Risk management and financial derivatives : an overview
Shawkat Hammoudeh; Michael McAleer
| Year of publication: |
2013
|
|---|---|
| Authors: | Hammoudeh, Shawkat ; McAleer, Michael |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 25.2013, p. 109-115
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| Subject: | Risk management | Optimal portfolios | Financial derivatives | Financial econometrics | Options | Futures | Volatility | Spillovers | Hedging | Default | Risk premia | Claims replication | Derivat | Derivative | Risikomanagement | Portfolio-Management | Portfolio selection | Volatilität | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009777841