Narrow search
Showing 1 - 10 of 22
Cover Image
Risiko-Renditeprofil des neuen Covered-Call-Index der Deutschen Börse
Behr, Patrick; Graf, Hartmut; Güttler, André - In: Kredit und Kapital 41 (2008) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10003715873
Cover Image
Performance of candlestick analysis on intraday futures data
Fock, J. Henning; Klein, Christian; Zwergel, Bernhard - In: The journal of derivatives : the official publication … 13 (2005) 1, pp. 28-40
Persistent link: https://www.econbiz.de/10003159536
Cover Image
Semi-analytical valuation of basket credit derivatives in intensity-based models
Mortensen, Allan - In: The journal of derivatives : the official publication … 13 (2006) 4, pp. 8-26
Persistent link: https://www.econbiz.de/10003346497
Cover Image
Optimal derivative strategies with discrete rebalancing
Branger, Nicole; Breuer, Beate; Schlag, Christian - In: The journal of derivatives : the official publication … 16 (2008/09) 2, pp. 67-84
Persistent link: https://www.econbiz.de/10003795464
Cover Image
Where should you buy your options? : the pricing of exchange-traded certificates and OTC derivatives in Germany
Muck, Matthias - In: The journal of derivatives : the official publication … 14 (2006) 1, pp. 82-96
Persistent link: https://www.econbiz.de/10003379134
Cover Image
Do lead-lag effects affect derivative pricing?
Korn, Olaf; Uhrig-Homburg, Marliese - In: The journal of derivatives : the official publication … 15 (2007) 1, pp. 34-51
Persistent link: https://www.econbiz.de/10003611417
Cover Image
Determinants of trading activity on the single-stock future market : evidence from the Eurex Exchange
Białkowski, Je̜drzej; Jakubowski, Jacek - In: The journal of derivatives : the official publication … 19 (2012) 3, pp. 29-47
Persistent link: https://www.econbiz.de/10009671108
Cover Image
Dynamic models of portfolio credit risk : a simplified approach
Hull, John; White, Alan - In: The journal of derivatives : the official publication … 15 (2008) 4, pp. 9-28
Persistent link: https://www.econbiz.de/10003733219
Cover Image
Innovative Turbo-Zertifikate am deutschen Kapitalmarkt : Preisstellung, Bewertung, hedging und Gewinnpotenzial
Scholz, Hendrik; Baule, Rainer; Wilkens, Marco - In: Kredit und Kapital 38 (2005) 1, pp. 87-116
Persistent link: https://www.econbiz.de/10002782364
Cover Image
Intraday-Volatilität und Expiration-Day-Effekte am deutschen Aktienmarkt
Röder, Klaus - In: Kredit und Kapital 29 (1996) 2, pp. 244-276
Persistent link: https://www.econbiz.de/10001205112