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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Currency derivative"
~subject:"Risk"
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Search: "Hedging"
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Currency derivative
Risk
Hedging
129
Theorie
64
Theory
64
Option pricing theory
63
Optionspreistheorie
63
Derivat
35
Derivative
35
Portfolio selection
32
Portfolio-Management
32
Stochastic process
30
Stochastischer Prozess
30
Option trading
21
Optionsgeschäft
21
Volatility
20
Volatilität
20
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Credit risk
9
Kreditrisiko
9
Martingal
8
Martingale
8
Swap
8
Transaction costs
8
Transaktionskosten
8
Börsenkurs
5
CAPM
5
Credit derivative
5
Experiment
5
Kreditderivat
5
Risiko
5
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5
Risk management
5
Share price
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Yield curve
5
Zinsstruktur
5
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4
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7
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2
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2
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2
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9
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Ankirchner, Stefan
1
Barkbu, Bergljot Bjørnson
1
Bayraktar, Erhan
1
Blais, Marcel
1
El Hajjaji, Omar
1
Garber, Peter M.
1
Jones, C. Kenneth
1
Korn, Olaf
1
Koziol, Philipp
1
Ong, Li Lian
1
Pigorsch, Christian
1
Protter, Philip E.
1
Schweizer, Nikolaus
1
Spencer, Michael George
1
Subbotin, Alexander
1
Takahashi, Akihiko
1
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1
Yamazaki, Akira
1
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IMF working paper
International journal of theoretical and applied finance
The journal of futures markets
55
Energy economics
19
Finance research letters
18
Insurance / Mathematics & economics
15
International review of economics & finance : IREF
15
Journal of banking & finance
13
Journal of financial economics
12
NBER working paper series
12
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12
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11
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11
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10
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10
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8
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8
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7
Discussion paper / The Pensions Institute, Cass Business School, City University
7
International review of financial analysis
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The review of financial studies
7
Economic modelling
6
Global finance journal
6
Journal of international financial markets, institutions & money
6
Journal of multinational financial management
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Research paper series / Swiss Finance Institute
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of finance : the journal of the American Finance Association
6
The journal of real estate finance and economics
6
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6
American journal of agricultural economics
5
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5
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1
CVA with wrong way risk : sensitivities, volatility and
hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
2
FX swaps : implications for financial and economic stability
Barkbu, Bergljot Bjørnson
;
Ong, Li Lian
-
2010
Persistent link: https://www.econbiz.de/10003972587
Saved in:
3
Estimating residual
hedging
risk with least-squares Monte Carlo
Ankirchner, Stefan
;
Pigorsch, Christian
;
Schweizer, Nikolaus
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
Saved in:
4
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:
5
Hedging
European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
6
An analysis of the supply curve for liquidity risk through book data
Blais, Marcel
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 821-838
Persistent link: https://www.econbiz.de/10008905116
Saved in:
7
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:
8
Super-
hedging
American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
9
Foreign exchange
hedging
with synthetic options and the interest rate defense of a fixed exchange rate regime
Garber, Peter M.
-
1994
Persistent link: https://www.econbiz.de/10013425389
Saved in:
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