//--> //--> //--> //-->
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
~isPartOf:"International review of financial analysis"
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
The mathematics of hedging
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
89
Derivat
70
Derivative
70
Volatility
45
Volatilität
45
Portfolio selection
42
Portfolio-Management
42
Theorie
36
Theory
36
Commodity derivative
31
Rohstoffderivat
31
Estimation
26
Schätzung
26
Börsenkurs
24
Share price
24
Welt
23
World
23
Information value
22
Informationswert
22
Swap
21
ARCH model
20
ARCH-Modell
20
Option pricing theory
17
Optionspreistheorie
17
Spillover effect
17
Spillover-Effekt
17
Risikomanagement
16
Risk management
16
Forecasting model
14
Prognoseverfahren
14
Capital income
13
Credit risk
13
Kapitaleinkommen
13
Kreditrisiko
13
Commodity exchange
12
Credit derivative
12
Financial analysis
12
Finanzanalyse
12
Kreditderivat
12
Warenbörse
12
more ...
less ...
Online availability
All
Undetermined
119
Free
5
Type of publication
All
Article
178
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
181
Aufsatz in Zeitschrift
181
Collection of articles of several authors
3
Sammelwerk
3
Language
All
English
181
Author
All
Batten, Jonathan A.
5
Lien, Da-hsiang Donald
5
Conlon, Thomas
3
Shi, Yukun
3
Xu, Yaofei
3
Yan, Cheng
3
Abid, Ilyes
2
Anderson, Keith
2
Azad, A. S. M. Sohel
2
Azevedo, Alcino
2
Bessler, Wolfgang
2
Bredin, Donal
2
Breitenfellner, Bastian
2
Chen, Ding
2
Chen, Jinyu
2
El Kalak, Izidin
2
Fang, Libing
2
Fang, Victor
2
Floros, Christos
2
Gannon, Gerard L.
2
Goodell, John W.
2
Guesmi, Khaled
2
Gurdgiev, Constantin
2
Hogan, Warren Pat
2
Holmes, Philip
2
Hou, Yang
2
Hu, Yang
2
Hudson, Robert
2
Lee, Chien-chiang
2
Li, Baibing
2
Liu, Yu
2
Lucey, Brian M.
2
Oxley, Les
2
Roubaud, David
2
Shen, Dehua
2
Skinner, Frank S.
2
Stafylas, Dimitrios
2
Stasinakis, Charalampos
2
Tee, Kaihong
2
Uddin, Moshfique
2
more ...
less ...
Published in...
All
International review of financial analysis
The journal of futures markets
706
Journal of banking & finance
326
International journal of theoretical and applied finance
276
Energy economics
211
Finance research letters
202
NBER working paper series
192
Working paper / National Bureau of Economic Research, Inc.
184
IMF Working Papers
167
Journal of financial economics
165
International review of economics & finance : IREF
155
The journal of finance : the journal of the American Finance Association
155
NBER Working Paper
142
The journal of derivatives : the official publication of the International Association of Financial Engineers
133
The review of financial studies
132
Applied mathematical finance
131
European journal of operational research : EJOR
131
Finance and stochastics
124
Journal of financial and quantitative analysis : JFQA
121
The European journal of finance
120
Applied economics
117
Management science : journal of the Institute for Operations Research and the Management Sciences
117
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
SpringerLink / Bücher
101
The North American journal of economics and finance : a journal of financial economics studies
101
Applied financial economics
100
Review of derivatives research
98
Quantitative finance
96
Economic modelling
95
Discussion paper / Centre for Economic Policy Research
94
The accounting review : a publication of the American Accounting Association
94
Insurance / Mathematics & economics
90
Journal of international financial markets, institutions & money
89
Working paper
89
Research in international business and finance
88
Research paper series / Swiss Finance Institute
88
Economics letters
87
Applied economics letters
86
Journal of economic dynamics & control
86
Pacific-Basin finance journal
83
more ...
less ...
Source
All
ECONIS (ZBW)
181
Showing
1
-
10
of
181
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
2
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
3
Hedging
stock sector risk with credit default
swaps
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
International review of financial analysis
30
(
2013
),
pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
Saved in:
4
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001728576
Saved in:
5
A perspective on credit dervatives
Batten, Jonathan A.
;
Hogan, Warren Pat
- In:
International review of financial analysis
11
(
2002
)
3
,
pp. 251-278
Persistent link: https://www.econbiz.de/10001715971
Saved in:
6
Special issue: credit derivatives
Batten, Jonathan A.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001716000
Saved in:
7
Price discovery and microstructure in ether spot and derivative markets
Alexander, Carol
;
Choi, Jaehyuk
;
Massie, Hamish R. A.
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012435768
Saved in:
8
Valuation of callable range accrual linked to CMS Spread under generalized swap market model
He, Jie-Cao
;
Hsieh, Chang-Chieh
;
Huang, Zi-Wei
;
Lin, …
- In:
International review of financial analysis
90
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468776
Saved in:
9
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
10
Hedging
emerging market bonds and the rise of the credit default swap
Skinner, Frank S.
;
Nuri, Julinda
- In:
International review of financial analysis
16
(
2007
)
5
,
pp. 452-470
Persistent link: https://www.econbiz.de/10003612973
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->