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International liquidity and governance
Truman, Edwin M. - In: From great depression to great recession : the elusive …, (pp. 167-174). 2017
Persistent link: https://www.econbiz.de/10011702194
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The value of tradeability
Chesney, Marc; Kempf, Alexander - 2011 - Current Version: July 11, 2011
This paper determines the value of asset tradeability in an option pricing framework. In our model, tradeability is valuable since it allows investors to exploit temporary mis-pricings of stocks. The model delivers several novel insights on the value of tradeability: The value of tradeability is...
Persistent link: https://www.econbiz.de/10009705476
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Promoting liquidity : why and how?
Kearns, Jonathan; Lowe, Philip - 2008
Persistent link: https://www.econbiz.de/10003771216
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Promoting liquidity: why and how?
Kearns, Jonathan; Lowe, Philip - In: Lessons from the financial turmoil of 2007 and 2008 : …, (pp. 139-178). 2008
Persistent link: https://www.econbiz.de/10003839254
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Hedging long run commitments : exercises in incomplete market pricing
Ross, Stephen A. - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 385-420
Persistent link: https://www.econbiz.de/10001337736
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Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets
Jäger, Simon - 2008
Persistent link: https://www.econbiz.de/10003719533
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A call on Art investments
Kräussl, Roman; Wiehenkamp, Christian - 2010
investors and the hedging of exposures remains dificult. This paper proposes to overcome these problems by introducing a call … hedging risk. Even if this is not entirely possible, the replication approach serves as pricing benchmark for investors who …
Persistent link: https://www.econbiz.de/10003947461
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Volatility as an asset class : obvious benefits and hidden risks
Jabłecki, Juliusz; Kokoszczyński, Ryszard; Sakowski, … - 2015 - 1. ed.
Introduction -- Volatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no …
Persistent link: https://www.econbiz.de/10010528411
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Hedging langfristiger Lieferverpflichtungen mit kurzfristigen Futures : möglich oder unmöglich?
Bühler, Wolfgang; Korn, Olaf - 1998
Im Laufe des Jahres 1993 war die Metallgesellschaft Refining & Marketing (MGRM), eine US-amerikanische Tochtergesellschaft der Metallgesellschaft AG, in großem Umfang die Verpflichtung eingegangen, langfristig Öl zu Festpreisen zu liefern. Das dadurch entstehende Preisrisiko sollte über...
Persistent link: https://www.econbiz.de/10011441448
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Pricing and hedging of oil futures : a unifying approach
Bühler, Wolfgang (contributor); Korn, Olaf (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10009232783