Essays on the pricing, hedging and informational content of options:
Gespeichert in:
1. Verfasser: | |
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Format: | Abschlussarbeit Buch |
Sprache: | English |
Veröffentlicht: |
2011
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | X, 137 S. graph. Darst. 21 cm |
Internformat
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Datensatz im Suchindex
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adam_text | Titel: Essays on the pricing, hedging and informational content of options
Autor: Horn, David
Jahr: 2011
Inhaltsverzeichnis
Part I Zusammenfassung
Zusammenfassung
David Hörn........
Part II Research Papers
Robust Hedging - Simultaneous Use of Models
Nicole Branger, David Hörn, Christian Schlag................................. 19
Hedging in the Presence of Microstructural Noise
David Hörn, Eva Krautheim, Grigory Vilkov.................................. 49
Systematic Risk and Option Prices
David Hörn, Eva Krautheim,................................................. 79
Return Predictability and Variance Risk Premia
David Hörn............................................................... 103
Part III Appendix
Curriculum Vitae........................................................ 135
Ehrenwörtliche Erklärung ............................................... 137
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any_adam_object | 1 |
author | Horn, David 1979- |
author_GND | (DE-588)1014398231 |
author_facet | Horn, David 1979- |
author_role | aut |
author_sort | Horn, David 1979- |
author_variant | d h dh |
building | Verbundindex |
bvnumber | BV039683455 |
classification_rvk | QK 660 |
ctrlnum | (OCoLC)767763359 (DE-599)DNB1014769272 |
dewey-full | 332.6457 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 332 - Financial economics |
dewey-raw | 332.6457 |
dewey-search | 332.6457 |
dewey-sort | 3332.6457 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
format | Thesis Book |
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spelling | Horn, David 1979- Verfasser (DE-588)1014398231 aut Essays on the pricing, hedging and informational content of options vorgelegt von David Horn 2011 X, 137 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Frankfurt (Main), Univ., Diss., 2011 Bewertung (DE-588)4006340-9 gnd rswk-swf Hedging (DE-588)4123357-8 gnd rswk-swf Option (DE-588)4115452-6 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4113937-9 Hochschulschrift gnd-content Option (DE-588)4115452-6 s Bewertung (DE-588)4006340-9 s DE-604 Hedging (DE-588)4123357-8 s HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024532403&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Horn, David 1979- Essays on the pricing, hedging and informational content of options Bewertung (DE-588)4006340-9 gnd Hedging (DE-588)4123357-8 gnd Option (DE-588)4115452-6 gnd |
subject_GND | (DE-588)4006340-9 (DE-588)4123357-8 (DE-588)4115452-6 (DE-588)4143413-4 (DE-588)4113937-9 |
title | Essays on the pricing, hedging and informational content of options |
title_auth | Essays on the pricing, hedging and informational content of options |
title_exact_search | Essays on the pricing, hedging and informational content of options |
title_full | Essays on the pricing, hedging and informational content of options vorgelegt von David Horn |
title_fullStr | Essays on the pricing, hedging and informational content of options vorgelegt von David Horn |
title_full_unstemmed | Essays on the pricing, hedging and informational content of options vorgelegt von David Horn |
title_short | Essays on the pricing, hedging and informational content of options |
title_sort | essays on the pricing hedging and informational content of options |
topic | Bewertung (DE-588)4006340-9 gnd Hedging (DE-588)4123357-8 gnd Option (DE-588)4115452-6 gnd |
topic_facet | Bewertung Hedging Option Aufsatzsammlung Hochschulschrift |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024532403&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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