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Effect of the time to maturity on the risk of the covered call strategy
Dziawgo, Ewa - In: Eurasian economic perspectives : proceedings of the …, (pp. 67-75). 2020
values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …
Persistent link: https://www.econbiz.de/10012793374
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FRM financial risk meter
Mihoci, Andrija; Althof, Michael; Chen, Yi-Hsuan; … - In: The econometrics of networks, (pp. 335-368). 2020
Persistent link: https://www.econbiz.de/10012318933
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Global risk factor theory and risk scenario generation based on the Rogov-causality test of time series time-warped longest common subsequence
Rogov, Mikhail - In: Financial econometrics and empirical market microstructure, (pp. 263-278). 2015
Persistent link: https://www.econbiz.de/10011326620
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Risk
Jensen, Per Anker; Redlein, Alexander - In: Facilities management and corporate real estate …, (pp. 207-224). 2017
Persistent link: https://www.econbiz.de/10011541579
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A comparative analysis of CDO risk models
Dewyspelaere, Tom; Garcia, João Batista C.; Renault, … - In: Structured credit products : pricing, rating, risk …, (pp. 245-260). 2004
Persistent link: https://www.econbiz.de/10003283245
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Financial risk management
Helliar, Christine V. - In: International risk management : [systems, internal …, (pp. 163-184). 2008
Persistent link: https://www.econbiz.de/10003712926
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Credit risk and uncertainty
Li, Jun - In: Essays in macro-finance, (pp. 1-48). 2018
Persistent link: https://www.econbiz.de/10012111457
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Appropriate risk measures, time horizon and valuation principles in economic capital models
Siegelaer, Gaston; Wanders, Henrico - In: Economic capital modelling : concepts, measurement and …, (pp. 59-78). 2006
Persistent link: https://www.econbiz.de/10003537459
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Portfolio entrepreneurs : the role of risk
Fierro, Antonio Malfense; Rosa, Peter - In: De Gruyter handbook of entrepreneurial finance, (pp. 75-85). 2022
Persistent link: https://www.econbiz.de/10013201990
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Liquidity risk
Li, Larry - In: Commercial banking risk management : regulation in the …, (pp. 103-119). 2017
Persistent link: https://www.econbiz.de/10011607020