction for L´evy processes; 2.6.3 Variation: exceedence probabilities; 2.6.4 Application of the bias correction algorithm; 2.7 Conclusions; References; 3 Risks in Returns: A Pure Jump Perspective; 3.1 Introduction

    3.2 CGMY model details3.3 Estimation details; 3.3.1 Statistical estimation; 3.3.2 Risk neutral estimation; 3.3.3 Gap risk expectation and price; 3.4 Estimation results; 3.4.1 Statistical estimation results; 3.4.2 Risk neutral estimation results; 3.4.3 Results on gap risk expectation and price; 3.5 Conclusions; References; 4 Model Risk for Exotic and Moment Derivatives; 4.1 Introduction; 4.2 The models; 4.2.1 The Heston stochastic volatility model; 4.2.2 The Heston stochastic volatility model with jumps; 4.2.3 The Barndorff-Nielsen-Shephard model; 4.2.4 L´evy models with stochastic time

    4.3 Calibration4.4 Simulation; 4.4.1 NIG L´evy process; 4.4.2 VG L´evy process; 4.4.3 CIR stochastic clock; 4.4.4 Gamma-OU stochastic clock; 4.4.5 Path generation for time-changed L´evy process; 4.5 Pricing of exotic options; 4.5.1 Exotic options; 4.5.2 Exotic option prices; 4.6 Pricing of moment derivatives; 4.6.1 Moment swaps; 4.6.2 Moment options; 4.6.3 Hedging moment swaps; 4.6.4 Pricing of moments swaps; 4.6.5 Pricing of moments options; 4.7 Conclusions; References; 5 Symmetries and Pricing of Exotic Options in L´evy Models; 5.1 Introduction; 5.2 Model and assumptions

    5.3 General description of the method
  7. Efficiency and the bear
    short sales and markets around the world
    Author: Bris, Arturo; Goetzmann, William N.; Zhu, Ning N.
    Published: 2003
    Publisher:  NBER, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1 (9466)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 9466
    Subjects: Aktienmarkt; Finanzmarktregulierung; Kapitaleinkommen; Spekulation; Börsenkurs; Vergleich; Schätzung; Welt; Effizienzmarkthypothese; Options (Finance)
    Scope: 30, [12] S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9466.pdf - lizenzpflichtig

    Literaturverz. S. 28 - 30
  8. The effect of macroeconomic news on beliefs and preferences
    evidence from the options market
    Author: Beber, Alessandro; Brandt, Michael W.
    Published: 2003
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    W 1 (9914)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 9914
    Subjects: Ankündigungseffekt; Optionsgeschäft; Staatspapier; USA; Wirkungsanalyse; Bonds; Economic forecasting; Government securities; Options (Finance)
    Scope: 40 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9914.pdf - lizenzpflichtig

    Literaturverz. S. 26 - 27
  9. Disentangling volatility from jumps
    Author: Aït-Sahalia, Yacine
    Published: 2003
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 9915
    Subjects: Stochastischer Prozess; Noise Trading; Finanzmarkt; Theorie; Statistische Verteilung; Investments; Options (Finance); Risk management
    Scope: 43 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9915.pdf - lizenzpflichtig

    Literaturverz. S. 33 - 34
  10. Demand-based option pricing
    Author: Garleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M.
    Published: 2005
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 11843
    Subjects: Optionsgeschäft; Hedging; Finanzmarkt; Optionspreistheorie; Nachfrage; USA; Options (Finance)
    Scope: 48 S, graph. Darst
    Notes:

    Literaturverz. S. 46 - 48

    Internetausg.: papers.nber.org/papers/w11843.pdf - lizenzpflichtig
  11. Can standard preferences explain the prices of out of the money S&P 500 put options
    Author: Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S.
    Published: 2005
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 11861
    Subjects: Optionsgeschäft; Volatilität; Kapitaleinkommen; Präferenztheorie; Bayes-Statistik; Ökonometrisches Modell; Options (Finance)
    Scope: 41 S., graph. Darst.
    Notes:

    Literaturverz. S. 35 - 41

    Internetausg.: papers.nber.org/papers/w11861.pdf - lizenzpflichtig
  12. Opcje rzeczywiste w finansowej ocenie efektywności inwestycji
    Author: Mizerka, Jacek
    Published: 2005
    Publisher:  Wydawn. Akad. Ekonomicznej w Poznaniu, Poznań

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    B 342339
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    Source: Union catalogues
    Language: Polish
    Media type: Book
    Format: Print
    ISBN: 8374171111
    RVK Categories: QP 720
    Series: Prace habilitacyjne / Akademia Ekonimiczna w Poznaniu ; 20
    Subjects: Investitionsrechnung; Realoptionsansatz; Options (Finance); Investments
    Scope: 245 S, graph. Darst
  13. Limited arbitrage and short sales restrictions
    evidence from the options markets
    Author: Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F.
    Published: 2002
    Publisher:  NBER, Cambridge, Mass.

