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Honorarberatung: Bessere Chancen durch die Krise? - Fonds & Mehr - FAZ
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Die Finanzkrise ist nicht zuletzt auch eine Krise des Vertrauens in die Banken. Dadurch ist das Modell der provisionsbasierten Beratung...
Dietmar Leisen | SciPort RLP
www.rlp-forschung.de
Aktuelle Forschungsaktivitäten von Univ.-Prof. Dietmar Leisen(Johannes Gutenberg-Universität Mainz/Bankbetriebslehre, Prof. Dr. Dietmar Leisen ) in SciPort RLP, dem Forschungsportal des Landes Rheinland-Pfalz; 22 Publikationen/, Gleichgewichte heterogener Agenten, Derivate, alternative Finanzmodelle, Wagnisfinanzierung, …
Binomial models for option valuation - examining and improving...
ideas.repec.org
Dietmar Leisen Matthias Reimer ... Binomial models, which describe the asset price dynamics of the continuous
A Perturbation Approach to Continuous-time Portfolio Selectionwww.uts.edu.au › about › finance › events-0 › pertu...
www.uts.edu.au
— Speaker: Dietmar Leisen, University of Mainz. Abstract: This paper studies portfolio selection in continuous-time models with stochastic ...
Curriculum Vitae | Dietmar Leisen | SciPort RLP
www.rlp-forschung.de
Aktuelle Forschungsaktivitäten von Univ.-Prof. Dietmar Leisen(Johannes Gutenberg-Universität Mainz/Bankbetriebslehre, Prof. Dr. Dietmar Leisen ) in SciPort RLP, dem Forschungsportal des Landes Rheinland-Pfalz; 22 Publikationen/, Gleichgewichte heterogener Agenten, Derivate, alternative Finanzmodelle, ...
Binomial models for option valuation : examining and improving...
www.econbiz.de
Binomial models for option valuation : examining and improving convergence . Dietmar Leisen ; Matthias Reimer. Year of publication:
Dynamic Term Structure Modeling: The Fixed Income Valuation Course -...
books.google.co.uk
Praise for Dynamic Term Structure Modeling
Quantitative Analysis in Financial Markets: Collected Papers of ...books.google.com › books
books.google.com
... now classical Black - Scholes setup become more and 216 Building a Consistent Pricing Model from Observed Option Prices Jean-Paul Laurent and Dietmar Leisen.
Dynamic Term Structure Modeling: The Fixed Income Valuation ...books.google.com › books
books.google.ae
... Sanjiv Das, Peter Ritchken, Ravi Jagannathan, and Dietmar Leisen. I feel especially grateful to my coauthors, Gloria Soto and Natalia Beliaeva, who have very ...
Yvonne Kreis. Systemic Risk in a Structural Model of Bank Default Lin…
de.slideshare.net
Eesti Pank – August © Kreis Systemic Risk in a Structural Model of Bank Default Linkages Yvonne Kreis Gutenberg University Mainz Dietmar Leisen Guten…
A Partial Equilibrium Model of Option Markets by Dietmar Leisen,...
papers.ssrn.com
This paper addresses the questions who is buying and who is selling options on a stock, the optimal position to hold, and how this affects the price. The indivi
[PDF] Convergence of Three Binomial Models into Black Scholes Model in ...www.bircu-journal.com › index.php › birci › article › download › pdf
www.bircu-journal.com
Harrow and Andrew. Rudd (Jarrow and Rudd, 1983) formulated the Jarrow-Rudd model (JR). Next, in 1996,. Dietmar Leisen and Matthias Reimer (Leisen and Reimer, ...
A Perturbation Approach to Continuous-Time Portfolio Selection by...
papers.ssrn.com
This paper studies portfolio selection in continuous-time models with stochastic investment opportunities. We consider asset allocation problems where preferenc
Pricing the American Put Option: A Detailed Convergence Analysis for...
core.ac.uk
Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models. By Dietmar Leisen. Abstract. Viewing binomial models as a discrete ...
EconPapers: Binomial models for option valuation - examining and...
econpapers.repec.org
By Dietmar Leisen and Matthias Reimer; Abstract: Binomial models, which describe the asset price dynamics of the continuous-time model in ...
The Random-Time Binomial Model - CORE
core.ac.uk
The Random-Time Binomial Model. By Dietmar Leisen. Downloads cached PDF from CORE Download PDF (387 KB). Abstract. In this paper we study Binomial ...
Studie zur Honorarberatung: Privatkunden akzeptieren Beratungsansatz
www.forium.de
Dr. Dietmar Leisen, Lehrstuhl für Bankbetriebslehre, Johannes Gutenberg-Universität Mainz. "Privatkunden sind seit verstärkt zu Honorarberatungsmodellen gewechselt und damit auch äußerst zufrieden. Als Gründe für den bewussten ...
Gutenberg University of Mainz: Mainz, Germany present Professor of...
docplayer.net
2 Dietmar Leisen 2 Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models, Journal of Economic Dynamics and Control 22Binomial Models for Option Valuation - Examining and Improving Convergence, with M. Reimer, Applied Mathematical Finance 3...
Leisen-Reimer Model Formulas - Macroptionwww.macroption.com › leisen-reimer-formulas
www.macroption.com
This model was introduced by Dietmar Leisen and Matthias Reimer in (in a paper titled Binomial Models for Option Valuation – Examining and Improving ...
Math Finance Seminar : Abstract
www.math.nyu.edu
Dietmar Leisen, Stanford University, Hoover Institution. We construct a model for the evolution of a risky security that is consistent with a set of ...
binomial models for option valuation -- examining and CiteSeerXciteseerx.ist.psu.edu › viewdoc › summary
citeseerx.ist.psu.edu
von D Leisen · · Zitiert von: 240 — author = {Dietmar Leisen and Matthias Reimer}, title = {BINOMIAL MODELS FOR OPTION VALUATION -- EXAMINING AND IMPROVING CONVERGENCE}, year = {1995}
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