//--> //--> //-->
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
~person:"Lhabitant, François-Serge"
~subject:"Hedging"
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:"Nullkuponanleihe"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Yield curve
2
Zero-Bond
2
Zero-coupon bond
2
Zinsstruktur
2
Modellierung
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Scientific modelling
1
more ...
less ...
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Lhabitant, François-Serge
Asgari Alouj, Hosein
3
Sommer, Daniel
3
Amiri, Seyed Masoud Sajjadian
2
Harrison, Richard
2
Maleki Nia, Nahid
2
Waldron, Matt
2
An, Yunbi
1
Blanchet-Scalliet, Christophette
1
Boneva, Lena
1
Bossy, Mireille
1
Castellani, Davide
1
Epstein, D.
1
Gibson, Rajna
1
Jeanblanc, Monique
1
Koerber, Lena
1
Mummenhoff, Gregor
1
Nia, Nahid Maleki
1
Pireivatlou, Ayyoub Sarafraz
1
Pistre, Nathalie
1
Reghai, A.
1
Sarkar, Sudipto
1
Suo, Wulin
1
Talay, Denis
1
Wilmott, Paul
1
more ...
less ...
Published in...
All
Review of derivatives research
1
Working paper / Institut de Gestion Bancaire et Financière, HEC, Université de Lausanne
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille
;
Gibson, Rajna
;
Lhabitant, François-Serge
- In:
Review of derivatives research
9
(
2006
)
2
,
pp. 109-135
Persistent link: https://www.econbiz.de/10003608131
Saved in:
2
Volatility risk for options on a zero-coupon bond
Lhabitant, François-Serge
;
Castellani, Davide
;
Reghai, A.
-
1998
Persistent link: https://www.econbiz.de/10000168120
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->