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Obchodování s deriváty a pokoutní bankéři: ohlédnutí za finančním trhem v meziválečném Československu

Vlachý, Jan - In: Politická ekonomie : teorie, modelování, aplikace 59 (2011) 2, pp. 205-223

Persistent link: https://www.econbiz.de/10009231072

Současnost a perspektivy derivát°u v ČR a ve světě

Jílek, Josef - In: Finance a úvěr 48 (1998) 10, pp. 639-666

Persistent link: https://www.econbiz.de/10001252424

Nezápadní aktéři světové bezpečnosti

Balabán, Miloš (contributor); Rašek, Antonín (contributor) - 2010 - Vyd. 1

Persistent link: https://www.econbiz.de/10008658125

Hedging Strategies and Financial Risks

Zmeškal, Zdenìk - In: Czech Journal of Economics and Finance (Finance a uver) 54 (2004) 1-2, pp. 50-63

Hedging strategies represent basic instrument used toward eliminating financial risk. Increasing volatility of … select hedging strategies. Five basic hedging strategies ? delta hedging, minimum variance, minimum value at risk, maximum … portfolios consisting of risk assets (share, bond, commodity price, and exchange rate) and hedged assets (financial derivative …

Persistent link: https://www.econbiz.de/10008495620

Some Remarks On the Impact of Risk Management on Firm Value

Hnilica, Jiří - In: Acta Oeconomica Pragensia 2005 (2005) 4, pp. 80-112

The paper focuses on how risk management may influence the value of a company. Situation is discussed with models of Modigliani - Miller - Fama and their assumptions in the background. After the basic explications of the afore mentioned models and of the decision- making rule for investments,...

Persistent link: https://www.econbiz.de/10005036438

On Estimation of Volatility of Financial Time Series for Pricing Derivatives

Černý, Michal - In: Acta Oeconomica Pragensia 2008 (2008) 4, pp. 12-21

Estimation of volatility of financial time series plays a crucial role in pricing derivatives. Volatility is often estimated from historical data; however, it is well known that volatility varies in time. We propose a method to choose a suitable length of historical data to estimate contemporary...

Persistent link: https://www.econbiz.de/10005036300