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~person:"Backwell, Alex"
~subject:"Option pricing theory"
~subject:"Share price"
~subject:"Volatilität"
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Option pricing theory
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Interest rate derivative
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Backwell, Alex
Hess, Dieter
15
Hautsch, Nikolaus
13
Schoenmakers, John
12
Upper, Christian
10
Chiarella, Carl
9
Joshi, Mark S.
9
Rebonato, Riccardo
9
Werner, Thomas
9
Bhar, Ramaprasad
7
Gerhard, Frank
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Moraleda Novo, Juan Manuel
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Fang, Victor
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Ritchken, Peter H.
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Veredas, David
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Azad, A. S. M. Sohel
4
Bernoth, Kerstin
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Filipović, Damir
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Landén, Camilla
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ECONIS (ZBW)
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Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
Volatility level dependence and linear-rational term structure models
Backwell, Alex
;
Ramnarayan, Kalind
- In:
Emerging markets, finance and trade : EMFT
58
(
2022
)
13
,
pp. 3622-3638
Persistent link: https://www.econbiz.de/10013462321
Saved in:
3
Expected and unexpected jumps in the overnight rate : consistent management of the libor transition
Backwell, Alex
;
Hayes, Joshua
- In:
Journal of banking & finance
145
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013538970
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