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~subject:"Hedging"
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Hedging
Theorie
162
Theory
160
Optionspreistheorie
93
Option pricing theory
91
CAPM
62
Capital income
57
Kapitaleinkommen
57
Stochastic process
56
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56
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47
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47
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41
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40
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37
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37
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27
Optionsgeschäft
27
Börsenkurs
26
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26
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26
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26
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21
United States
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17
Black-Scholes-Modell
16
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16
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16
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16
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1
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English
25
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Madan, Dilip B.
24
Schoutens, Wim
9
Bakshi, Gurdip S.
4
Wang, King
4
Carr, Peter
3
De Spiegeleer, Jan
2
Melamed, Michael
2
Milne, Frank
2
Pistorius, Martijn
2
Reyners, Sofie
2
Zhang, Frank Xiaoling
2
Cao, Charles Q.
1
Chen, Zhiwu
1
Cherny, Alexander
1
Geman, Hélyette
1
Jarrow, Robert A.
1
Sharaiha, Yazid M.
1
Zhang, Frank X.
1
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Robert H. Smith School Research Paper
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Annals of finance
1
Credit risk : models, derivatives, and management
1
Discussion paper / Institute for Economic Research, Queen's University
1
Finance and economics discussion series
1
Frontiers of mathematical finance : FMF
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
Journal of econometrics
1
Journal of financial economics
1
Mathematics and financial economics
1
Quantitative finance
1
The journal of business : B
1
The journal of derivatives : JOD
1
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ECONIS (ZBW)
25
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1
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
2
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
Saved in:
3
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
4
Pricing and hedging long-term options
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Chen, Zhiwu
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Saved in:
5
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 223-245
Persistent link: https://www.econbiz.de/10001185098
Saved in:
6
Option pricing using the term structure of interest rates to hedge systematic discontinuities in asset returns
Jarrow, Robert A.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10001189278
Saved in:
7
Pricing and hedging in incomplete markets
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 131-167
Persistent link: https://www.econbiz.de/10001608818
Saved in:
8
Contingent claims valued and hedged by pricing and investing in a basis
Madan, Dilip B.
;
Milne, Frank
-
1992
Persistent link: https://www.econbiz.de/10000135932
Saved in:
9
Simple processes and the pricing and hedging of Cliquets
Madan, Dilip B.
;
Schoutens, Wim
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 198-216
Persistent link: https://www.econbiz.de/10009712550
Saved in:
10
Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.
;
Cherny, Alexander
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
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