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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
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Quantitative methods in finance
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003690818
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Market risk analysis
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003659391
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Market risk analysis
Alexander, Carol
Persistent link: https://www.econbiz.de/10004928757
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Pricing, hedging and trading financial instruments
Alexander, Carol - 2009 - Reprint. with corr.
Persistent link: https://www.econbiz.de/10004930103
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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
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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
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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
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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
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Regime-dependent smile-adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - 2010
Persistent link: https://www.econbiz.de/10009375858