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~person:"Schlögl, Erik"
~subject:"Rohstoffderivat"
~type_genre:"Aufsatz in Zeitschrift"
~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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Rohstoffderivat
Option pricing theory
8
Optionspreistheorie
8
Commodity derivative
6
Derivat
6
Derivative
6
Yield curve
5
Zinsstruktur
5
Erdöl
4
Hedging
4
Interest rate
4
Oil price
4
Petroleum
4
Stochastic process
4
Stochastischer Prozess
4
Zins
4
Ölpreis
4
Stochastic interest rates
3
Interest rate derivative
2
Interest rate risk
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Zinsderivat
2
Zinsrisiko
2
correlations
2
stochastic interest rates
2
Calibration
1
Commodity exchange
1
Commodity markets
1
Correlations
1
Delta hedge
1
Delta hedging
1
Derivative pricing
1
Energy derivatives
1
Futures options
1
Futures options pricing
1
Garantie
1
Interest rate derivatives
1
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Book / Working Paper
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Aufsatz in Zeitschrift
Book section
Working Paper
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
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English
6
Author
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Schlögl, Erik
McAleer, Michael
45
Irwin, Scott H.
42
Pies, Ingo
31
Ma, Feng
28
García, Philip
27
Chang, Chia-Lin
23
Lien, Da-hsiang Donald
22
Sanders, Dwight R.
22
Prokopczuk, Marcel
21
Chevallier, Julien
20
Manera, Matteo
18
Hammoudeh, Shawkat
17
Miffre, Joëlle
17
Ji, Qiang
15
Kang, Sang Hoon
15
Nguyen, Duc Khuong
15
Bouri, Elie
14
Glauben, Thomas
14
Tse, Yiuman
14
Wei, Yu
13
Benth, Fred Espen
12
Bohl, Martin T.
12
Hamori, Shigeyuki
12
Hooi Hooi Lean
12
Prehn, Sören
12
Sauerbeck, A.
12
Schwartz, Eduardo S.
12
Todorova, Neda
12
Chatrath, Arjun
11
McKenzie, Andrew M.
11
Nikitopoulos, Christina Sklibosios
11
Pennings, Joost M. E.
11
Power, Gabriel J.
11
Tiwari, Aviral Kumar
11
Torró, Hipòlit
11
Uddin, Mohammed Gazi Salah
11
Wang, Yudong
11
Westgaard, Sjur
11
Will, Matthias Georg
11
Xiong, Wei
11
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Journal of banking & finance
1
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ECONIS (ZBW)
6
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1
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
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Journal of banking & finance
95
(
2018
),
pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
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:
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