Narrow search
Showing 1 - 5 of 5
Cover Image
Stocks, Bonds, and Hedge Funds
Amin, Gaurav S.; Kat, Harry M. - In: The journal of portfolio management : a publication of … 29 (2003) 4, pp. 113-120
Persistent link: https://www.econbiz.de/10006554563
Cover Image
VOLATILITY PREDICTION: A COMPARISON OF THE STOCHASTIC VOLATILITY, GARCH (1, 1), AND EGARCH (1, 1) MODELS
Heynen, Ronald C.; Kat, Harry M. - In: The journal of derivatives : the official publication … 2 (1994) 2, pp. 50-65
Persistent link: https://www.econbiz.de/10006002332
Cover Image
PRICING AND HEDGING INTERNATIONAL EQUITY DERIVATIVES
Kat, Harry M.; Roozen, Henk N.M. - In: The journal of derivatives : the official publication … 2 (1994) 2, pp. 7-19
Persistent link: https://www.econbiz.de/10006002336
Cover Image
CONTINGENT PREMIUM OPTIONS
Kat, Harry M. - In: The journal of derivatives : the official publication … 1 (1994) 4, pp. 44-55
Persistent link: https://www.econbiz.de/10006002347
Cover Image
DELTA HEDGING OF S&P 500 OPTIONS: CASH VERSUS FUTURES MARKET EXECUTION
Kat, Harry M. - In: The journal of derivatives : the official publication … 3 (1996) 3, pp. 6-25
Persistent link: https://www.econbiz.de/10007316721