//--> //--> //--> //-->
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:"Frey, Rüdiger"
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:"Hedging"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
22
Theorie
16
Theory
16
Volatilität
10
Optionspreistheorie
9
Volatility
9
Option pricing theory
8
Black-Scholes model
6
Black-Scholes-Modell
6
CAPM
5
Option trading
5
Optionsgeschäft
5
Börsenkurs
4
Portfolio selection
4
Portfolio-Management
4
Share price
4
Devisenmarkt
3
Foreign exchange market
3
Interest rate risk
3
Stochastic process
3
Stochastischer Prozess
3
Zinsrisiko
3
Derivat
2
Derivative
2
Economic statistics
2
Option
2
Preiselastizität
2
Price elasticity
2
Search theory
2
Stochastic volatility
2
Suchtheorie
2
Wirtschaftsstatistik
2
discontinuous prices
2
hedging under restricted information
2
marked point processes
2
risk minimizing hedging strategies
2
stochastic filtering
2
Ansteckungseffekt
1
Arbitrage
1
Asset-Backed Securities
1
more ...
less ...
Online availability
All
Undetermined
3
Free
2
Type of publication
All
Book / Working Paper
15
Article
11
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Forschungsbericht
6
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
Hochschulschrift
2
Aufsatz im Buch
1
Book section
1
Dissertation u.a. Prüfungsschriften
1
Thesis
1
more ...
less ...
Language
All
English
22
Undetermined
4
Author
All
Frey, Rüdiger
Broll, Udo
229
Lien, Da-hsiang Donald
88
Wahl, Jack E.
87
McAleer, Michael
75
Kit, Pong Wong
71
Chang, Chia-Lin
44
Hammoudeh, Shawkat
43
Alexander, Carol
36
Zilcha, Itzhak
36
Cotter, John
35
Dionne, Georges
33
Acharya, Viral V.
32
Schweizer, Martin
32
Platen, Eckhard
31
Korn, Olaf
30
Hull, John
29
Lo, Andrew W.
28
Alghalith, Moawia
27
Eckwert, Bernhard
27
Madan, Dilip B.
26
Engle, Robert F.
25
Hau, Harald
25
Shiller, Robert J.
25
Hanly, Jim
24
Kohlmann, Michael
24
Conlon, Thomas
23
Fabozzi, Frank J.
23
Kang, Sang Hoon
23
Mensi, Walid
23
Röthig, Andreas
23
Adam-Müller, Axel F. A.
22
Giglio, Stefano
22
Welzel, Peter
22
Bouchard, Bruno
21
Bouri, Elie
21
Branger, Nicole
20
Föllmer, Hans
20
Li, Johnny Siu-Hang
20
Godin, Frédéric
19
more ...
less ...
Institution
All
University of Bonn, Germany
2
Published in...
All
Discussion paper / B
7
Discussion Paper Serie B
2
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Universität Bonn - Sonderforschungsbereich 303 - Discussion Papers
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Applied mathematical finance
1
Computational Statistics
1
Discussion paper series / LSE Financial Markets Group
1
Finance and Stochastics
1
Journal of economic dynamics & control
1
Mathematical Methods of Operations Research
1
Mathematical methods of operations research
1
Universität Bonn - Sonderforschungsbereich 303
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
RePEc
5
USB Cologne (business full texts)
2
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Dynamic
hedging
of synthetic CDO tranches with spread risk and default contagion
Frey, Rüdiger
;
Backhaus, Jochen
- In:
Journal of economic dynamics & control
34
(
2010
)
4
,
pp. 710-724
Persistent link: https://www.econbiz.de/10003966525
Saved in:
2
Pricing corporate securities under noisy asset information
Frey, Rüdiger
;
Schmidt, Thorsten
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 403-421
Persistent link: https://www.econbiz.de/10003882528
Saved in:
3
Risk management for derivatives in illiquid markets : a simulation study
Frey, Rüdiger
;
Patie, Pierre
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 137-159)
.
2002
Persistent link: https://www.econbiz.de/10001672230
Saved in:
4
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
5
Risk-minimizing
hedging
strategies under restricted information : the case of stochastic volatility models observable only at discrete random times
Frey, Rüdiger
;
Runggaldier, Wolfgang J.
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 339-350
Persistent link: https://www.econbiz.de/10001428847
Saved in:
6
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
7
Perfect option
hedging
for a large trader
Frey, Rüdiger
- In:
Finance and stochastics
2
(
1998
)
2
,
pp. 115-141
Persistent link: https://www.econbiz.de/10001235410
Saved in:
8
Market volatility and feedback effects from dynamic
hedging
Frey, Rüdiger
- In:
Mathematical finance : an international journal of …
7
(
1997
)
4
,
pp. 351-374
Persistent link: https://www.econbiz.de/10001232778
Saved in:
9
The pricing and
hedging
of options in finitely elastic markets
Frey, Rüdiger
-
1996
Persistent link: https://www.econbiz.de/10000939781
Saved in:
10
A systematic approach to pricing and
hedging
of international derivatives with interest rate risk
Frey, Rüdiger
-
1996
-
Rev. version
Persistent link: https://www.econbiz.de/10000946123
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->