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The pricing of convexity risk and time decay in options markets
Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91
Persistent link: https://www.econbiz.de/10001156045
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Designing an immunized portfolio : is M-squared the key?
Bierwag, Gerald O. - In: Journal of banking & finance 17 (1993) 6, pp. 1147-1170
Persistent link: https://www.econbiz.de/10001156858
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Discrete exchange rate hedging strategies
Brealey, Richard A. - In: Journal of banking & finance 19 (1995) 5, pp. 765-784
Persistent link: https://www.econbiz.de/10001185512
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How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market
Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610
Persistent link: https://www.econbiz.de/10001243308
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Currency risk hedging : futures vs. forward
Lioui, Abraham - In: Journal of banking & finance 22 (1998) 1, pp. 61-81
Persistent link: https://www.econbiz.de/10001236710
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Hedging bonds subject to credit risk
Skinner, Frank S. - In: Journal of banking & finance 22 (1998) 3, pp. 321-345
Persistent link: https://www.econbiz.de/10001238387
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The arbitrage-free valuation and hedging of demand deposits and credit card loans
Jarrow, Robert A. - In: Journal of banking & finance 22 (1998) 3, pp. 249-272
Persistent link: https://www.econbiz.de/10001238390
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A PDE approach to Asian options : analytical and numerical evidence
Alziary, Bénédicte - In: Journal of banking & finance 21 (1997) 5, pp. 613-640
Persistent link: https://www.econbiz.de/10001222189
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Managing risk in multi-asset class, multimarket central counterparties : the CORE approach
Vicente, Luis A. B. G.; Cerezetti, F. V.; De Faria, S. R.; … - In: Journal of banking & finance 51 (2015), pp. 119-130
Persistent link: https://www.econbiz.de/10011377281
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Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan - In: Journal of banking & finance 61 (2015) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10011586925