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Capital ideas and market realities : option replication, investor behavior, and stock market crashes

Jacobs, Bruce I. - 1999 - 1. publ.

Persistent link: https://www.econbiz.de/10000683220

Nonlinear and stochastic dynamical systems modeling price dynamics : aspects of financial economics in oil markets

Jäger, Simon - 2008

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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

Derivative securities pricing and modelling

Batten, Jonathan A. (contributor); … - 2012 - 1. ed.

Persistent link: https://www.econbiz.de/10009574776

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

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