//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Market Risk Analysis : Pricing...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Theorie
39
Theory
39
Volatility
33
Volatilität
33
Option pricing theory
25
Optionspreistheorie
25
Risikomanagement
23
Portfolio selection
21
Portfolio-Management
21
ARCH model
16
ARCH-Modell
16
Derivat
14
Derivative
14
Risk management
12
GARCH
11
Risikomaß
11
Risk measure
11
Simulation
11
Statistical distribution
10
Statistische Verteilung
10
Option trading
9
Optionsgeschäft
9
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
8
Capital income
8
Kapitaleinkommen
8
Share price
8
Estimation theory
7
Risiko
7
Risk
7
Schätztheorie
7
Statistical method
7
Statistische Methode
7
VIX
7
Finanzanalyse
6
Marktrisiko
6
USA
6
United States
6
more ...
less ...
Online availability
All
Free
13
Undetermined
4
Type of publication
All
Book / Working Paper
17
Article
14
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
Lehrbuch
1
Mehrbändiges Werk
1
Multi-volume publication
1
Textbook
1
more ...
less ...
Language
All
English
29
Undetermined
2
Author
All
Alexander, Carol
31
Kaeck, Andreas
5
Prokopczuk, Marcel
5
Sumawong, Anannit
4
Imeraj, Arben
3
Kalepky, Markus
3
Leontsinis, Stamatis
3
Nogueira, Leonardo M.
3
Rubinov, Alexander
3
Barbosa, Andreza
2
Deng, Jun
2
Zou, Bin
2
Barbosa, A.
1
Chen, Ding
1
Chen, Xi
1
Choi, Jaehyuk
1
Hecker, Daniel Frank
1
Park, Heungju
1
Sohn, Sungbin
1
Sumawon, Anannit
1
Ward, Charles W. R.
1
Yiǧitbaşioǧlu, Ali Bora
1
more ...
less ...
Institution
All
Henley Business School, University of Reading
3
Published in...
All
Discussion paper / ICMA Centre, Henley Business School, University of Reading
3
ICMA Centre Discussion Papers in Finance
3
The journal of futures markets
3
Journal of banking & finance
2
Energy Economics
1
Energy economics
1
European journal of operational research : EJOR
1
Henley University ICMA Centre Discussion Paper in Finance
1
ICMA Centre Discussion Paper in Finance
1
International journal of theoretical and applied finance
1
Journal of economic behavior & organization : JEBO
1
Journal of financial stability
1
Market risk analysis / Carol Alexander
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Quantitative finance
1
Risk management in commodity markets : from shipping to agricuturals and energy
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
RePEc
4
USB Cologne (EcoSocSci)
2
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging the risk of an energy futures portfolio
Alexander, Carol
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 117-127)
.
2008
Persistent link: https://www.econbiz.de/10003787695
Saved in:
2
Quantitative methods in finance
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003690818
Saved in:
3
Market risk analysis
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003659391
Saved in:
4
Market risk analysis
Alexander, Carol
Persistent link: https://www.econbiz.de/10004928757
Saved in:
5
Pricing, hedging and trading financial instruments
Alexander, Carol
-
2009
-
Reprint. with corr.
Persistent link: https://www.econbiz.de/10004930103
Saved in:
6
Hedging index exchange traded funds
Alexander, Carol
;
Barbosa, A.
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
Saved in:
7
Pricing and hedging convertible bonds : delayed calls and uncertain volatility
Yiǧitbaşioǧlu, Ali Bora
;
Alexander, Carol
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 415-453
Persistent link: https://www.econbiz.de/10003344330
Saved in:
8
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Saved in:
9
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
Saved in:
10
Regime-dependent smile-adjusted delta hedging
Alexander, Carol
;
Rubinov, Alexander
;
Kalepky, Markus
; …
-
2010
Persistent link: https://www.econbiz.de/10009375858
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->