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Stentoft, Lars - In: Journal of risk and financial management : JRFM 13 (2020) 7/145, pp. 1-4

of numerical methods for pricing, hedging, and risk management of financial instruments. …

Persistent link: https://www.econbiz.de/10012309311

Wine price risk management : international diversification and derivative instruments

Kourtis, Apostolos; Markellos, Raphaēl N.; Psychoyios, … - In: International review of financial analysis 22 (2012), pp. 30-37

Persistent link: https://www.econbiz.de/10010219704

A bivariate lattice model to compute risk measures in life insurance policies

Costabile, Massimo - In: The journal of derivatives : JOD 28 (2021) 3, pp. 123-139

Persistent link: https://www.econbiz.de/10012486033

Hedging derivatives on two assets with model risk

Matsumoto, Koichi; Shimizu, Keita - In: Asia Pacific financial markets 27 (2020) 1, pp. 83-95

Persistent link: https://www.econbiz.de/10012222377

Mean-variance hedging with model risk

Matsumoto, Koichi - In: International journal of financial engineering 4 (2017) 4, pp. 1-23

Persistent link: https://www.econbiz.de/10011807096

A derivatives pricing model with non-cash collateralization

Takino, Kazuhiro - In: The journal of derivatives : JOD 29 (2021) 1, pp. 123-138

Persistent link: https://www.econbiz.de/10012612946

Warren Buffett versus Zvi Bodie : should you buy or sell put options?

Koekebakker, Steen; Zakamulin, Valeriy - In: The journal of wealth management : JWM 24 (2021) 2, pp. 65-81

Persistent link: https://www.econbiz.de/10012613516

The Art of Quantitative Finance Vol. 3 : Risk, Optimal Portfolios, and Case Studies

Larcher, Gerhard - 2023

The textbook discusses risk management in capital markets and presents various techniques of portfolio optimization. Special attention is given to risk measurement and credit risk management. Furthermore, the author discusses optimal investment problems and presents various examples. In the last...

Persistent link: https://www.econbiz.de/10014248694

A risk model to compute the volatility and the need for collateral margins in energy futures contracts in Brazil

Argento, Pedro; Klotzle, Marcelo Cabus; Pinto, Antônio … - In: International journal of energy sector management 16 (2022) 3, pp. 448-468

Persistent link: https://www.econbiz.de/10013345666

An Intuitive Introduction to Finance and Derivatives : Concepts, Terminology and Models

Backwell, Alex - 2023

-- Chapter 4 Modern Portfolio Theory -- Chapter 5 Asset Pricing -- Chapter 6 Introduction to Derivatives -- Chapter 7 Arbitrage … and Model-free Pricing Methods- Chapter 8 Modelling, Pricing and Hedging. … investment risk, market pricing and market efficiency, arbitrage, hedging, and the pricing and application of financial …

Persistent link: https://www.econbiz.de/10014229313

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