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Pricing the risks of default
Madan, Dilip B.; Unal, Haluk - In: Review of derivatives research 2 (1998) 2/3, pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
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Die Bewertung von Zinsoptionen
Walter, Ulrich - 1996
Persistent link: https://www.econbiz.de/10000560789
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Option hedging using empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1997
Persistent link: https://www.econbiz.de/10000643460
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Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat - 1996
Persistent link: https://www.econbiz.de/10000958009
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel; Seiz, Ralf - In: The journal of derivatives : the official publication … 13 (2006) 3, pp. 30-46
Persistent link: https://www.econbiz.de/10003321080
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Pricing and hedging mandatory convertible bonds
Ammann, Manuel (contributor); Seiz, Ralf (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376056
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Volatility as an asset class : obvious benefits and hidden risks
Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.
Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no …
Persistent link: https://www.econbiz.de/10010528411
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Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang; Korn, Olaf - 1998
Im Laufe des Jahres 1993 war die Metallgesellschaft Refining & Marketing (MGRM), eine US-amerikanische Tochtergesellschaft der Metallgesellschaft AG, in großem Umfang die Verpflichtung eingegangen, langfristig Öl zu Festpreisen zu liefern. Das dadurch entstehende Preisrisiko sollte über...
Persistent link: https://www.econbiz.de/10011441448
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Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang (contributor); Korn, Olaf (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10009232783
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Model risk and option hedging
Giannetti, Antoine; Clark, John M.; Anderson, Randy I. - In: The quarterly review of economics and finance : journal … 44 (2004) 5, pp. 659-677
Persistent link: https://www.econbiz.de/10002468179