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A unique view of hedge fund derivatives usage : safeguard or speculation?

Aragon, George O.; Martin, J. Spencer - In: Journal of financial economics 105 (2012) 2, pp. 436-456

Persistent link: https://www.econbiz.de/10009666817

Who benefits in a crisis? Evidence from hedge fund stock and option holdings

Aragon, George O.; Martin, J. Spencer; Shi, Zhen - In: Journal of financial economics 131 (2019) 2, pp. 345-361

Persistent link: https://www.econbiz.de/10012131547

Funds and single-name CDS: hedging or trading?

Mazzacurati, Julien; Guagliano, Claudia; Spolaore, … - 2021

Persistent link: https://www.econbiz.de/10012506011

Financial derivatives : hedging with futures, forwards, options and swaps

Winstone, David - 1995 - 1. ed.

Persistent link: https://www.econbiz.de/10013487872

Effects of the Covid-19 pandemic on derivatives markets : evidence from global futures and options exchanges

Emm, Ekaterina E.; Gay, Gerald D.; Ma, Han; Ren, Honglin - In: The journal of futures markets 42 (2022) 5, pp. 823-851

Persistent link: https://www.econbiz.de/10013187605

Financial history and financial economics

Turner, John D. - 2014

This essay looks at the bidirectional relationship between financial history and financial economics. It begins by giving a brief history of financial economics by outlining the main topics of interest to financial economists. It then documents and explains the increasing influence of financial...

Persistent link: https://www.econbiz.de/10010347674

Implied volatility surfaces during the period of global financial crisis

Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50

Persistent link: https://www.econbiz.de/10011922944

Using trading platforms for simulated trading in the financial derivatives course

Burney, Robert - In: Journal of the Academy of Business Education : JABE 19 (2018), pp. 70-75

Persistent link: https://www.econbiz.de/10011876993

Generating options-implied probability densities to understand oil market events

Datta, Deepa Dhume; Londono, Juan M.; Ross, Landon J. - In: Energy economics 64 (2017), pp. 440-457

Persistent link: https://www.econbiz.de/10011758982

The volatility risk premium in the oil market

Bouchouev, Ilia; Johnson, Brett - In: Quantitative finance 22 (2022) 8, pp. 1561-1578

Persistent link: https://www.econbiz.de/10013367929

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