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~type_genre:"Biography"
~type_genre:"Book section"
~subject:"Portfolio-Management"
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Option trading
145
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Option pricing theory
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Advances in financial risk management : corporates, intermediaries and portfolios
1
Financial derivatives : pricing and risk management
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Including special section: applications of operations research in educational measurement in memory of Ronald D. Armstrong ; (1945 - 2011)
1
New research in financial markets
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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The Oxford handbook of quantitative asset management
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Valuation of intangible assets in global operations
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Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
Yin, Libo
;
Han, Liyan
- In:
Including special section: applications of operations …
,
(pp. 557-576)
.
2013
Persistent link: https://www.econbiz.de/10009792017
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2
An optimal timing approach to option portfolio risk management
Leung, Tim
;
Liu, Peng
- In:
Advances in financial risk management : corporates, …
,
(pp. 391-404)
.
2013
Persistent link: https://www.econbiz.de/10010213038
Saved in:
3
Conservative Delta hedging under transaction costs
Fukasawa, Masaaki
- In:
Recent advances in financial engineering 2011: …
,
(pp. 55-72)
.
2012
Persistent link: https://www.econbiz.de/10009573488
Saved in:
4
The Informational Content of Financial Options for Quantitative Asset Management: A Review
Giamouridis, Daniel
;
Skiadopoulos, George
- In:
The Oxford handbook of quantitative asset management
.
2012
Persistent link: https://www.econbiz.de/10012882317
Saved in:
5
Option strategies
Mayhew, Stewart
- In:
Financial derivatives : pricing and risk management
,
(pp. 503-524)
.
2010
Persistent link: https://www.econbiz.de/10003920449
Saved in:
6
Mean square error for the Leland-Lott hedging strategy
Gamys, Moussa
;
Kabanov, Jurij M.
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 1-25)
.
2009
Persistent link: https://www.econbiz.de/10003871153
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7
Insider and liquidity trading in stock and options markets
Biais, Bruno
;
Hillion, Pierre Henri
- In:
New research in financial markets
,
(pp. 113-147)
.
2001
Persistent link: https://www.econbiz.de/10001674482
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8
The option value of investment in R & D
Neil, David J.
;
Hickey, Nigel A.
- In:
Valuation of intangible assets in global operations
,
(pp. 125-146)
.
2001
Persistent link: https://www.econbiz.de/10001677606
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9
Ertrag und Shortfall-Risiko von Wertsicherungsstrategien mit Optionen unter alternativen Zielrenditen : empirische Evidenzen für den deutschen Aktienmarkt
Maurer, Raimond
- In:
Geld, Finanzwirtschaft, Banken und Versicherungen : …
,
(pp. 757-794)
.
1997
Persistent link: https://www.econbiz.de/10001298978
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