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ECONIS (ZBW)
3,792
RePEc
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Other ZBW resources
212
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1
Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem
;
Prigent, Jean-Luc
- In:
European journal of operational research : EJOR
269
(
2018
)
1
,
pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
Saved in:
2
Risk factors in derivatives markets
Martinkutė-Kaulienė, Raimonda
- In:
Entrepreneurial business and economics review : EBER
2
(
2014
)
4
,
pp. 71-83
Persistent link: https://www.econbiz.de/10011450054
Saved in:
3
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
4
Valuation,
hedging
, and bounds of swaps under multi-factor BNS-type stochastic volatility models
Issaka, Aziz
- In:
Annals of financial economics
15
(
2020
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012642967
Saved in:
5
Managerial tone and investors'
hedging
activities : evidence from credit default swaps
Liang, Peng
;
Hu, Nan
;
Liu, Ling
;
Zhang, Ting
- In:
Accounting and finance
63
(
2023
)
4
,
pp. 3971-3998
Persistent link: https://www.econbiz.de/10014476935
Saved in:
6
Oil, foreign exchange swaps and interest rates in the GCC countries
Al-Maskati, Nawaf
- In:
Emerging markets, finance & trade : a journal of the …
58
(
2022
)
8
,
pp. 2388-2406
Persistent link: https://www.econbiz.de/10013190369
Saved in:
7
Bewertung und
hedging
von swaptions
Akume, Daniel
;
Luderer, Bernd
;
Weber, Gerhard-Wilhelm
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
32
(
2003
)
12
,
pp. 694-699
Persistent link: https://www.econbiz.de/10001843860
Saved in:
8
Composite jet fuel cross-
hedging
Cao, Min
;
Conlon, Thomas
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014426766
Saved in:
9
Swap
variance
hedging
and efficiency : the role of high moments
Chow, K. Victor
;
Li, Bingxin
;
Wang, Zhan
- In:
The journal of financial research : the journal of the …
46
(
2023
)
3
,
pp. 681-709
Persistent link: https://www.econbiz.de/10014375401
Saved in:
10
Analysis of Tawarruq contract in the Islamic profit rate
swap
(IPRS) implementation in Malaysia
Azlin Alisa Ahmad
;
Mohd Hafiz Mohd Dasar
;
Nik Abdul …
- In:
Qualitative research in financial markets
14
(
2022
)
3
,
pp. 395-412
Persistent link: https://www.econbiz.de/10013325482
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