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~person:"Brown, Gregory W."
~person:"Fabozzi, Frank J."
~person:"García, Philip"
~person:"Kallsen, Jan"
~subject:"Derivat"
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Search: subject:"Hedging"
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Derivat
Hedging
58
Derivative
24
Theorie
20
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20
Option pricing theory
15
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15
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14
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14
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hedging
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Brown, Gregory W.
Fabozzi, Frank J.
García, Philip
Kallsen, Jan
Lien, Da-hsiang Donald
39
Broll, Udo
27
Hull, John
26
Kit, Pong Wong
22
Cotter, John
9
Kavussanos, Manolis G.
9
Welzel, Peter
9
Zilcha, Itzhak
9
Alexander, Carol
8
Benth, Fred Espen
8
Deutsch, Hans-Peter
8
Korn, Olaf
8
Minton, Bernadette A.
8
Wahl, Jack E.
8
Adam-Müller, Axel F. A.
7
Bartram, Söhnke M.
7
Gündüz, Yalın
7
Kleshchelski, Isaac
7
Leistikow, Dean
7
Madan, Dilip B.
7
Ranasinghe, Tharindra
7
Rossi Júnior, José Luiz
7
Yamada, Yuji
7
Acharya, Viral V.
6
Chen, Ren-Raw
6
Conlon, Thomas
6
Hess, Markus
6
Kogan, Leonid
6
Lo, Andrew W.
6
Prokopczuk, Marcel
6
Tse, Yiu Kuen
6
Barbi, Massimiliano
5
Biais, Bruno
5
Deng, Jun
5
Eichenbaum, Martin S.
5
Eisenschmidt, Jens
5
Figlewski, Stephen
5
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2
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1
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1
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1
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1
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ECONIS (ZBW)
24
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Applications of FX derivatives in active currency risk management
Fabozzi, Frank J.
;
Vohra, Suprita
- In:
The journal of derivatives : JOD
29
(
2022
)
4
,
pp. 168-191
Persistent link: https://www.econbiz.de/10014231064
Saved in:
3
Resolving the Exposure Puzzle : The Many Facets of Exchange Rate Exposure
Bartram, Söhnke M.
-
2019
hedges. For a typical sample firm, pass-through and operational
hedging
each reduce exposure by 10% to 15%. Financial
hedging
…
Persistent link: https://www.econbiz.de/10012906218
Saved in:
4
Biodiesel
hedging
under binding renewable fuel standard mandates
Franken, Jason R. V.
;
Irwin, Scott H.
;
García, Philip
- In:
Energy economics
96
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012816992
Saved in:
5
Second-order approximations to pricing and
hedging
in presence of jumps and stochastic volatility
Denkl, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010200946
Saved in:
6
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
7
Hedging
in affine stochastic volatility models
Vierthauer, Richard
-
2010
Persistent link: https://www.econbiz.de/10008779220
Saved in:
8
Commercial real estate risk management with derivatives
Fabozzi, Frank J.
;
Stanescu, Silvia
;
Tunaru, Radu
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 111-119
Persistent link: https://www.econbiz.de/10010209637
Saved in:
9
Option pricing and
hedging
under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
10
The effects of derivatives on firm risk and value
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Conrad, Jennifer S.
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
4
,
pp. 967-999
Persistent link: https://www.econbiz.de/10010217642
Saved in:
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