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Bankrisiko, Zinsmargen und flexibles Futures-Hedging
Broll, Udo; Jaenicke, Johannes - In: Swiss journal of economics and statistics 136 (2000) 2, pp. 147-160
Persistent link: https://www.econbiz.de/10001498531
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Efficient procedures for the valuation and hedging of American currency options with stochastic interest rates
Chang, Chuang-chang - In: Journal of multinational financial management 11 (2001) 3, pp. 241-268
Persistent link: https://www.econbiz.de/10001592716
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On optimal portfolio choice under stochastic interest rates
Lioui, Abraham; Poncet, Patrice - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1841-1865
Persistent link: https://www.econbiz.de/10001599261
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Marktrisiko des Handelsbuches einer Modell-Universalbank und adverse Regulierungseffekte des "neuen" Grundsatzes I
Kürsten, Wolfgang - In: Wolfgang Stützel - moderne Konzepte für …, (pp. 63-80). 2001
Persistent link: https://www.econbiz.de/10001602470
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Pricing and hedging guaranteed annuity options via static option replication
Pelsser, Antoon André Jean - 2002
Persistent link: https://www.econbiz.de/10001663822
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Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo (contributor); Welzel, Peter (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001693182
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Managing interest rate risk : using financial derivatives
Stephens, John J. - 2002
Persistent link: https://www.econbiz.de/10001619585
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Bankrisiko und Risikosteuerung mit Derivaten
Broll, Udo; Welzel, Peter - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 9, pp. 506-510
Persistent link: https://www.econbiz.de/10001784069
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Hedging GNMA mortgage-backed securities with T-note futures : dynamic versus static hedging
Koutmos, Gregory; Pericli, Andreas Neophytou - In: Real estate economics : journal of the American Real … 27 (1999) 2, pp. 335-363
Persistent link: https://www.econbiz.de/10001431098