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Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Persistent link: https://www.econbiz.de/10012628654
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Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
Floating Rate Instruments and Swaps -- 8 Stocks, Stock Markets and Stock Indices -- Part 2 Futures and Options -- 9 Futures and … Forwards -- 10 Options (I): General Description, Parity Relations, Basic Concepts and Valuation Using the Binomial Model -- 11 … Options (II): Continuous-Time Models, Black–Scholes and Extensions -- 12 Option Portfolio Strategies: Tools and Methods -- 13 …
Persistent link: https://www.econbiz.de/10013441427
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Estimating redenomination risk under Gumbel–Hougaard survival copulas
Cherubini, Umberto - In: Journal of economic dynamics & control 133 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10014535826
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A multilevel factor approach for the analysis of CDS commonality and risk contribution
Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano - In: Journal of international financial markets, … 63 (2019), pp. 1-18
Persistent link: https://www.econbiz.de/10012263344
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Downside and upside risk spillovers between exchange rates and stock prices
Reboredo, Juan Carlos; Rivera-Castro, Miguel A.; … - In: Journal of banking & finance 62 (2016), pp. 76-96
Persistent link: https://www.econbiz.de/10011634069
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Does market risk predict credit risk? : an analysis of firm risk sensitivity, evidence from South Korea
Lim, Hyoungjoo; Mali, Dafydd - In: Asia-Pacific journal of accounting & economics : APJAE 25 (2018) 1/2, pp. 235-252
Persistent link: https://www.econbiz.de/10011986366
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The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène; Power, Gabriel J.; Toupin, Dominique - In: Journal of banking & finance 146 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
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Disentangling crashes from tail events
Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219
Persistent link: https://www.econbiz.de/10011348417
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Predictability of risk appetite in Turkey : local versus global factors
Gemici, Eray; Gök, Remzi; Bouri, Elie - In: Emerging markets review 55 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014481075
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Identifying contagion risk in the international banking system : an extreme value theory approach
Chan-Lau, Jorge A.; Mitra, Srobona; Ong, Li Lian - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 390-406
Persistent link: https://www.econbiz.de/10009689473