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~isPartOf:"Finanzmarkt und Portfolio-Management"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Currency derivative"
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Currency derivative
Hedging
125
Theorie
65
Theory
65
Option pricing theory
63
Optionspreistheorie
63
Derivat
35
Derivative
35
Portfolio selection
35
Portfolio-Management
35
Stochastic process
30
Stochastischer Prozess
30
Option trading
22
Optionsgeschäft
22
Volatility
19
Volatilität
19
Black-Scholes model
17
Black-Scholes-Modell
17
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Credit risk
9
Kreditrisiko
9
Martingal
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Martingale
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Swap
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Transaction costs
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Transaktionskosten
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Risk
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CAPM
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Börsenkurs
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Credit derivative
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Experiment
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Index futures
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Adjaoute, Kpate
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Brandenberger, Susanne
1
Jones, C. Kenneth
1
Knight, Rory F.
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Korn, Olaf
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Koziol, Philipp
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Tuchschmid, Nils S.
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
The journal of futures markets
42
Journal of international money and finance
8
Journal of multinational financial management
6
Global finance journal
5
Journal of international financial markets, institutions & money
5
Advances in futures and options research : a research annual
4
Bulletin of economic research
4
International review of economics & finance : IREF
4
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4
European economic review : EER
3
Finance research letters
3
International journal of business
3
International journal of finance & economics : IJFE
3
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3
Swiss journal of economics and statistics
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The European journal of finance
3
Australian journal of management
2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of economics, finance and management sciences : IJEFM
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International review of financial analysis
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Open economies review
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Pacific-Basin finance journal
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Quantitative finance
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Research in finance
2
Review of futures markets
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Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
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The journal of trading
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ECONIS (ZBW)
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1
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
2
A network model for foreign exchange arbitrage,
hedging
and speculation
Jones, C. Kenneth
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 837-852
Persistent link: https://www.econbiz.de/10001632641
Saved in:
3
Exchange rate dynamics, currency risk and international portfolio strategies
Adjaoute, Kpate
- In:
Finanzmarkt und Portfolio-Management
10
(
1996
)
4
,
pp. 445-462
Persistent link: https://www.econbiz.de/10001221483
Saved in:
4
Universal currency
hedging
Brandenberger, Susanne
- In:
Finanzmarkt und Portfolio-Management
9
(
1995
)
4
,
pp. 458-481
Persistent link: https://www.econbiz.de/10001221661
Saved in:
5
Optimal currency
hedging
and international asset allocation : an integration
Knight, Rory F.
- In:
Finanzmarkt und Portfolio-Management
5
(
1991
)
2
,
pp. 130-163
Persistent link: https://www.econbiz.de/10001217932
Saved in:
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