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Innovations in Derivatives Markets : Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation
Glau, Kathrin (ed.); Grbac, Zorana (ed.);  … - Conference Innovations in Derivatives Markets - Fixed … - 2016
This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The … valuation adjustment, and wrong way risk"; Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling … correlations. The recent financial crisis has cast tremendous doubts on the classical view on derivative pricing. Now, counterparty …
Persistent link: https://www.econbiz.de/10011588323
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Derivative Finanzmarktinstrumente : Eine anwendungsbezogene Einführung in Märkte, Strategien und Bewertung
Rudolph, Bernd - 2010
-- Märkte für Derivate -- Management von Aktienkursrisiken mit Optionen und Futures -- Derivative Finanzmarktinstrumente im … Management von Zinsänderungsrisiken -- Derivative Finanzmarktinstrumente im Management von Währungsrisiken -- Kreditderivate und … optimales Hedging -- Standardmodelle der Bewertung von Aktienoptionen -- Parameter und Kennzahlen des Optionsbewertungsmodells …
Persistent link: https://www.econbiz.de/10014424916
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Managed Futures : Versichern Sie Ihr Portfolio: Chancen, Mechanismen und Strategien
Qureshi, Yasin Sebastian - 2010
Managed Futures in 30 Minuten -- Das sind Managed Futures -- So erwirtschaften Managed Futures Renditen -- Das ist die Risiko-Rendite-Struktur von Managed Futures -- So passen Managed Futures in ein traditionelles Portfolio -- Zusammenfassung.
Persistent link: https://www.econbiz.de/10014424917
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Dynamic Asset Allocation with Forwards and Futures
Lioui, Abraham (contributor); Poncet, Patrice (contributor) - 2005
This is an advanced text on the theory of forward and futures markets which aims at providing readers with a comprehensive knowledge of how prices are established and evolve over time, what optimal strategies one can expect from the participants, what characterizes such markets and what major...
Persistent link: https://www.econbiz.de/10013520387
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Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models
Gregoriou, Greg N. (ed.); Pascalau, Razvan (ed.) - 2011
efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the …
Persistent link: https://www.econbiz.de/10012053889
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Energy Price Risk
James, Tom - 2003
price risk strategies and tools. Based on the author's extensive experience in the commodity derivatives industry, it …
Persistent link: https://www.econbiz.de/10012054392
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Derivate im Portfoliomanagement
Bossert, Thomas - 2017
Finanzmathematische Grundlagen -- Eigenschaften und Bewertung von Derivaten -- Der Einsatz von Derivaten -- Hedging mit … Bewertung von Derivaten • Hedging • Derivate zur Optimierung der Performance • Feinsteuerung des Risikoprofils • Besondere …
Persistent link: https://www.econbiz.de/10014020663
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The Coinsurance Effect of Corporate Diversification : An Empirical Analysis of the Accounting and Economic Implications
Nußmann, Dominik - 2018
Dominik Nußmann comprehensively analyzes the coinsurance effect of corporate diversification by first providing a structured review of all relevant findings presented in the financial economics and accounting literature. Based on this review, he examines important accounting and economic...
Persistent link: https://www.econbiz.de/10012396308
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Open Innovation Ecosystems : Creating New Value Constellations in the Financial Services
Fasnacht, Daniel - 2018 - 2nd ed. 2018
Sharing information and knowledge, co-innovating with clients, communities, and competitors and adopting cognitive technology, robo advisors, crowdfunding, and blockchain reflect current socio-economic behaviour. Emerging growth regions in Asia, demographic shifts, intergenerational wealth...
Persistent link: https://www.econbiz.de/10012396958
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Value Economics : The Ethical Implications of Value for New Economic Thinking
Griffiths, M. R. - 2016
The last financial crisis revealed a gap between business practice and ethics. In Value Economics, Griffiths and Lucas examine some of the reasons for this ethical gap and discuss the resulting loss of confidence in the financial system. One of the reasons has been hazy or inadequate thinking...
Persistent link: https://www.econbiz.de/10012397258