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Managing weather risk with a neural network-based index insurance

Chen, Zhanhui; Lu, Yang; Zhang, Jinggong; Zhu, Wenjun - In: Management science : journal of the Institute for … 70 (2024) 7, pp. 4306-4327

Persistent link: https://www.econbiz.de/10015045875

Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation

Glau, Kathrin (contributor); Grbac, Zorana (contributor); … - Conference Innovations in Derivatives Markets - Fixed … - 2016

Persistent link: https://www.econbiz.de/10014013649

Derivative Finanzmarktinstrumente : eine anwendungsbezogene Einführung in Märkte, Strategien und Bewertung ; mit 90 Tabellen

Rudolph, Bernd; Schäfer, Klaus - 2005

Das Buch führt umfassend und anwendungsorientiert in die breite Palette der derivativen Finanzmarktinstrumente ein. Die Charakteristika von Optionen und Futures werden systematisch und mit Blick auf aktuell wichtige Märkte für Derivate erläutert. Die Darstellung der Strategien mit Derivaten...

Persistent link: https://www.econbiz.de/10014009313

Sensitivitätsanalysen und adaptive Politiken zur Absicherung von Optionen in diskreter Zeit

Röhrs, Volker - 2000

Persistent link: https://www.econbiz.de/10013439206

From maximizing shareholder value to delighting the customer

Denning, Stephen - In: Strategy & Leadership 40 (2012) 3, pp. 12-16

Purpose – The paper was written with the intention of drawing attention to a fundamental dysfunction that is widespread in large organizations today – a myopic focus on maximizing shareholder value. Design/methodology/approach – The paper identifies the source of the dysfunction, the...

Persistent link: https://www.econbiz.de/10015016769

Environmental, social, and governance (ESG) investing and commodities: dynamic connectedness and risk management strategies

Cagli, Efe C. Caglar; Mandaci, Pinar Evrim; Taşkın, Dilvin - In: Sustainability Accounting, Management and Policy Journal 14 (2022) 5, pp. 1052-1074

significant hedging and portfolio diversification opportunities to investors and portfolio managers across the asset classes …, proven by the hedging effectiveness analyses. Social implications This study provides implications for policymakers focusing …

Persistent link: https://www.econbiz.de/10015005966

Hedging Derivatives.

Sexton, Jenny - 2011

Key Features:Unique focus on hedging and optimal martingale measuresIncludes new developments about static and dynamic … hedging schemesTreatment of popular models for asset prices like exponential Lévy processes and stochastic volatility models. …Intro -- Contents -- Preface -- 1. Introduction -- 1.1 Hedging in complete markets -- 1.1.1 Black & Scholes analysis …

Persistent link: https://www.econbiz.de/10012689402

Essentials of financial risk management

Horcher, Karen A. - 2005

-- Industry Recommendations -- Chapter 8: Risk Management Framework: Policy and Hedging -- Risk Profile of an Organization -- Risk …

Persistent link: https://www.econbiz.de/10012681278

Stochastic Modelling of Electricity and Related Markets.

Benth, Fred Espen - 2008

Key Features:Gives a detailed account of advanced stochastic models for spot, futures and option price dynamics in energy marketsGives a detailed analysis of electricity and gas futures prices, with an emphasis on market models (also known as LIBOR models).

Persistent link: https://www.econbiz.de/10012684999

Smart(er) investing : how academic insights propel the Savvy Investor

Basilico, Elisabetta; Johnson, Tommi - 2019

This book identifies and discusses the most successful investing practices with an emphasis on the academic articles that produced them and why this research led to popular adoption and growth in $AUM. Investors are bombarded with ideas and prescriptions for successful investing every day. Given...

Persistent link: https://www.econbiz.de/10012657773