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Capitalism with derivatives : a political economy of financial derivatives, capital and class

Bryan, Dick; Rafferty, Michael - 2006 - 1. publ.

Persistent link: https://www.econbiz.de/10002977367

Decision tree and Microsoft Excel approach for option pricing model

Chang, Jow-Ran; Lee, John - 2024

Persistent link: https://www.econbiz.de/10015047742

Freight derivatives and risk management in shipping

Kavussanos, Manolis G.; Tsouknidis, Dimitris A.; … - 2021 - Second edition

"This advanced practical textbook deals with the issue of risk analysis, measurement and management in the shipping industry. It identifies and analyses the sources of risk in the shipping business and explores in detail the "traditional" and "modern" strategies for risk management at both the...

Persistent link: https://www.econbiz.de/10012436643

Freight derivatives and risk management in shipping

Kavussanos, Manolis G.; Tsouknidis, Dimitris A.; … - 2021 - Second edition

Persistent link: https://www.econbiz.de/10013183002

Asymmetric and high-order risk transmission across VIX and Chinese futures markets

Zhang, Qun; Zhang, Zhendong; Luo, Jiawen - In: International review of financial analysis 93 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014543395

An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages

Zhang, Huiming; Qian, Siji; Ma, Zhen - In: International review of financial analysis 94 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014543946

Offsetable derivatives and investor risk assessment

Neilson, Jed J.; Wang, K. Philip; Williams, Christopher D. - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 2779-2798

Persistent link: https://www.econbiz.de/10014550931

Quantum-inspired variational algorithms for partial differential equations : application to financial derivative pricing

Zhao, Tianchen; Sun, Chuhao; Cohen, Asaf; Stokes, James; … - In: Quantitative finance 24 (2024) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014551890

Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing

Cao, Jiling; Kim, Jeong-Hoon; Liu, Wenqiang; Zhang, WenJun - In: Finance research letters 58 (2023) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014583526

DTB - Deutsche Terminbörse Aktienoptionen : Darstellung, Bilanzierung und Besteuerung

Scharpf, Paul - 1991

Persistent link: https://www.econbiz.de/10000082167

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