Narrow search
Showing 1 - 8 of 8
Cover Image
Some remarks on the analysis of asset-backed securities
Kluge, Daniel; Lehrbass, Frank - In: CreditRisk+ in the banking industry, (pp. 311-323). 2004
Persistent link: https://www.econbiz.de/10002108708
Cover Image
Risk sharing markets and international trade : a comment
Lehrbass, Frank - In: Jahrbücher für Nationalökonomie und Statistik (1994), pp. 230-238
Persistent link: https://www.econbiz.de/10001155448
Cover Image
Eine Einführung in die arbitragefreie Bewertung von Derivaten in stetiger Zeit am Beispiel europäischer Devisenoptionen
Lehrbass, Frank - In: Kredit und Kapital 27 (1994) 4, pp. 591-627
Persistent link: https://www.econbiz.de/10001176317
Cover Image
Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty
Lehrbass, Frank - In: Journal of economics 59 (1994) 1, pp. 51-70
Persistent link: https://www.econbiz.de/10001167140
Cover Image
Risikomessung für ein Kreditportfolio : ein Methodenvergleich
Lehrbass, Frank - In: Die Bank (1999) 2, pp. 130-134
Persistent link: https://www.econbiz.de/10001389441
Cover Image
Spurious Regulation : Who Believes in 'No More Bailouts'?
Henning, Mark - 2019
One of main consequences of the Global Financial Crisis is stricter banking regulation. In fact, the black and white of the regulators' output misleads people to believe that there will be no more bailouts in the future. But history teaches us that this statement should not be taken too...
Persistent link: https://www.econbiz.de/10012898849
Cover Image
Risk Sharing Markets and International Trade – A Comment
Lehrbass, Frank - 2014
We consider an exporting firm facing FX risk. We show that FX options are not used for hedging, if there is no ex-post production flexibility. Hence, in the standard setting of having no ex-post optionality, hedging with forwards is the best choice.The value of FX options for hedging arises as...
Persistent link: https://www.econbiz.de/10013060727