Operational risk of option hedging
Year of publication: |
2013
|
---|---|
Authors: | Mitra, Sovan |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 33.2013, p. 194-203
|
Subject: | Operational risk | Hedging | Options | Option pricing | Risk management | Risk measures | Value at Risk | Half normal distribution | Quantile | Operational Value at Risk | Tourismusregion | Tourism destination | Risikomanagement | Finanzdienstleistung | Financial services | Operationelles Risiko | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory | Industrieforschung | Industrial research | Derivat | Derivative | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection |
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