Risk Management and Financial Derivatives: An Overview
Year of publication: |
2012-04-30
|
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Authors: | Hammoudeh, Shawkat ; McAleer, Michael |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Risk management | Optimal portfolios | Financial derivatives | Financial econometrics | Options | Futures | Volatility | Spillovers | Hedging | Default | Risk premia | Complete markets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 14 pages |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; G17 - Financial Forecasting ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Risk Management and Financial Derivatives: An Overview
Hammoudeh, Shawkat, (2012)
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Risk Management and Financial Derivatives:An Overview
McAleer, Michael, (2012)
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Risk Management and Financial Derivatives: An Overview
Hammoudeh, Shawkat, (2012)
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Causality Between Market Liquidity and Depth for Energy and Grains
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Chang, Chia-Lin, (2010)
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