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  • Search: subject:"Currency knock-in knock-out option"
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Subject
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ARCH model 1 ARCH-Modell 1 Currency knock-in knock-out option 1 Generalized autoregressive conditional heteroskedasticity model 1 Hedging 1 Option trading 1 Optionsgeschäft 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikomaß 1 Risk 1 Risk management 1 Risk measure 1 Theorie 1 Theory 1 Value-at-Risk 1
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Type of publication
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Khil, Jaeuk 1 Suh, Sangwon 1
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Asia-Pacific journal of financial studies 1
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ECONIS (ZBW) 1
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Risk management lessons from "knock-in knock-out" option disaster
Khil, Jaeuk; Suh, Sangwon - In: Asia-Pacific journal of financial studies 39 (2010) 1, pp. 28-52
Persistent link: https://www.econbiz.de/10009315276
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