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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: NBER working paper series ; 9423
    Subjects: Anlageverhalten; Optionsgeschäft; Arbitrage; Theorie; put-call parity; Options (Finance)
    Scope: 52 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w9423.pdf - lizenzpflichtig

    Literaturverz. S. 36 - 38
  14. Do asset prices reflect fundamentals?
    Freshly squeezed evidence from the OJ market
    Published: 2003
    Publisher:  NBER, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: NBER working paper series ; 9515
    Subjects: Börsenkurs; Derivat; Noise Trading; Kapitaleinkommen; Theorie; Effizienzmarkthypothese; Rohstoffderivat; Zitrusfrucht; Schätzung; USA; Wetter; Food industry and trade; Futures market; Options (Finance)
    Scope: 52 S, graph. Darst
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    Internetausg.: papers.nber.org/papers/w9515.pdf - lizenzpflichtig

    Literaturverz. S. 36 - 37
  15. Valuation of corporate growth opportunities
    a real options approach
    Author: Ottoo, Richard E.
    Published: 2000
    Publisher:  Garland Publ., New York [u.a.]

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    B 321616
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    Otto-von-Guericke-Universität, Universitätsbibliothek
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    2004.01595:1
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 0815337833
    Other identifier:
    100-21544
    RVK Categories: QP 720
    Series: Financial sector of the American economy
    Subjects: Unternehmensbewertung; Optionspreistheorie; Unternehmenserfolg; Investitionsentscheidung; Theorie; Corporations; Corporations; Options (Finance); Investitionsentscheidung; Unternehmenswachstum
    Scope: XXI, 167 p, graph. Darst, 22 cm
    Notes:

    Includes bibliographical references (p. 145 - 152) and index
  16. The information of option volume for future stock prices
    Author: Pan, Jun; Poteshman, Allen M.
    Published: 2004
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: NBER working paper series ; 10925
    Subjects: Optionsgeschäft; Handelsvolumen der Börse; Börsenkurs; Informationswert; USA; Options (Finance); Stock price forecasting
    Scope: 36 S, graph. Darst
    Notes:

    Internetausg.: papers.nber.org/papers/w10925.pdf - lizenzpflichtig

    Literaturverz. S. 35 - 36
  17. Jump and volatility risk and risk premia
    a new model and lessons from S&P 500 options
    Author: Santa-Clara, Pedro; Yan, Shu
    Published: 2004
    Publisher:  National Bureau of Economic Research, Cambridge, Mass.

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
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    Series: NBER working paper series ; 10912
    Subjects: Optionspreistheorie; Volatilität; Risikoprämie; Index-Futures; USA; Options (Finance)
    Scope: 48 S, graph. Darst
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    Internetausg.: papers.nber.org/papers/w10912.pdf - lizenzpflichtig

    Literaturverz. S. 32 - 35
  18. A GARCH model of the implied volatility of the Swiss market index from options prices
    Author: Linton, Oliver; Sabbatini, Michael
    Published: 2004

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper series / LSE Financial Markets Group ; 516
    Subjects: Optionspreistheorie; Theorie; Optionsgeschäft; Aktienindex; Volatilität; Schweiz; Options (Finance)
    Scope: 40 S
  19. Can short-term foreign exchange volatility be predicted by the global hazard index?
    Author: Brousseau, Vincent
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

