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Pension fund risk management : multi-stakeholders, risk management and the embedded options approach
Kocken, Theo - In: Journal of risk management in financial institutions 2 (2008/09) 2, pp. 130-140
Persistent link: https://www.econbiz.de/10003831738
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Alpha insurance : a computational framework to measure hedging demands for active investors
El-Ansary, Ashraf - In: The journal of asset management 9 (2008/09) 5, pp. 310-320
Persistent link: https://www.econbiz.de/10003794320
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Managing a portfolio of real options : sequential exploration of dependent prospects
Smith, James L.; Thompson, Rex - In: The energy journal 29 (2008) 6, pp. 43-62
Persistent link: https://www.econbiz.de/10003797464
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Handelsstrategien mit Mindestgarantien : eine analytische Beschreibung
Balder, Sven (contributor) - 2009
Persistent link: https://www.econbiz.de/10003825504
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Option trading strategies based on semi-parametric implied volatility surface prediction
Audrino, Francesco; Colangelo, Dominik - 2009
Persistent link: https://www.econbiz.de/10003885898
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The option trader handbook : strategies and trade adjustments
Jabbour, George M.; Budwick, Philip H. - 2010 - 2nd ed.
Persistent link: https://www.econbiz.de/10003887773
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Empirical properties of straddle returns
Goltz, Felix; Lai, Wan Ni - In: The journal of derivatives : the official publication … 17 (2009/10) 1, pp. 38-48
Persistent link: https://www.econbiz.de/10003892317
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Investment portfolio strategies based on options market activity
Bhuyan, Rafiqul; Freund, Steven; Yan, Yuxing - In: Journal of business & economics research 7 (2009) 9, pp. 77-85
Persistent link: https://www.econbiz.de/10003894615
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Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa; Kabanov, Jurij M. - In: Recent advances in financial engineering : proceedings …, (pp. 1-25). 2009
Persistent link: https://www.econbiz.de/10003871153
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Energy markets : price risk management and trading
James, Tom - 2008
Persistent link: https://www.econbiz.de/10003414571