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~subject:"Hedging"
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Pricing and hedging convertibl...
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Hedging
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Welzel, Peter
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Lucey, Brian M.
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Agarwal, Vikas
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Caballero, Ricardo J.
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Föllmer, Hans
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Melʹnikov, Aleksandr V.
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
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Cowles Foundation for Research in Economics, Yale University
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Department of Economics and Related Studies, University of York
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Department of Economics, Oxford University
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Geary Institute, University College Dublin
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The journal of futures markets
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Energy economics
118
International journal of theoretical and applied finance
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Finance research letters
114
Journal of banking & finance
113
International review of financial analysis
89
International review of economics & finance : IREF
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Insurance / Mathematics & economics
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NBER working paper series
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Mathematical finance : an international journal of mathematics, statistics and financial theory
65
Journal of financial economics
62
Applied economics
56
Working paper / National Bureau of Economic Research, Inc.
55
Economic modelling
54
The review of financial studies
54
Journal of multinational financial management
51
Applied mathematical finance
50
The North American journal of economics and finance : a journal of financial economics studies
50
The journal of finance : the journal of the American Finance Association
48
Journal of economic dynamics & control
47
European journal of operational research : EJOR
46
Managerial Finance
46
The European journal of finance
46
The journal of derivatives : the official publication of the International Association of Financial Engineers
44
NBER Working Paper
43
Research paper series / Swiss Finance Institute
42
Quantitative finance
41
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Journal of financial and quantitative analysis : JFQA
40
Journal of international financial markets, institutions & money
38
Management science : journal of the Institute for Operations Research and the Management Sciences
38
Research in international business and finance
38
Risks : open access journal
38
Applied financial economics
35
American journal of agricultural economics
34
Journal of international money and finance
34
Journal of risk and financial management : JRFM
33
Swiss Finance Institute Research Paper
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ECONIS (ZBW)
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RePEc
341
USB Cologne (EcoSocSci)
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Other ZBW resources
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EconStor
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USB Cologne (business full texts)
44
BASE
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1
Pricing and
hedging
convertible bonds under non-probabilistic interest rates
Epstein, David
;
Haber, Richard
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582828
Saved in:
2
Valuation of convertible bonds with credit risk
Ayache, E.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
1
,
pp. 9-29
Persistent link: https://www.econbiz.de/10001798981
Saved in:
3
Convertible bond
hedging
Buchan, Jane
- In:
Market neutral strategies
,
(pp. 47-57)
.
2005
Persistent link: https://www.econbiz.de/10002506270
Saved in:
4
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
Saved in:
5
Pricing and
hedging
mandatory convertible bonds
Ammann, Manuel
(
contributor
);
Seiz, Ralf
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003376056
Saved in:
6
Global convertible investing : the Gabelli way
Woodson, Hart
-
2002
Persistent link: https://www.econbiz.de/10001664528
Saved in:
7
Duration and convexity of zero-coupon convertible bonds
Sarkar, Sudipto
- In:
Journal of economics & business
51
(
1999
)
2
,
pp. 175-192
Persistent link: https://www.econbiz.de/10001418229
Saved in:
8
An Intuitive Procedure to Approximate Convertible Bond Hedge Ratios and Durations
Ferguson, Robert
-
2013
Persistent link: https://www.econbiz.de/10013073040
Saved in:
9
Chancen und Risiken der Finanzierung von Investitionen durch die Emission von Konsols
Schwander, Dunja
-
1997
Persistent link: https://www.econbiz.de/10000626618
Saved in:
10
Mathematics of financial markets
Elliott, Robert J.
;
Kopp, Peter E.
-
1999
Persistent link: https://www.econbiz.de/10000663279
Saved in:
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