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    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
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    6 B 46996
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    Staats- und Universitätsbibliothek Bremen
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    bc 1389-66
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    Technische Informationsbibliothek (TIB) / Leibniz-Informationszentrum Technik und Naturwissenschaften und Universitätsbibliothek
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    KAP 11368
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1225 (66)
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    Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim
    Signature:
    2520/227
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / European Central Bank ; 66
    Subjects: Wechselkurs; Devisenoption; Devisenmarkt; Volatilität; Währungsrisiko; Prognoseverfahren; Schätztheorie; Theorie; Schätzung; Welt; Foreign exchange rates; Options (Finance)
    Scope: 49 S., graph. Darst.
    Notes:
  20. Can short-term foreign exchange volatility be predicted by the global hazard index?
    Author: Brousseau, Vincent
    Published: 2001
    Publisher:  European Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    Series: Working paper / European Central Bank ; 66
    Subjects: Wechselkurs; Devisenoption; Devisenmarkt; Volatilität; Währungsrisiko; Prognoseverfahren; Schätztheorie; Theorie; Schätzung; Welt; Foreign exchange rates; Options (Finance)
    Scope: 49 S., graph. Darst.
    Notes:
  21. Valuation of corporate growth opportunities
    a real options approach
    Author: Ottoo, Richard E.
    Published: 2000
    Publisher:  Garland Publ., New York [u.a.]

    Location:
    Bibliothek für Wirtschaftswissenschaften
    Signature:
    Frei 10: U67/146
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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    B 321616
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    Location:
    Otto-von-Guericke-Universität, Universitätsbibliothek
    Signature:
    2004.01595:1
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    Location:
    Universitätsbibliothek Mannheim
    Signature:
    2001 A 7850
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    ISBN: 0815337833
    Other identifier:
    100-21544
    RVK Categories: QP 720
    Series: Financial sector of the American economy
    Subjects: Unternehmensbewertung; Optionspreistheorie; Unternehmenserfolg; Investitionsentscheidung; Theorie; Options (Finance); Corporations; Corporations; Options Finance; Investitionsentscheidung; Unternehmenswachstum
    Scope: XXI, 167 p, graph. Darst, 22 cm
    Notes:

    Includes bibliographical references (p. 145-152) and index

    Includes bibliographical references (p. 145 - 152) and index
  22. How firms in developing countries manage risk
    Author: Glen, Jack D.
    Published: 1993
    Publisher:  World Bank, Washington, D.C.

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Potsdamer Straße
    Signature:
    6 B 18110
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    Location:
    German Institute of Development and Sustainability (IDOS), Bibliothek
    Signature:
    ANA219
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    Location:
    Max-Planck-Institut für ausländisches öffentliches Recht und Völkerrecht, Bibliothek
    Signature:
    Int: VIII/IFC Publ: S2
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    No loan of volumes, only paper copies will be sent

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    C 184668
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    Universität Konstanz, Kommunikations-, Informations-, Medienzentrum (KIM)
    Signature:
    wrc 10.06:i/d44-17
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    ifo Institut für Wirtschaftsforschung an der Universität München, Bibliothek
    Signature:
    95/1435 B
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Format: Print
    ISBN: 0821324691
    Edition: 1. print.
    Series: IFC discussion papers ; 17
    Subjects: Risikomanagement; Management; Entwicklungsländer; Corporations; Foreign exchange; Risk management; Options (Finance); Securities; Country risk
    Scope: IX, 31 S., graph. Darst.
  23. Modelling the implied probability of stock market movements
    Author: Glatzer, Ernst; Scheicher, Martin
    Published: 2003
    Publisher:  Europ. Central Bank, Frankfurt am Main

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    TU Berlin, Universitätsbibliothek
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    Source: Staatsbibliothek zu Berlin
    Language: English
    Media type: Book
    Series: Working paper series / European Central Bank ; 212
    Subjects: Options (Finance); Stock options
    Scope: 38 S., graph. Darst.
  24. Understanding index option returns
    Author: Broadie, Mark; Chernov, Mikhail; Johannes, Michael
    Published: 2007
    Publisher:  Centre for Economic Policy Research, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 32 (6239)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    RVK Categories: QB 910
    Series: Array ; 6239
    Subjects: Index-Futures; Kapitaleinkommen; Risikoprämie; Optionspreistheorie; USA; Options (Finance); Rate of return
    Scope: 51 S., graph. Darst.
  25. On the qualitative effect of volatility and duration on prices of Asian options
    Author: Carr, Peter; Ewald, CXhristian-Oliver; Xiao, Yajun
    Published: 2008
    Publisher:  CRIEFF, St. Andrews

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1393 (0803)
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: CRIEFF discussion papers ; 0803
    Subjects: Optionspreistheorie; Volatilität; Risikomanagement; Black-Scholes-Modell; Statistische Verteilung; Theorie; Asien; Options (Finance)
    Scope: 16 S., graph. Darst.