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Gamma and Vega Hedging Using D...
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Option pricing theory
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Journal of banking & finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Always learning
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wi - Wirtschaft
8
Journal of financial and quantitative analysis : JFQA
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NYU Working Paper
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Rotman School of Management Working Paper
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In Innovations in Derivatives Markets, edited by Kathrin Glau, Zorana Grbac, Matthias Scherer, and Rudi Zagst, SpringerProceedings in Mathematics and Statistics, 2016: 171-189
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Innovations in risk management : seminal papers from the Journal of Risk
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Journal of financial engineering
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
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The impact of default risk on the prices of options and other derivative securities
Hull, John
- In:
Journal of banking & finance
19
(
1995
)
2
,
pp. 299-322
Persistent link: https://www.econbiz.de/10001180777
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2
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
3
The relationship between credit default swap spreads, bond yields, and credit rating announcements
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
Journal of banking & finance
28
(
2004
)
11
,
pp. 2789-2811
Persistent link: https://www.econbiz.de/10002362016
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