//--> //--> //-->
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:"Sommer, Daniel"
~subject:"Optionspreistheorie"
~subject:"Risiko"
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: "Hedging"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Optionspreistheorie
Risiko
Hedging
10
Option pricing theory
7
Theorie
6
Theory
5
Devisenmarkt
4
Emissionsgeschäft
4
Foreign exchange market
4
Interest rate risk
4
Zinsrisiko
4
Zinsstruktur
4
Exchange rate risk
3
Underwriting business
3
Währungsrisiko
3
Yield curve
3
Zero-Bond
3
Zero-coupon bond
3
Economic statistics
2
Wirtschaftsstatistik
2
exchange rate risk
2
hedging
2
interest rate risk
2
Arbitrage
1
Incomplete markets
1
Preisbündelung
1
Risikomanagement
1
Statistik
1
Unvollkommener Markt
1
Zero Bond
1
Zinsstrukturtheorie
1
Zinsänderungsrisiko
1
arbitrage
1
change of numeraire
1
incomplete markets
1
option pricing
1
option pricing and hedging
1
pricing of contingent claims
1
pseudo-arbitrage
1
stochastic volatility
1
more ...
less ...
Type of publication
All
Book / Working Paper
6
Article
2
Type of publication (narrower categories)
All
Forschungsbericht
3
Graue Literatur
3
Non-commercial literature
3
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Hochschulschrift
2
Working Paper
2
Thesis
1
more ...
less ...
Language
All
English
7
Undetermined
1
Author
All
Sommer, Daniel
Hull, John
26
Engle, Robert F.
20
Kohlmann, Michael
18
Broll, Udo
17
Giglio, Stefano
15
Madan, Dilip B.
14
Melʹnikov, Aleksandr V.
14
Kelly, Bryan T.
13
Alexander, Carol
12
Korn, Olaf
12
Rosenberg, Joshua V.
12
Kit, Pong Wong
11
Schoutens, Wim
11
Hess, Markus
10
Kallsen, Jan
10
Shiller, Robert J.
10
Černý, Aleš
10
Alghalith, Moawia
9
Barbi, Massimiliano
9
Benth, Fred Espen
9
Elliott, Robert J.
9
Ewald, Christian-Oliver
9
Frey, Rüdiger
9
Platen, Eckhard
9
Romagnoli, Silvia
9
Soner, Halil Mete
9
Yang, Zhaojun
9
Ziveyi, Jonathan
9
Bayraktar, Erhan
8
Carr, Peter
8
Deutsch, Hans-Peter
8
Dhaene, Jan
8
Godin, Frédéric
8
Muhle-Karbe, Johannes
8
Schlag, Christian
8
Stroebel, Johannes
8
Agarwal, Vikas
7
Blake, David
7
Bühler, Wolfgang
7
more ...
less ...
Published in...
All
Discussion paper / B
3
Applied mathematical finance
1
Discussion paper / Sonderforschungsbereich 303, "Information und die Koordination Wirtschaftlicher Aktivitäten", Projektbereich B
1
European financial management : the journal of the European Financial Management Association
1
Source
All
ECONIS (ZBW)
7
USB Cologne (EcoSocSci)
1
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing and
hedging
of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10000954639
Saved in:
2
Pricing and
hedging
of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
- In:
European financial management : the journal of the …
3
(
1997
)
3
,
pp. 269-292
Persistent link: https://www.econbiz.de/10001541513
Saved in:
3
A systematic approach to pricing and
hedging
of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
4
Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Sommer, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000952089
Saved in:
5
A systematic approach to pricing and
hedging
international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
6
A systematic approach to pricing and
hedging
of international derivatives with interest rate risk
Frey, Rüdiger
-
1995
Persistent link: https://www.econbiz.de/10000908122
Saved in:
7
Valuation of contingent claims with interest and exchange rate risk and the exogenous issuing of new bonds
Sommer, Daniel
-
1996
Persistent link: https://www.econbiz.de/10000614512
Saved in:
8
Pricing and
hedging
of contingent claims in term structure models with exogenous issuing of new bonds
Sommer, Daniel
-
1997
Persistent link: https://www.econbiz.de/10004551536
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->