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~person:"Schlögl, Erik"
~subject:"Optionspreistheorie"
~subject:"Rohstoffderivat"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Search: Energiepreis OR Energieversorgung OR Erdölpreis OR Ölpreis OR Rohstoff OR Rohstoffpreis
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Optionspreistheorie
Rohstoffderivat
Option pricing theory
7
Commodity derivative
5
Derivat
5
Derivative
5
Erdöl
3
Hedging
3
Interest rate
3
Oil price
3
Petroleum
3
Stochastic process
3
Stochastischer Prozess
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Yield curve
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Zins
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Zinsstruktur
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Ölpreis
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Interest rate derivative
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Interest rate risk
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Stochastic interest rates
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Volatility
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Volatilität
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Zinsderivat
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Zinsrisiko
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correlations
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stochastic interest rates
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Calibration
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Commodity exchange
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Commodity markets
1
Delta hedge
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Delta hedging
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Derivative pricing
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Energy derivatives
1
Futures options
1
Garantie
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Interest rate derivatives
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Interest rate hedge
1
Interest rate hedging
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Interest rate modelling
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Lebensversicherung
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Schlögl, Erik
McAleer, Michael
32
Pies, Ingo
31
Chang, Chia-Lin
17
Glauben, Thomas
14
Prehn, Sören
12
Manera, Matteo
11
Will, Matthias Georg
11
Kohlmann, Michael
10
Korn, Olaf
9
Füss, Roland
8
Hooi Hooi Lean
8
Prokopczuk, Marcel
8
Staritz, Cornelia
8
Bühler, Wolfgang
7
Roengchai Tansuchat
7
Wong, Wing Keung
7
Xiong, Wei
7
Caporale, Guglielmo Maria
6
Chiarella, Carl
6
Kilian, Lutz
6
Nikitopoulos, Christina Sklibosios
6
Tansuchat, Roengchai
6
Carbonez, Katelijne A. E.
5
Engle, Robert F.
5
Gorton, Gary
5
Loy, Jens-Peter
5
Nguyen, Thi Tuong Van
5
Roache, Shaun K.
5
Rosenberg, Joshua V.
5
Rouwenhorst, K. Geert
5
Sercu, Piet
5
Soner, Halil Mete
5
Tang, Shanjian
5
Algieri, Bernardina
4
Baumeister, Christiane
4
Borensztein, Eduardo
4
Bredin, Donal
4
Chakravarty, Sugato
4
Cheng, Benjamin
4
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
7
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ECONIS (ZBW)
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Empirical hedging performance on long-dated crude oil derivatives
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778112
Saved in:
2
Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
Saved in:
3
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
4
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
5
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
6
A hybrid commodity and interest rate
Pilz, K. F.
;
Schlögl, Erik
-
2009
Persistent link: https://www.econbiz.de/10008662358
Saved in:
7
The risk management of minimum return guarantees
Mahayni, Antje
;
Schlögl, Erik
-
2003
Persistent link: https://www.econbiz.de/10002250900
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