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Derivat
Option pricing theory
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Optionspreistheorie
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Hedging
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Portfolio selection
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USA
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Option trading
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Optionsgeschäft
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Implied volatility
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Kapitaleinkommen
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Price-change implied volatility
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Rohstoffderivat
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Hilliard, Jimmy E.
3
Hilliard, Jitka
3
Jordan, Susan D.
1
Li, Wei
1
Ngo, Julie T. D.
1
Schwartz, Adam
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Journal of financial and quantitative analysis : JFQA
2
International journal of financial markets and derivatives
1
International review of financial analysis
1
Quantitative finance
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
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Pricing European and American derivatives under a jump-diffusion process : a bivariate tree aproach
Hilliard, Jimmy E.
;
Schwartz, Adam
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
3
,
pp. 671-692
Persistent link: https://www.econbiz.de/10003160394
Saved in:
2
Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
24
(
1989
)
2
,
pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
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3
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
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4
Testing Greeks and price changes in the S&P 500 options and futures contract : a regression analysis
Hilliard, Jitka
- In:
International review of financial analysis
26
(
2013
),
pp. 51-58
Persistent link: https://www.econbiz.de/10009717219
Saved in:
5
Hedging price changes in the S&P 500 options and futures contracts : the effect of different measures of implied volatility
Hilliard, Jitka
- In:
International journal of financial markets and derivatives
3
(
2014
)
3
,
pp. 241-259
Persistent link: https://www.econbiz.de/10010406920
Saved in:
6
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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