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~subject:"Hedging"
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Hedging
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Kamtchueng, Christian
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Digital Pricing and Hedging
Kamtchueng, Christian
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2012
After Presenting the payoff, we will establish some methods to evaluate, hedge and risk manage the digital risk.This article is the first part of the answer. It is focus on the digital pricing and hedging
Persistent link: https://www.econbiz.de/10013114124
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The CVA, Premium or Charge? CVA Call Hedging
Kamtchueng, Christian
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2013
After Lehman collapse, Market participants started to consider the credit risk as a major risk. It become vital to charge the potential default of the counterparty at the trading level. The CVA became rapidly a standar when two institutions want to trade a derivative product. The main task of...
Persistent link: https://www.econbiz.de/10013091595
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Rogue Trading or Directional Hedging? Information Relevance Theory
Kamtchueng, Christian
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2014
The definition seems clear. "A rogue trader is an employee authorised to make trades on behalf of his employer (subject to certain conditions) who makes unauthorised trades."But what does mean "subject to certain conditions"? In this paper, we tried to find a mathematical ground able to explain...
Persistent link: https://www.econbiz.de/10013047695
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