Narrow search
Showing 201 - 210 of 706,606
Cover Image
A stochastic oil price model for optimal hedging and risk management
Pennanen, Teemu; Bonatto, Luciane Sbaraini - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10013189999
Cover Image
Cyclical dependence in market neutral hedge funds
Crego, Julio A.; Gálvez, Julio - 2021
Persistent link: https://www.econbiz.de/10012795658
Cover Image
4000 Derivatives and internal models : modern risk management
Deutsch, Hans-Peter; Beinker, Mark - 2019 - Fifth edition
-- 12. Hedging -- 13. Martingales and Numeraires -- 14. Interest Rates and Term Structure Models -- 15. Simple Interest Rate … finance book has been comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging …
Persistent link: https://www.econbiz.de/10012398944
Cover Image
Optimal currency hedging : horizon matters
Arruda, Nelson; Bergeron, Alain; Kritzman, Mark - In: The journal of alternative investments : JAI 23 (2021) 4, pp. 122-130
Persistent link: https://www.econbiz.de/10012503291
Cover Image
Learning, hedging, and the natural rate hypothesis
Cone, Thomas E.; Shea, Paul - In: Macroeconomic dynamics 23 (2019) 5, pp. 2009-2034
Persistent link: https://www.econbiz.de/10012127260
Cover Image
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
Cover Image
Derivatives and internal models : modern risk management
Deutsch, Hans-Peter; Beinker, Mark - 2019 - Fifth edition
Persistent link: https://www.econbiz.de/10012112882
Cover Image
Derivatives and internal models
Deutsch, Hans-Peter - 2009 - 4. ed.
Persistent link: https://www.econbiz.de/10011844220
Cover Image
Dynamic risk management of multi-asset portfolios
Groll, Christian - 2017
Persistent link: https://www.econbiz.de/10012202863
Cover Image
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