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The offer of financial derivatives in the banking sector of the Republic of Serbia
Kobilarev, Mina; Živanović, Branko - In: Economic analysis : EA 52 (2019) 2, pp. 43-63
Persistent link: https://www.econbiz.de/10012182249
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Derivatives handbook : risk management and control
Schwartz, Robert J. (ed.) - 1997
Persistent link: https://www.econbiz.de/10000613861
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The failure of risk management for nonfinancial companies in the context of the financial crisis : lessons from Aracruz Celulose and hedging with derivatives
Zeidan, Rodrigo; Rodrigues, Bruno - In: Applied financial economics 23 (2013) 1/3, pp. 241-250
Persistent link: https://www.econbiz.de/10009718966
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Incentives for financial risk management in Vietnamese enterprises : a study on their determinants
Nguyen Khac Quoc Bao - In: Journal of economic development 22 (2015) 2, pp. 85-101
Persistent link: https://www.econbiz.de/10011564574
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Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.; Crépey, S.; Jeanblanc, Monique; … - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
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Hedging the Counterparty Credit Risk of an Oil Company with Oil Futures Using Dynamic GARCH – A Derivative's Approach to Right-Way Risk
Lehrbass, Frank - 2014
only works if the stock and commodity price are cointegrated. To set the stage I subsume various models for optimal hedging …
Persistent link: https://www.econbiz.de/10013052652
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Risk Management and Credit Derivatives
Mazur, Jean-Philippe - 2015
The aim of the paper is to interpret a simulation on two portfolios (equity & commodities) of several thousands data. The returns and the volatility are analysed through basic statistics (mean, standard deviation, skewness, histogram) and the value-at-risk. The VaR is calculated using different...
Persistent link: https://www.econbiz.de/10013020796
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Hedging the Counterparty Credit Risk of an Oil Company with Oil Futures Using Dynamic GARCH – A Derivative's Approach to Right-Way Risk
Lehrbass, Frank - 2014
stage I subsume various models for optimal hedging under one general co-integrated model. In a worked example three models …
Persistent link: https://www.econbiz.de/10013061102
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Operational risk of option hedging
Mitra, Sovan - In: Economic modelling 33 (2013), pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
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Essays on risk management and systemic risk in insurance
Bierth, Christopher - 2016
Persistent link: https://www.econbiz.de/10012384638