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subject:"Schätzung"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"ARCH model"
~subject:"Volatilität"
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Search: subject_exact:"Rohstoff-Hedging"
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Schätzung
ARCH model
Volatilität
Hedging
115
Option pricing theory
62
Optionspreistheorie
62
Theorie
55
Theory
55
Derivat
34
Derivative
34
Portfolio selection
30
Portfolio-Management
30
Stochastic process
30
Stochastischer Prozess
30
Option trading
20
Optionsgeschäft
20
Volatility
18
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Credit risk
8
Kreditrisiko
8
Martingal
8
Martingale
8
Transaction costs
8
Transaktionskosten
8
Swap
7
Börsenkurs
5
CAPM
5
Experiment
5
Risikomanagement
5
Risk management
5
Share price
5
Yield curve
5
Zinsstruktur
5
Credit derivative
4
Entropie
4
Entropy
4
Kreditderivat
4
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English
19
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Carr, Peter
2
Alexander, Carol
1
An, Yunbi
1
Arai, Takuji
1
Assaf, Ata
1
Benth, Fred Espen
1
DeMatos, João Amaro
1
Di Graziano, Giuseppe
1
DoRosário, João Sobral
1
El Hajjaji, Omar
1
Fonseca, José da
1
Fukasawa, Masaaki
1
Grasselli, Martino
1
Herzel, Stefano
1
Hess, Markus
1
Ielpo, Florian
1
Korn, Olaf
1
Koziol, Philipp
1
Menkens, Olaf
1
Meyer, Gunter H.
1
Nayak, Suhas
1
Schmeck, Maren Diane
1
Schoutens, Wim
1
Subbotin, Alexander
1
Takahashi, Akihiko
1
Torricelli, Lorenzo
1
Tsuzuki, Yukihiro
1
Yamazaki, Akira
1
Yang, Jun
1
Yiǧitbaşioǧlu, Ali Bora
1
Zdanowicz, Hanna
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International journal of theoretical and applied finance
The journal of futures markets
60
Energy economics
46
Finance research letters
36
International review of financial analysis
29
International review of economics & finance : IREF
28
Journal of banking & finance
27
The North American journal of economics and finance : a journal of financial economics studies
26
Applied economics
20
Economic modelling
20
Journal of international financial markets, institutions & money
19
Applied mathematical finance
16
Working paper / National Bureau of Economic Research, Inc.
16
Research in international business and finance
14
Discussion paper / Tinbergen Institute
13
NBER working paper series
13
Journal of economic dynamics & control
11
Journal of risk and financial management : JRFM
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
Working paper
11
Applied economics letters
10
Applied financial economics
10
Econometric Institute research papers
10
Journal of empirical finance
10
Journal of financial economics
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
The European journal of finance
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
NBER Working Paper
8
Computational economics
7
Insurance / Mathematics & economics
7
International journal of finance & economics : IJFE
7
Journal of multinational financial management
7
Journal of risk
7
Review of derivatives research
7
Risks : open access journal
7
The journal of finance : the journal of the American Finance Association
7
Cogent economics & finance
6
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ECONIS (ZBW)
19
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1
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
2
Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
Arai, Takuji
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012183209
Saved in:
3
Pricing and hedging of energy spread options and volatility modulated Volterra processes
Benth, Fred Espen
;
Zdanowicz, Hanna
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011453780
Saved in:
4
Pricing options on forwards in energy markets : the role of mean reversion's speed
Schmeck, Maren Diane
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011686772
Saved in:
5
CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
6
Volatility derivatives and model-free implied leverage
Fukasawa, Masaaki
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
Saved in:
7
Target volatility option pricing
Di Graziano, Giuseppe
;
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009562145
Saved in:
8
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
9
The term structure of currency hedge ratios
Korn, Olaf
;
Koziol, Philipp
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 525-557
Persistent link: https://www.econbiz.de/10009269361
Saved in:
10
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
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