Futures hedging under mark-to-market risk
Year of publication: |
2003
|
---|---|
Authors: | Lien, Da-hsiang Donald ; Li, Anlong |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2002, 4, p. 389-398
|
Subject: | Derivat | Derivative | Hedging | Risiko | Risk | Theorie | Theory |
-
Bloznelis, Daumantas, (2018)
-
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar, (2015)
-
Risk aversion, bank funding risk and futures hedging
Raju, Sudhakar, (2014)
- More ...
-
Emerging trends in risk reporting
Raghavan, Vijay R., (2006)
-
Regulatory taxes, investment, and financing decisions for insured banks
Li, Anlong, (1996)
-
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong, (1995)
- More ...