//--> //--> //--> //-->
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:"International journal of theoretical and applied finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Derivat"
~subject:"Swap"
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
Swap
Hedging
155
Theorie
71
Theory
71
Option pricing theory
62
Optionspreistheorie
62
Derivative
41
Portfolio selection
38
Portfolio-Management
38
Stochastic process
30
Stochastischer Prozess
30
Volatility
21
Volatilität
21
Option trading
20
Optionsgeschäft
20
USA
17
United States
17
Black-Scholes model
16
Black-Scholes-Modell
16
Incomplete market
16
Unvollkommener Markt
16
hedging
12
Hedge fund
10
Hedgefonds
10
Risikomanagement
10
Risk management
10
Credit risk
9
Investment Fund
9
Investmentfonds
9
Kreditrisiko
9
CAPM
8
Capital income
8
Kapitaleinkommen
8
Martingal
8
Martingale
8
Transaction costs
8
Transaktionskosten
8
Yield curve
7
Zinsstruktur
7
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
44
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
45
Aufsatz in Zeitschrift
45
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Language
All
English
45
Author
All
Hess, Markus
3
Aurell, Erik
2
Crépey, S.
2
Jeanblanc, Monique
2
Melʹnikov, Aleksandr V.
2
Ankirchner, Stefan
1
Armstrong, John
1
Bartram, Söhnke M.
1
Benth, Fred Espen
1
Bernard, Carole
1
Bettis, J. Carr
1
Bielecki, Tomasz R.
1
Bizjak, John M.
1
Brigo, Damiano
1
Brodén, Mats
1
Brown, Gregory W.
1
Buescu, Cristin
1
Chang, Camus
1
Chao Yang
1
Cheang, Gerald H. L.
1
Chen, An-Pin
1
Chen, Son-nan
1
Chiarella, Carl
1
Conrad, Jennifer S.
1
DeMatos, João Amaro
1
Di Graziano, Giuseppe
1
Dimitroff, Georgi
1
DoRosário, João Sobral
1
Dorfleitner, Gregor
1
Driessen, Joost
1
El Hajjaji, Omar
1
Elouerkhaoui, Youssef
1
Fonseca, José da
1
Fukasawa, Masaaki
1
Gerer, Johannes
1
Grasselli, Martino
1
Grasselli, Matheus
1
Halperin, Igor
1
Hell, Philipp
1
Heyne, Gregor
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of financial and quantitative analysis : JFQA
The journal of futures markets
96
Energy economics
45
Journal of banking & finance
28
International review of economics & finance : IREF
18
Quantitative finance
17
Finance research letters
16
International review of financial analysis
16
Applied mathematical finance
15
Journal of multinational financial management
14
The European journal of finance
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
Applied economics
12
Journal of financial economics
12
Journal of risk and financial management : JRFM
11
Computational economics
10
Journal of economic dynamics & control
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Working paper
10
Applied financial economics
9
European journal of operational research : EJOR
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Review of derivatives research
9
Review of quantitative finance and accounting
9
The journal of corporate finance : contracting, governance and organization
9
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
9
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
International journal of financial engineering
8
NBER working paper series
8
Risks : open access journal
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of derivatives : the official publication of the International Association of Financial Engineers
8
Annals of finance
7
Economic modelling
7
European financial management : the journal of the European Financial Management Association
7
Global finance journal
7
Insurance / Mathematics & economics
7
more ...
less ...
Source
All
ECONIS (ZBW)
45
Showing
1
-
10
of
45
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->