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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of futures markets"
~subject:"Currency derivative"
~subject:"Hedging"
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Currency derivative
Hedging
Swap
42
Option pricing theory
22
Optionspreistheorie
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Theorie
16
Theory
16
Volatility
15
Volatilität
15
Derivat
12
Derivative
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Credit derivative
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Analysis of variance
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Multivariate Verteilung
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Prognoseverfahren
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Risikomanagement
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Schätzung
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Variance swap
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credit default swap
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1998-2004
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Aly, Sidi Mohamed Ould
1
An, Yunbi
1
Benth, Fred Espen
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Goard, Joanna
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Groth, Martin
1
Kufakunesu, Rodwell
1
Kwok, Yue-Kuen
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Poskitt, Russell
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Applied mathematical finance
The journal of futures markets
International journal of theoretical and applied finance
7
Journal of international financial markets, institutions & money
5
The journal of financial crises
5
International review of economics & finance : IREF
4
The journal of fixed income
4
Computational economics
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Energy economics
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International journal of finance & economics : IJFE
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Staff working papers / Bank of England
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The energy journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift fĂĽr Studium und Forschung
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Applied economics
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Applied economics letters
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Emerging markets, finance and trade : EMFT
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European journal of operational research : EJOR
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Finance and stochastics
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Global finance journal
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HKIMR working paper
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International journal of financial engineering
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International review of financial analysis
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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Journal of foreign exchange and international finance : JFEIF
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Journal of international money and finance
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Pacific-Basin finance journal
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Quantitative finance
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Risks : open access journal
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Sveriges Riksbank economic review
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Swiss Finance Institute Research Paper
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The European journal of finance
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The journal of corporate finance : contracting, governance and organization
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
2
Convexity meets replication : hedging of swap derivatives and annuity options
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
The journal of futures markets
31
(
2011
)
7
,
pp. 659-678
Persistent link: https://www.econbiz.de/10009009213
Saved in:
3
A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
Saved in:
4
The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi
;
Suo, Wulin
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
Saved in:
5
Benchmark tipping and the role of the swap market in price discovery
Poskitt, Russell
- In:
The journal of futures markets
27
(
2007
)
10
,
pp. 981-1001
Persistent link: https://www.econbiz.de/10003531008
Saved in:
6
Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen
;
Groth, Martin
;
Kufakunesu, Rodwell
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10003543050
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