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Risk-neutral valuation : pricing and hedging of financial derivatives
Bingham, Nicholas H.; Kiesel, Rüdiger - 2004 - 2. ed.
Persistent link: https://www.econbiz.de/10001713043
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Futures hedging under mark-to-market risk
Lien, Da-hsiang Donald; Li, Anlong - In: The journal of futures markets 23 (2002) 4, pp. 389-398
Persistent link: https://www.econbiz.de/10001765136
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Derivates risks, old and new
Figlewski, Stephen - In: Brookings-Wharton papers on financial services 1 (1998), pp. 159-217
Persistent link: https://www.econbiz.de/10001744321
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Probabilistic aspects of financial risk
Föllmer, Hans - 2000
Persistent link: https://www.econbiz.de/10001550562
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Production and hedging under Knightian uncertainty
Lien, Da-hsiang Donald - In: The journal of futures markets 20 (2000) 4, pp. 397-404
Persistent link: https://www.econbiz.de/10001485236
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Endogenous choice of institution under supply and demand risks in laboratory forward and spot markets
Menkhaus, Dale J. (contributor) - In: Journal of agricultural and resource economics : JARE ; … 24 (1999) 2, pp. 553-571
Persistent link: https://www.econbiz.de/10001471997
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Margins and the safety of clearing houses
Gemmill, Gordon - In: Journal of banking & finance 18 (1994) 5, pp. 979-996
Persistent link: https://www.econbiz.de/10001174018
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Défaillances des marchés financiers et risque systémique
Aglietta, Michel - In: Revue d'économie financière : revue trimestrielle de … (1996), pp. 113-143
Persistent link: https://www.econbiz.de/10001216007
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Anlage- und Portfolioeigenschaften von Commodities am Beispiel des GSCI
Rudolf, Markus - In: Finanzmarkt und Portfolio-Management 7 (1993) 3, pp. 339-359
Persistent link: https://www.econbiz.de/10001219147
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Proceedings of the Conference Risks Involving Derivatives and Other New Financial Instruments : Siena, 16th - 17th December 1996
Shubik, Martin (contributor) - Conference on Risks Involving Derivatives and Other New … - In: Economic notes : economic review of Banca Monte dei … 26 (1997) 2, pp. 169-443
Persistent link: https://www.econbiz.de/10001241204