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Volatilitätsschwankungen und DAX-Optionen : Auswirkungen auf Bewertung und Risikomanagement
Bolek, Adam - 1999
Persistent link: https://www.econbiz.de/10000682737
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Essays on information, hedging, volatility in financial market
Xiao, Yajun - 2009
Persistent link: https://www.econbiz.de/10003916641
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Grünewald, Barbara: Hedging in unvollständigen Märkten am Beispiel des Sprung-Diffusionsmodells
Grünewald, Barbara - 1998
Persistent link: https://www.econbiz.de/10000980154
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Computational finance
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
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Risk management of variable annuities
Ruez, Frederik - 2017
Persistent link: https://www.econbiz.de/10012659889
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, Christian-Oliver; Xiao, Yajun - In: Finance research letters 5 (2008) 3, pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
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On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter; Ewald, CXhristian-Oliver; Xiao, Yajun - 2008
Persistent link: https://www.econbiz.de/10003680543
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Managing currency options in financial institutions : Vanna-Volga method
Lam, Yat-fai; Lai, Kin Keung - 2016
Persistent link: https://www.econbiz.de/10011378382
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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GARCH vs. stochastic volatility : option pricing and risk management
Lehar, Alfred; Scheicher, Martin; Schittenkopf, Christian - In: Journal of banking & finance 26 (2002) 2/3, pp. 323-345
Persistent link: https://www.econbiz.de/10001654320