Narrow search
Showing 1 - 10 of 78
Cover Image
Stochastic receding horizon control for short-term risk management in foreign exchange
Noorian, Farzad; Flower, Barry G.; Leong, Philip H. W. - In: Journal of risk 18 (2016) 5, pp. 29-62
Persistent link: https://www.econbiz.de/10011598355
Cover Image
Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.; Crépey, S.; Jeanblanc, Monique; … - In: International journal of theoretical and applied finance 15 (2012) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Cover Image
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili; Shen, Jiaqi; Zhao, Liheng; Qin, Haoyang; … - In: International journal of financial engineering 7 (2020) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Cover Image
Hedging of crop harvest with derivatives on temperature
Hainaut, Donatien - In: Insurance / Mathematics & economics 84 (2019), pp. 98-114
Persistent link: https://www.econbiz.de/10011990451
Cover Image
Quantitative modeling of risk management strategies : stochastic reserving and hedging of variable annuity guaranteed benefits
Feng, Runhuan; Yi, Bingji - In: Insurance / Mathematics & economics 85 (2019), pp. 60-73
Persistent link: https://www.econbiz.de/10011990615
Cover Image
Learning minimum variance discrete hedging directly from the market
Nian Ke; Coleman, Thomas F.; Li, Yuying - In: Quantitative finance 18 (2018) 7, pp. 1115-1128
Persistent link: https://www.econbiz.de/10011911526
Cover Image
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong - In: Pacific-Basin finance journal 55 (2019), pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Cover Image
The informativeness of derivatives use : evidence from corporate disclosure through public announcements
Fernando, Chitru S.; Hoelscher, Seth A.; Raman, Vikas - In: Journal of banking & finance 114 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012489013
Cover Image
Deep empirical risk minimization in finance : looking into the future
Reppen, Anders Max; Soner, Halil Mete - In: Mathematical finance : an international journal of … 33 (2023) 1, pp. 116-145
Persistent link: https://www.econbiz.de/10014278663
Cover Image
Portfolio optimization with risk constraints
Gandy, Ralf - 2005
In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...
Persistent link: https://www.econbiz.de/10009462193