Holdings: Essays on the pricing, hedging and informational content of options

Essays on the pricing, hedging and informational content of options:

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Bibliographic Details
Main Author:	Horn, David 1979- (Author)
Format:	Thesis Book
Language:	English
Published:	2011
Subjects:	Bewertung Hedging Option Aufsatzsammlung Hochschulschrift
Online Access:	Inhaltsverzeichnis
Physical Description:	X, 137 S. graph. Darst. 21 cm

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MARC


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Record in the Search Index

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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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author	Horn, David 1979-
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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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physical	X, 137 S. graph. Darst. 21 cm
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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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Holdings

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