The pricing of options with an uncertain interest rate: a discrete time approach

An option pricing approach to investment in innovations in a competitive environment

Reiss, Ariane
Universitaet, Tuebingen (Germany). Wirtschaftswissenschaftliches Seminar

January 1997

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 716 (116) / FI...

Option Pricing

Moravec, Radek

January 2011

Title: Option Pricing Author: Radek Moravec Department: Department of Probability and Mathematical S...

Option pricing methods

Chrobok, Viktor

January 2010

The diploma thesis is focused on the option pricing methods. There are described basic features of t...

The pricing of options with an uncertain interest rate A discrete time approach

Sandmann, K.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1989

SIGLETIB Hannover: RO 3009(114) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inform...

The option pricing approach to the valuation of country risk

Klein, Martin

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option pricing under incompleteness and stochastic volatility

Hofmann, Norbert
Platen, Eckhard
Schweizer, Martin

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Pricing Barrier Options in Discrete Time

Sol, M.K. (author)

March 2011

This bachelor thesis deals with pricing options and specifically barrier options in discrete time. A...

Option pricing and optimal stopping

Christopeit, Norbert

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The direct approach to debt option pricing

Rady, Sven
Sandmann, Klaus

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A systematic approach to pricing and hedging of international derivatives with interest rate risk

Frey, Ruediger
Sommer, Daniel

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The pricing and hedging of options in finitely elastic markets

Frey, Ruediger

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Options on short term interest rate futures

Schoebel, Rainer

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option prices and subjective beliefs

Korn, Ralf
Wilmott, Paul
Universitaet Mainz (Germany)

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel C 204176 / FIZ -...

General option pricing beyond black-scholes

Raffelt, Georg G.
Noetzold, Dirk

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option pricing with bounds on the underlying securities

Sondermann, D.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1986

SIGLEBibliothek Weltwirtschaft Kiel C 148373 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

An option pricing approach to investment in innovations in a competitive environment

Reiss, Ariane
Universitaet, Tuebingen (Germany). Wirtschaftswissenschaftliches Seminar

January 1997

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 716 (116) / FI...

Option Pricing

Moravec, Radek

January 2011

Title: Option Pricing Author: Radek Moravec Department: Department of Probability and Mathematical S...

Option pricing methods

Chrobok, Viktor

January 2010

The diploma thesis is focused on the option pricing methods. There are described basic features of t...

The pricing of options with an uncertain interest rate A discrete time approach

Sandmann, K.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1989

SIGLETIB Hannover: RO 3009(114) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische Inform...

The option pricing approach to the valuation of country risk

Klein, Martin

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option pricing under incompleteness and stochastic volatility

Hofmann, Norbert
Platen, Eckhard
Schweizer, Martin

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Pricing Barrier Options in Discrete Time

Sol, M.K. (author)

March 2011

This bachelor thesis deals with pricing options and specifically barrier options in discrete time. A...

Option pricing and optimal stopping

Christopeit, Norbert

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The direct approach to debt option pricing

Rady, Sven
Sandmann, Klaus

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

A systematic approach to pricing and hedging of international derivatives with interest rate risk

Frey, Ruediger
Sommer, Daniel

January 1995

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

The pricing and hedging of options in finitely elastic markets

Frey, Ruediger

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Options on short term interest rate futures

Schoebel, Rainer

January 1990

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option prices and subjective beliefs

Korn, Ralf
Wilmott, Paul
Universitaet Mainz (Germany)

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel C 204176 / FIZ -...

General option pricing beyond black-scholes

Raffelt, Georg G.
Noetzold, Dirk

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Option pricing with bounds on the underlying securities

Sondermann, D.
Bonn Univ. (Germany). Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitaeten

January 1986

SIGLEBibliothek Weltwirtschaft Kiel C 148373 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

An option pricing approach to investment in innovations in a competitive environment

Reiss, Ariane
Universitaet, Tuebingen (Germany). Wirtschaftswissenschaftliches Seminar

January 1997

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 716 (116) / FI...

Option Pricing

Moravec, Radek

January 2011

Title: Option Pricing Author: Radek Moravec Department: Department of Probability and Mathematical S...

Option pricing methods

Chrobok, Viktor

January 2010

The diploma thesis is focused on the option pricing methods. There are described basic features of t...

The pricing of options with an uncertain interest rate: a discrete time approach

Abstract

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The pricing of options with an uncertain interest rate: a discrete time approach

Abstract

Extracted data

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