Narrow search
Showing 1 - 10 of 3,262
Cover Image
Essays on asset allocation with derivatives and model estimation
Breuer, Beate - 2009
Persistent link: https://www.econbiz.de/10003823672
Cover Image
Volatility as an asset class : obvious benefits and hidden risks
Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.
Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term...
Persistent link: https://www.econbiz.de/10010528411
Cover Image
Derivate, Arbitrage und Portfolio-Selection : stochastische Finanzmarktmodelle und ihre Anwendungen
Hausmann, Wilfried; Diener, Kathrin; Käsler, Joachim - 2002 - 1. Auflage
Persistent link: https://www.econbiz.de/10014012257
Cover Image
Currency derivatives : pricing theory, exotic options, and hedging applications
DeRosa, David F. (ed.) - 1998
Persistent link: https://www.econbiz.de/10000653853
Cover Image
A unified approach to interest rate risk and credit risk of cash and derivative instruments
Dym, Steven I. - 2008
Persistent link: https://www.econbiz.de/10003765087
Cover Image
Modeling of contagion effects and their influence to the pricing and hedging of basket credit derivatives
Wang, Qian - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003320531
Cover Image
The impact of portfolio re-financing on Black-Scholes call option valuation
Versluis, Cokki; Hillegers, Tom - In: Applied financial economics letters 2 (2006) 4, pp. 261-263
Persistent link: https://www.econbiz.de/10003351951
Cover Image
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B. - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Cover Image
Risk minimization hedging methods using options
Boyle, Katharyn Arabella - 2005
Persistent link: https://www.econbiz.de/10003904329
Cover Image
Inflation-linked products and optimal investment with macro derivatives
Beletski, Taras (contributor) - 2006
Persistent link: https://www.econbiz.de/10003406503