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~person:"Fabozzi, Frank J."
~person:"Yamada, Yuji"
~source:"econis"
~subject:"ARCH model"
~subject:"Derivat"
~subject:"Theorie"
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Search: subject_exact:"Financial+hedging"
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ARCH model
Derivat
Theorie
Hedging
32
Derivative
17
Option pricing theory
9
Optionspreistheorie
9
Theory
9
Portfolio selection
8
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8
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4
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Fabozzi, Frank J.
Yamada, Yuji
Broll, Udo
157
Lien, Da-hsiang Donald
74
Kit, Pong Wong
65
Wahl, Jack E.
62
Zilcha, Itzhak
32
Hull, John
26
Acharya, Viral V.
19
Eckwert, Bernhard
19
McAleer, Michael
19
Cotter, John
18
Madan, Dilip B.
18
Adam-Müller, Axel F. A.
17
Schweizer, Martin
17
Frey, Rüdiger
16
Kohlmann, Michael
16
Korn, Olaf
15
Platen, Eckhard
15
Föllmer, Hans
14
Hammoudeh, Shawkat
14
Hanly, Jim
14
Hau, Harald
14
Lo, Andrew W.
14
Alghalith, Moawia
13
Alexander, Carol
12
Chang, Chia-Lin
12
Engle, Robert F.
12
Kavussanos, Manolis G.
12
Lioui, Abraham
12
Rebelo, Sérgio
12
Welzel, Peter
12
Cvitanić, Jakša
11
Minton, Bernadette A.
11
Pham, Huyên
11
Shiller, Robert J.
11
Burnside, Craig
10
Eichenbaum, Martin S.
10
Godin, Frédéric
10
Lee, Cheng F.
10
Röthig, Andreas
10
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Asia-Pacific financial markets
3
The handbook of fixed income securities
3
The journal of derivatives : JOD
2
The journal of portfolio management : a publication of Institutional Investor
2
Computational economics
1
Energy economics
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
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1
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ECONIS (ZBW)
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1
Pricing electricity day-ahead cap futures with multifactor skew-t densities
Matsumoto, Takuji
;
Bunn, Derek W.
;
Yamada, Yuji
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 835-860
Persistent link: https://www.econbiz.de/10013367864
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
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:
6
Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Energy economics
95
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012816562
Saved in:
7
Cross hedging using prediction error weather derivatives for loss of solar output prediction errors in electricity market
Matsumoto, Takuji
;
Yamada, Yuji
- In:
Asia-Pacific financial markets
26
(
2019
)
2
,
pp. 211-227
Persistent link: https://www.econbiz.de/10012308054
Saved in:
8
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
9
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:
10
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:
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