Hedging price risk when payment dates are uncertain
Year of publication: |
2009
|
---|---|
Authors: | Korn, Olaf |
Institutions: | Institut für Finanzmarktforschung, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | risk management | hedging | forwards | uncertainty of time |
-
How to hedge if the payment date is uncertain?
Korn, Olaf, (2016)
-
Risk management with default-risky forwards
Korn, Olaf, (2008)
-
How to hedge if the payment date is uncertain?
Korn, Olaf, (2016)
- More ...
-
Forward-looking measures of higher-order dependencies with an application to portfolio selection
Brinkmann, Felix, (2014)
-
Illiquidity transmission from spot to futures markets
Korn, Olaf, (2014)
-
Risk-adjusted option-implied moments
Brinkmann, Felix, (2014)
- More ...