//--> //--> //--> //-->
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
~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of multinational financial management"
~subject:"Option pricing theory"
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
Option pricing theory
Hedging
186
Theorie
77
Theory
77
Derivat
44
Derivative
44
Foreign exchange management
34
Währungsmanagement
34
Portfolio selection
31
Portfolio-Management
31
Multinationales Unternehmen
28
Transnational corporation
28
Risikomanagement
27
Risk management
27
Optionspreistheorie
24
USA
23
United States
23
Exchange rate risk
22
Währungsrisiko
22
Volatility
20
Volatilität
20
Currency derivative
18
Währungsderivat
18
Capital income
15
Kapitaleinkommen
15
Option trading
15
Optionsgeschäft
15
Welt
15
World
15
Estimation
14
Schätzung
14
Commodity derivative
12
Hedge fund
12
Hedgefonds
12
Rohstoffderivat
12
Financial crisis
10
Finanzkrise
10
International business research
10
Internationale Betriebswirtschaftslehre
10
Exchange rate
9
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Coleman, Thomas F.
2
Dias, José Carlos
2
Li, Yuying
2
Nunes, Joaõ Pedro Vidal
2
Ruas, João Pedro
2
Abdou, Souleymane Laminou
1
Alziary, Bénédicte
1
Barsotti, Flavia
1
Blöchlinger, Andreas
1
Chung, San-lin
1
Del Viva, Luca
1
Dempster, Michael A. H.
1
Deventer, Donald R. van
1
Décamps, Jean-Paul
1
Entrop, Oliver
1
Forsyth, Peter A.
1
Gupta, Anurag
1
Hain, Martin
1
Hilliard, Jimmy E.
1
Hilliard, Jitka
1
Hull, John
1
Ibáñez, Alfredo
1
Jarrow, Robert A.
1
Koehl, Pierre-François
1
Kokholm, Thomas
1
Leippold, Markus
1
Levchenkov, Dmitriy
1
Medova, Elena
1
Moraux, Franck
1
Nandi, Saikat
1
Nian Ke
1
Scholz, Hendrik
1
Shackleton, Mark B.
1
Shih, Pai-ta
1
Stoimenov, Pavel A.
1
Stromberg, Jacob
1
Subrahmanyam, Marti G.
1
Tang, Ke
1
Tsai, Wei-che
1
Uhrig-Homburg, Marliese
1
more ...
less ...
Published in...
All
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
Journal of banking & finance
Journal of multinational financial management
International journal of theoretical and applied finance
62
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Finance and stochastics
29
Applied mathematical finance
28
The journal of futures markets
28
Quantitative finance
26
Insurance / Mathematics & economics
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Journal of economic dynamics & control
15
Review of derivatives research
14
Research paper series / Swiss Finance Institute
13
Risks : open access journal
12
Energy economics
10
European journal of operational research : EJOR
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
Risk and decision analysis
9
The journal of computational finance
9
Computational economics
8
Discussion paper / B
8
Mathematical methods of operations research
8
Swiss Finance Institute Research Paper
8
The European journal of finance
8
Finance research letters
7
International journal of financial engineering
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
6
Journal of risk and financial management : JRFM
6
Mathematical finance : an international journal of mathematics, statistics and financial economics
6
NBER working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
6
Advanced mathematical methods for finance
5
Advances in futures and options research : a research annual
5
Applied economics
5
Bonn Econ Discussion Papers / BGSE
5
CoFE discussion papers
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
International review of economics & finance : IREF
5
Mathematical finance
5
Mathematics and financial economics
5
Working paper / National Bureau of Economic Research, Inc.
5
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Delta hedging and volatility-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
2
Learning sequential option hedging models from market data
Nian Ke
;
Coleman, Thomas F.
;
Li, Yuying
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013256585
Saved in:
3
A jump-diffusion model for pricing and hedging with margined options : an application to Brent crude oil contracts
Hilliard, Jimmy E.
;
Hilliard, Jitka
- In:
Journal of banking & finance
98
(
2019
),
pp. 137-155
Persistent link: https://www.econbiz.de/10012162247
Saved in:
4
Risk factors and their associated risk premia : an empirical analysis of the crude oil market
Hain, Martin
;
Uhrig-Homburg, Marliese
;
Unger, Nils
- In:
Journal of banking & finance
95
(
2018
),
pp. 44-63
Persistent link: https://www.econbiz.de/10011966706
Saved in:
5
Strategic technology adoption and hedging under incomplete markets
Leippold, Markus
;
Stromberg, Jacob
- In:
Journal of banking & finance
81
(
2017
),
pp. 181-199
Persistent link: https://www.econbiz.de/10011816440
Saved in:
6
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
7
Pricing and hedging American and hybrid strangles with finite maturity
Abdou, Souleymane Laminou
;
Moraux, Franck
- In:
Journal of banking & finance
62
(
2016
),
pp. 112-125
Persistent link: https://www.econbiz.de/10011634074
Saved in:
8
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
Saved in:
9
Performance and determinants of the Merton structural model : evidence from hedging coefficients
Barsotti, Flavia
;
Del Viva, Luca
- In:
Journal of banking & finance
58
(
2015
),
pp. 95-111
Persistent link: https://www.econbiz.de/10011543912
Saved in:
10
Pricing and static hedging of American-style knock-in options on defaultable stocks
Nunes, Joaõ Pedro Vidal
;
Ruas, João Pedro
;
Dias, …
- In:
Journal of banking & finance
58
(
2015
),
pp. 343-360
Persistent link: https://www.econbiz.de/10011544015
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->