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~person:"Alexander, Carol"
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Market Risk Analysis : Pricing...
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Theorie
39
Theory
39
Volatility
33
Volatilität
33
Hedging
31
Option pricing theory
25
Optionspreistheorie
25
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23
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Alexander, Carol
Kaeck, Andreas
32
Lazar, Emese
20
Dimitriu, Anca
17
Nogueira, Leonardo M.
12
Chen, Xi
11
Korovilas, Dimitris
11
Venkatramanan, Aanand
11
Leontsinis, Stamatis
9
Stanescu, Silvia
9
Barbosa, Andreza
7
Dakos, Michael
6
Deng, Jun
6
Imeraj, Arben
6
Kalepky, Markus
6
Prokopczuk, Marcel
6
Rubinov, Alexander
6
Sumawong, Anannit
6
Ledermann, Daniel
5
Sarabia, José María
5
Sheedy, Elizabeth A.
5
Choi, Jaehyuk
4
Heck, Daniel F.
4
Sheedy, Elizabeth
4
Sohn, Sungbin
4
Cordeiro, Gauss M.
3
Ledermann, Dan
3
Sarabia Alzaga, José Maria
3
Chen, Ding
2
Feng, Jianfen
2
Giblin, Ian
2
Kapraun, Julia
2
Ledermann, Walter
2
Meng, Xiaochun
2
Nogueira, Leonardo
2
Ortega, Edwin M. M.
2
Park, Heungju
2
Rauch, Johannes
2
Sarabia, Jose Maria
2
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2
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Henley Business School, University of Reading
43
Department of Economics, School of Business, Management and Economics
4
Professional Risk Managers' International Association
3
Instituto Valenciano de Investigaciones Económicas (IVIE)
1
arXiv.org
1
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ICMA Centre Discussion Papers in Finance
45
Discussion paper / ICMA Centre, Henley Business School, University of Reading
17
Journal of banking & finance
13
The journal of futures markets
6
Journal of Banking & Finance
5
Discussion Papers in Economics
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of Futures Markets
4
Market risk analysis / Carol Alexander
4
Oxford bulletin of economics and statistics
4
Applied mathematical finance
3
McGraw-Hill finance & investing
3
PRMIA risk management series
3
Quantitative Finance
3
Quantitative finance
3
Wiley series in financial engineering
3
Economic notes : economic review of Banca Monte dei Paschi di Siena
2
Energy economics
2
European financial management : the journal of the European Financial Management Association
2
ICMA Centre Discussion Paper in Finance
2
ICMA Centre Discussion Papers in Finance DP
2
International Review of Financial Analysis
2
International journal of finance & economics : IJFE
2
International journal of forecasting
2
Journal of applied econometrics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The Wiley Finance Ser
2
The journal of portfolio management : a publication of Institutional Investor
2
Valuation, financial modeling, and quantitative tools
2
Applied Mathematical Finance
1
Applied financial economics
1
British journal of management
1
Computational Statistics & Data Analysis
1
Discussion papers in economics
1
Econometric reviews
1
Economic Notes
1
Economics letters
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Source
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ECONIS (ZBW)
149
RePEc
72
OLC EcoSci
23
USB Cologne (EcoSocSci)
14
Other ZBW resources
1
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1
Value at risk models
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003758439
Saved in:
2
Statistical models of operational loss
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765463
Saved in:
3
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
Saved in:
4
Hedging the risk of an energy futures portfolio
Alexander, Carol
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 117-127)
.
2008
Persistent link: https://www.econbiz.de/10003787695
Saved in:
5
Quantitative methods in finance
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003690818
Saved in:
6
Practical financial econometrics
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003710762
Saved in:
7
Market risk analysis
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003659391
Saved in:
8
The present and future of financial risk management
Alexander, Carol
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10002574491
Saved in:
9
Assessment of operational risk capital
Alexander, Carol
- In:
Risk management : challenge and opportunity ; with 125 …
,
(pp. 279-301)
.
2005
Persistent link: https://www.econbiz.de/10002447822
Saved in:
10
Normal mixture diffusion with uncertain volatility : modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10002410726
Saved in:
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