//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Derivat"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Currency hedging"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Hedging
31
Option pricing theory
16
Optionspreistheorie
16
Portfolio selection
15
Portfolio-Management
15
Stochastic process
10
Stochastischer Prozess
10
Derivative
9
Theorie
6
Theory
6
Option trading
5
Optionsgeschäft
5
Volatility
5
Volatilität
5
Hedge fund
4
Hedgefonds
4
Analysis
3
Black-Scholes model
3
Black-Scholes-Modell
3
Capital income
3
Energiemarkt
3
Energy market
3
Experiment
3
Kapitaleinkommen
3
Mathematical analysis
3
Transaction costs
3
Transaktionskosten
3
USA
3
United States
3
enlarged filtration
3
hedging
3
Capital market returns
2
Forecasting model
2
Incomplete market
2
Investment Fund
2
Investmentfonds
2
Kapitalmarktrendite
2
Mathematical programming
2
Mathematische Optimierung
2
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Conference paper
1
Konferenzbeitrag
1
Language
All
English
9
Author
All
Hess, Markus
2
Armstrong, John
1
Benth, Fred Espen
1
Bernard, Carole
1
Dorfleitner, Gregor
1
Gerer, Johannes
1
Huang, Wen-Li
1
Liu, Wen-Qiong
1
Makogin, Vitalii
1
Melʹnikov, Aleksandr V.
1
Mišura, Julija S.
1
Pennanen, Teemu
1
Rakwongwan, Udomsak
1
Schmeck, Maren Diane
1
Tang, Junsen
1
Zdanowicz, Hanna
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
Energy economics
26
Finance research letters
13
Journal of banking & finance
12
International review of economics & finance : IREF
11
International review of financial analysis
11
Quantitative finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics
6
Applied mathematical finance
6
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
International journal of financial engineering
6
Review of quantitative finance and accounting
6
Computational economics
5
Discussion papers / CEPR
5
Economic modelling
5
Journal of commodity markets
5
Journal of financial economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
SpringerLink / Bücher
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of futures markets
5
Asia Pacific financial markets
4
Discussion paper / Centre for Economic Policy Research
4
Journal of economic dynamics & control
4
Journal of financial stability
4
Journal of multinational financial management
4
Pacific-Basin finance journal
4
The European journal of finance
4
The journal of computational finance
4
The journal of corporate finance : contracting, governance and organization
4
The journal of energy markets
4
Annals of finance
3
Asia-Pacific journal of risk and insurance : APJRI
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Investment management and financial innovations
3
Journal of mathematical finance
3
Research in international business and finance
3
Review of derivatives research
3
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
2
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
3
Pricing index options by static hedging under finite liquidity
Armstrong, John
;
Pennanen, Teemu
;
Rakwongwan, Udomsak
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011926583
Saved in:
4
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
5
On mean-variance hedging under partial observations and terminal wealth constraints
Makogin, Vitalii
;
Melʹnikov, Aleksandr V.
;
Mišura, …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734050
Saved in:
6
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:
7
Simplified hedge for path-dependent derivatives
Bernard, Carole
;
Tang, Junsen
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011568749
Saved in:
8
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:
9
A note on utility indifference pricing
Gerer, Johannes
;
Dorfleitner, Gregor
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011572373
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->