Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
Varvara Nazarova
| Year of publication: |
2014
|
|---|---|
| Authors: | Nazarova, Varvara |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 20.2014, 1, p. 28-51
|
| Subject: | option market | Russian forward market | quantile hedging | imperfect hedging | risks and riskiness of investments | market portfolio | Hedging | Theorie | Theory | Russland | Russia | Derivat | Derivative | Währungsderivat | Currency derivative | Portfolio-Management | Portfolio selection | Risiko | Risk | Optionsgeschäft | Option trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010463008