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31
Hedging with regret
Korn, Olaf
;
Rieger, Marc Oliver
-
2016
downside price risk than standard expected utility
theory
. In the profit region of the price distribution, however, regret …
Persistent link: https://www.econbiz.de/10011539238
Saved in:
32
Credit derivatives : a primer on credit risk, modeling, and instruments
Chacko, George
;
Sjöman, Anders
;
Motohashi, Hideto
; …
-
2015
-
Revised edition
Persistent link: https://www.econbiz.de/10011411380
Saved in:
33
Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
Saved in:
34
Essays zum finanziellen
Risikomanagement
Seidel, Henry
-
2017
Persistent link: https://www.econbiz.de/10012237908
Saved in:
35
Derivatives and internal models : modern risk management
Deutsch, Hans-Peter
;
Beinker, Mark
-
2019
-
Fifth edition
Persistent link: https://www.econbiz.de/10012112882
Saved in:
36
Risk sharing markets and hedging a loan portfolio: a note
Broll, Udo
;
Guo, Xu
;
Welzel, Peter
- In:
Economics and business review
3
(
2017
)
4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10011795807
Saved in:
37
Managers' research education, the use of FX derivatives and corporate speculation
Entrop, Oliver
;
Merkel, Matthias F.
-
2018
In contrast to the U.S., many executive managers of continental European firms have a PhD. In this paper we analyze if a research-oriented background in the form of a PhD is linked to the corporate decision-making of CFOs in the use of foreign exchange (FX) derivatives in Germany. After...
Persistent link: https://www.econbiz.de/10011849332
Saved in:
38
Optimal hedging using both regular and weather derivatives
Castillo, Augusto
;
Águila B., Rafael
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011807753
Saved in:
39
Derivatives and internal models
Deutsch, Hans-Peter
-
2009
-
4. ed.
Persistent link: https://www.econbiz.de/10011844220
Saved in:
40
Understanding and managing interest rate risk at banks
Acharya, Viral V.
- In:
Macroeconomics and finance in emerging market economies
11
(
2018
)
1/3
,
pp. 218-231
Persistent link: https://www.econbiz.de/10011974365
Saved in:
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