Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Exchange Options"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
exchange options
17
exchange rate
13
foreign exchange
13
foreign exchange market
12
exchange markets
10
exchange rate flexibility
10
exchange rate volatility
10
exchange rate changes
9
exchange rate policy
9
exchange rate regime
9
exchange rates
9
flexible exchange rate
9
foreign exchange markets
9
exchange rate movements
8
exchange transactions
8
floating exchange rate
8
foreign exchange transactions
8
real exchange rate
8
exchange rate depreciation
7
exchange rate regimes
7
currency risk
6
exchange rate band
6
exchange rate policies
6
exchange rate risk
6
exchange risk
6
fixed exchange rate
6
foreign exchange risk
6
nominal exchange rate
6
Exchange options
5
Option pricing theory
5
Optionspreistheorie
5
currency appreciation
5
currency depreciation
5
current account balance
5
daily exchange rate
5
effective exchange rate
5
exchange controls
5
exchange operations
5
exchange rate adjustment
5
exchange rate arrangement
5
more ...
less ...
Online availability
All
Free
33
CC license
1
Type of publication
All
Book / Working Paper
26
Article
7
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Working Paper
3
Article
2
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Hochschulschrift
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
20
Undetermined
13
Author
All
Alexander, Carol
3
Morales, Armando Méndez
3
Venkatramanan, Aanand
3
Amen, Saeed
2
Clark, Iain J.
2
Fry-McKibbin, Renée
2
Hainaut, Donatien
2
Krylova, Elizaveta
2
Martin, Vance
2
Nikkinen, Jussi
2
Tang, Chrismin
2
Villani, Giovanni
2
Vähämaa, Sami
2
Beer, Simone
1
Bouasker, Olfa
1
Broadie, Mark
1
Chan-Lau, Jorge A.
1
Cheang, Gerald H. L.
1
Chiarella, Carl
1
Detemple, Jérôme B.
1
Duttagupta, Rupa
1
Fernandez, Gilda
1
Kamil, Herman
1
Karacadag, Cem
1
Kisinbay, Turgut
1
Kriljenko, Jorge Iván Canales
1
Lalit, Prasad Narahar
1
Merritt, Matthew D.
1
Miller, Stephen Matteo
1
Nordstrom, Anna
1
Olivares, Pablo
1
Prigent, Jean-Luc
1
Purohit, Seema Uday
1
Restrepo, Jorge
1
Roache, Shaun K.
1
Roger, Scott
1
Shimizu, Seiichi
1
Stone, Mark R.
1
Villamor, Enrique
1
Ötker, Inci
1
more ...
less ...
Institution
All
International Monetary Fund (IMF)
13
International Monetary Fund
4
Henley Business School, University of Reading
3
CESifo
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Crawford School of Public Policy, Australian National University
1
European Central Bank
1
Finance Discipline Group, Business School
1
Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
more ...
less ...
Published in...
All
IMF Working Papers
7
ICMA Centre Discussion Papers in Finance
3
IMF Occasional Papers
3
IMF Staff Country Reports
3
Risks
2
Risks : open access journal
2
CAMA Working Papers
1
CAMA working paper series
1
CESifo Working Paper
1
CESifo Working Paper Series
1
CIRANO Working Papers
1
ECB Working Paper
1
International Journal of Financial Studies : open access journal
1
International journal of financial engineering
1
Multinational Finance Journal
1
Research Paper Series / Finance Discipline Group, Business School
1
Working Paper Series / European Central Bank
1
Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
more ...
less ...
Source
All
RePEc
23
ECONIS (ZBW)
6
EconStor
4
Showing
1
-
10
of
33
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing
exchange
options
under an Ornstein-Uhlenbeck covariance model
Villamor, Enrique
;
Olivares, Pablo
- In:
International Journal of Financial Studies : open …
11
(
2023
)
2
,
pp. 1-24
In this paper we study the pricing of
exchange
options
between two underlying assets whose dynamic show a stochastic …
Persistent link: https://www.econbiz.de/10014284721
Saved in:
2
Exchange option valuation using Liu process
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013367504
Saved in:
3
Essays on insurance-linked securities and foreign
exchange
options
Beer, Simone
-
2019
This dissertation consists of three papers referring to the pricing of insurance-linked securities, while a fourth one deals with investigating the dynamics of foreign exchange implied volatility and correlation surfaces. The first paper proposes a novel risk-neutral pricing approach for...
Persistent link: https://www.econbiz.de/10012152695
Saved in:
4
Calendar spread
exchange
options
pricing with Gaussian random fields
Hainaut, Donatien
- In:
Risks
6
(
2018
)
3
,
pp. 1-33
bias in the valuation of calendar spread
exchange
options
. As the payoff of these options depends on two asset values at … important influence of the covariance structure in the valuation of calendar spread
exchange
options
for Brent against WTI crude …
Persistent link: https://www.econbiz.de/10011996635
Saved in:
5
Calendar spread
exchange
options
pricing with Gaussian random fields
Hainaut, Donatien
- In:
Risks : open access journal
6
(
2018
)
3
,
pp. 1-33
bias in the valuation of calendar spread
exchange
options
. As the payoff of these options depends on two asset values at … important influence of the covariance structure in the valuation of calendar spread
exchange
options
for Brent against WTI crude …
Persistent link: https://www.econbiz.de/10011890768
Saved in:
6
Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Clark, Iain J.
;
Amen, Saeed
- In:
Risks
5
(
2017
)
3
,
pp. 1-17
Much of the debate around a potential British exit (Brexit) from the European Union has centred on the potential macroeconomic impact. In this paper, we instead focus on understanding market expectations for price action around the Brexit referendum date. Extracting implied distributions from...
Persistent link: https://www.econbiz.de/10011996658
Saved in:
7
Implied distributions from GBPUSD risk-reversals and implication for Brexit scenarios
Clark, Iain J.
;
Amen, Saeed
- In:
Risks : open access journal
5
(
2017
)
3
,
pp. 1-17
Much of the debate around a potential British exit (Brexit) from the European Union has centred on the potential macroeconomic impact. In this paper, we instead focus on understanding market expectations for price action around the Brexit referendum date. Extracting implied distributions from...
Persistent link: https://www.econbiz.de/10011688238
Saved in:
8
Corporate Investment Choice and Exchange Option between Production Functions
Bouasker, Olfa
;
Prigent, Jean-Luc
-
Institut de Préparation à l'Administration et à la …
-
2014
determine the values of
exchange
options
when we have to evaluate all the "Profits and Losses" (P&L) depending on the different … valuation formula of the
exchange
options
associated to these P&L by using a family of switching options. …
Persistent link: https://www.econbiz.de/10010891101
Saved in:
9
Financial Contagion and Asset Pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
-
Crawford School of Public Policy, Australian National …
-
2013
European debt crisis from 2010. Using an
exchange
options
model, the effects of changes in the comoments of asset returns …
Persistent link: https://www.econbiz.de/10010904309
Saved in:
10
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
-
2013
Persistent link: https://www.econbiz.de/10009788794
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
