//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fabozzi, Frank J."
~person:"Madan, Dilip B."
~subject:"Arbitrage pricing"
~subject:"Derivat"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Rohstoff-Hedging"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage pricing
Derivat
Optionspreistheorie
Hedging
27
Option pricing theory
10
Theorie
10
Theory
10
Derivative
7
Portfolio selection
6
Portfolio-Management
6
Volatility
5
Volatilität
5
CAPM
3
Option trading
3
Optionsgeschäft
3
Statistical distribution
3
Statistische Verteilung
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Arbitrage
2
Black-Scholes model
2
Black-Scholes-Modell
2
Currency derivative
2
Exchange rate risk
2
Risikomanagement
2
Risk management
2
Variance gamma model
2
Welt
2
World
2
Währungsderivat
2
Währungsrisiko
2
Acceptable risks
1
American options
1
Anleihe
1
Arbitrage Pricing
1
Arrival rates
1
Artificial intelligence
1
Asset-Backed Securities
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
14
Aufsatz im Buch
2
Book section
2
Collection of articles of several authors
2
Handbook
2
Handbuch
2
Sammelwerk
2
more ...
less ...
Language
All
English
14
Author
All
Fabozzi, Frank J.
Madan, Dilip B.
Lien, Da-hsiang Donald
37
Kit, Pong Wong
17
Melʹnikov, Aleksandr V.
11
Broll, Udo
10
Yamada, Yuji
10
Carr, Peter
9
Benth, Fred Espen
7
Alexander, Carol
6
Bartram, Söhnke M.
6
Dhaene, Jan
6
Godin, Frédéric
6
Kabanov, Jurij M.
6
Kallsen, Jan
6
Korn, Olaf
6
Platen, Eckhard
6
Touzi, Nizar
6
Arai, Takuji
5
Brown, Gregory W.
5
Chung, San-lin
5
Elliott, Robert J.
5
Hobson, David G.
5
Härdle, Wolfgang
5
Makar, Stephen D.
5
Nguyen, Hoa
5
Ranasinghe, Tharindra
5
Rossi Júnior, José Luiz
5
Schoutens, Wim
5
Siu, Tak Kuen
5
Tankov, Peter
5
Tsai, Wei-che
5
Tse, Yiu Kuen
5
Welzel, Peter
5
Zanette, Antonino
5
Adam-Müller, Axel F. A.
4
Alghalith, Moawia
4
Ankirchner, Stefan
4
Badescu, Alexandru
4
Barbi, Massimiliano
4
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
International journal of financial engineering
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Quantitative finance
1
Review of derivatives research
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of investment strategies
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
Saved in:
6
Enhancing enterprise value by trading options
Madan, Dilip B.
;
Sharaiha, Yazid M.
- In:
The journal of investment strategies
6
(
2017
)
4
,
pp. 47-80
Persistent link: https://www.econbiz.de/10011771270
Saved in:
7
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:
8
Stochastic alpha-beta-rho hedging for foreign exchange options : is it worth the effort?
Yang, Yifan
;
Fabozzi, Frank J.
;
Bianchi, Michele Leonardo
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10011404590
Saved in:
9
Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->