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Die Informationseffizienz von commodity index futures : eine empirische Untersuchung auf der Basis von Intraday- und Tagesdaten /Becker, Hilger. January 2002 (has links)
Zugl.: Köln, University, Diss., 2002.
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Asymmetrische Information, beschränkte Rationalität und Preisbildung auf Aktienmärkten /Keiber, Karl Ludwig. January 2000 (has links)
Universiẗat, Diss.--St. Gallen, 2000.
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Essays on the interface of market microstructure and behavioral finance /Linnainmaa, Juhani. January 2003 (has links)
School of Economics, Diss.--Helsinki, 2003. / Enth. 3 Beitr. - Literaturangaben.
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Essays on market frictions and model misspecification in asset pricing /Seeger, Norman. Unknown Date (has links)
Frankfurt (Main), University, Diss., 2009 (Nicht für den Austausch). / Enth. 4 Sonderabdr.
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Risikominimierendes Hedging von Kreditderivaten /Müller, Monika. January 2008 (has links)
Zugl.: Mainz, Universiẗat, Diss., 2008.
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A Markov-Switching Equilibrium Correction Model for Intraday Futures and Stock Index ReturnsGiroud, Xavier. January 2004 (has links) (PDF)
Master-Arbeit Univ. St. Gallen, 2004.
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Essays on derivatives pricing and dynamic asset allocation /Trolle, Anders Bjerre. January 2007 (has links) (PDF)
Diss.--Copenhagen Business School, 2007. / Enth. 4 Beitr.
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Credit Spreads Einflussfaktoren, Berechnung und langfristige GleichgewichtsmodellierungSchlecker, Matthias January 2009 (has links)
Zugl.: Berlin, Wirtschafts-Hochsch., Diss., 2009
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The econometrics of sequential trade models : theory and applications using high frequency data /Kokot, Stefan, January 1900 (has links)
"The present study has been accepted as a doctoral thesis by the Department of Economics of the Johann Wolfgang Goethe-University in Frankfurt am Main"--Pref. / Includes bibliographical references (p. 177-188).
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Pricing portfolio credit derivatives by means of evolutionary algorithms /Hager, Svenja. January 2008 (has links)
University, Diss.--Tübingen, 2007.
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