//--> //--> //--> //-->
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:"Derivat"
~subject:"Theory"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Theory
Hedging
27
Option pricing theory
10
Optionspreistheorie
10
Theorie
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
Arbitrage pricing
1
Arrival rates
1
Artificial intelligence
1
Asset-Backed Securities
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
17
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Handbook
2
Handbuch
2
Sammelwerk
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
17
Author
All
Fabozzi, Frank J.
Madan, Dilip B.
Broll, Udo
64
Lien, Da-hsiang Donald
64
Kit, Pong Wong
43
Wahl, Jack E.
23
Alghalith, Moawia
11
Lioui, Abraham
10
Zilcha, Itzhak
9
Adam-Müller, Axel F. A.
8
Carr, Peter
8
Cotter, John
8
Jarrow, Robert A.
8
Lence, Sergio H.
8
Cvitanić, Jakša
7
Dionne, Georges
7
Eckwert, Bernhard
7
Frey, Rüdiger
7
Hanly, Jim
7
Hayes, Dermot James
7
Myers, Robert J.
7
Poncet, Patrice
7
Shrestha, Keshab
7
Touzi, Nizar
7
Yamada, Yuji
7
Alexander, Carol
6
Bartram, Söhnke M.
6
Benth, Fred Espen
6
Godin, Frédéric
6
Kabanov, Jurij M.
6
Li, Johnny Siu-Hang
6
Melʹnikov, Aleksandr V.
6
Moosa, Imad A.
6
Acharya, Viral V.
5
Bhansali, Vineer
5
Branger, Nicole
5
Breuer, Wolfgang
5
Briys, Eric
5
Brown, Gregory W.
5
Crouhy, Michel
5
more ...
less ...
Published in...
All
The journal of derivatives : JOD
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of portfolio management : a publication of Institutional Investor
2
Annals of finance
1
Computational economics
1
Finance and stochastics
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Mathematics and financial economics
1
Quantitative finance
1
Review of derivatives research
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
A primer on hedging with stock index futures
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 39-60
Persistent link: https://www.econbiz.de/10014231046
Saved in:
4
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:
5
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:
6
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:
7
Dynamic conic hedging for competitiveness
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 405-439
Persistent link: https://www.econbiz.de/10011555303
Saved in:
8
Hedging insurance books
Carr, Peter
;
Madan, Dilip B.
;
Melamed, Michael
; …
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 364-373
Persistent link: https://www.econbiz.de/10011597326
Saved in:
9
Adapted hedging
Madan, Dilip B.
- In:
Annals of finance
12
(
2016
)
3/4
,
pp. 305-334
Persistent link: https://www.econbiz.de/10011571392
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...
//-->