-- Einführung in die Optionspreistheorie -- Hedging von festverzinslichen Positionen -- Kreditderivate -- Mathematischer Anhang. … • Aktienanalyse • Optionsbewertung (u. a negative Zinsen) • Hedging von festverzinslichen Positionen • Kreditderivate und …

optimales Hedging -- Standardmodelle der Bewertung von Aktienoptionen -- Parameter und Kennzahlen des Optionsbewertungsmodells …

, trading and hedging exchange rates seem to be too difficult to expect correct or at least adequate decisions. From the high …

While the determinants of firms’ optimal hedging strategies on the micro level are well understood, there is rarely any … diverse hedging policies on macroeconomic stability. It addresses this issue by employing theoretical as well as empirical …Deals with the impact of diverse hedging policies on macroeconomic stability. This book addresses this issue by …

This is an advanced text on the theory of forward and futures markets which aims at providing readers with a …

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 …

parameter derived by employing conic finance theory. Further, it shows how to develop the closed form formulas of the bid and … interested in risk management, portfolio optimization and hedging in real-time to identify when asset prices are in a bubble …Introduction -- Review on Research Conducted -- Theory of Conic Finance -- Stock Prices Follow a Brownian Motion …