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~person:"Fabozzi, Frank J."
~person:"Madan, Dilip B."
~person:"Makar, Stephen D."
~subject:"Derivat"
~subject:"Optionsgeschäft"
~type_genre:"Article in journal"
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Search: subject_exact:"Rohstoff-Hedging"
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Derivat
Optionsgeschäft
Hedging
35
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13
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12
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10
Optionspreistheorie
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7
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Fabozzi, Frank J.
Madan, Dilip B.
Makar, Stephen D.
Lien, Da-hsiang Donald
38
Kit, Pong Wong
21
Broll, Udo
12
Yamada, Yuji
8
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7
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6
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5
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5
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4
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3
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Journal of multinational financial management
2
The journal of derivatives : JOD
2
The journal of portfolio management : a publication of Institutional Investor
2
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of economic dynamics & control
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ECONIS (ZBW)
13
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1
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
2
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
3
Pricing and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
4
Machine learning for quantitative finance : fast derivative pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
5
Interest rate derivatives use in banking: Market pricing implications of cash flow hedges
Akhigbe, Aigbe O.
;
Makar, Stephen D.
;
Wang, Li
;
Whyte, …
- In:
Journal of banking & finance
86
(
2018
),
pp. 113-126
Persistent link: https://www.econbiz.de/10011962425
Saved in:
6
An improved method for pricing and hedging long dated American options
Fabozzi, Frank J.
;
Paletta, Tommaso
;
Stanescu, Silvia
; …
- In:
European journal of operational research : EJOR
254
(
2016
)
2
,
pp. 656-666
Persistent link: https://www.econbiz.de/10011509024
Saved in:
7
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
Saved in:
8
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
9
Derivatives use in the partial hedging of currency risk : a firm-specific approach to understanding the exchange rate exposure puzzle
Savchenko, Olesya
;
Makar, Stephen D.
- In:
The journal of applied business research
26
(
2010
)
1
,
pp. 109-120
Persistent link: https://www.econbiz.de/10003950727
Saved in:
10
Hedging real estate risk
Fabozzi, Frank J.
;
Shiller, Robert J.
;
Tunaru, Radu S.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
5
,
pp. 92-103
Persistent link: https://www.econbiz.de/10008654014
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