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Die Bewertung von Stillhalter-Optionen
Wasserfallen, Walter - In: Swiss journal of economics and statistics 128 (1992) 1, pp. 35-49
Persistent link: https://www.econbiz.de/10001121269
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The relationship between day-ahead and future prices in electricity markets : an empirical analysis on Italy, France, Germany, and Switzerland
Bonaldo, Cinzia; Caporin, Massimiliano; Fontini, Fulvio - In: Energy economics 110 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013349919
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Behandlung von Fremdwährungspositionen in der KMU-Jahresrechnung
Leiser, Bernhard; Bracher, Frank - In: Treuhand und Revision : Jahrbuch ... (2020), pp. 225-236
Persistent link: https://www.econbiz.de/10014493838
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Fund liquidation, self-selection, and look-ahead bias in the hedge fund industry
Horst, Jenke R. ter; Verbeek, Marno - In: Review of finance : journal of the European Finance … 11 (2007) 4, pp. 605-632
Persistent link: https://www.econbiz.de/10003714270
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Special issue from the 4th Annual Asia-Pacific Association of Derivatives conference : [at the Management Development Institute in Gurgaon, India, on June 20 - 22, 2007]
Webb, Robert I. (contributor) - Asia Pacific Association of Derivatives - 2008
Persistent link: https://www.econbiz.de/10003714773
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Investitionen in synthetische Collateralized Debt Obligations : Subprime und kein Ende ; Komplexität synthetischer Collateralized Debt Obligations und daraus resultierende Risiken...
Rinker, Mike; Witolla, Bernhard Christoph - In: Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht (2008) 6, pp. 296-301
Persistent link: https://www.econbiz.de/10003714778
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An analysis of the failed muncipal bond and note futures contracts
Cusatis, Patrick James - In: The journal of futures markets 28 (2008) 7, pp. 656-679
Persistent link: https://www.econbiz.de/10003715118
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A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 7, pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
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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
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A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl; Nikitopoulos, Christina Sklibosios; … - In: Applied mathematical finance 14 (2007) 5, pp. 365-399
Persistent link: https://www.econbiz.de/10003637449