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~subject:"Hedging"
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Delta Hedging in Financial Eng...
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Hedging
Financial Engineering
536
trends
475
Financial engineering
448
Trends
405
Theorie
273
Volatilität
265
Volatility
264
Theory
260
Jumps
256
jumps
220
Optionspreistheorie
147
Option pricing theory
146
Portfolio selection
146
Portfolio-Management
145
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126
Stochastischer Prozess
125
Stochastic process
124
Time series analysis
113
Risikomanagement
107
Derivat
100
Derivative
100
Risk management
100
Finanzmarkt
93
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Schätzung
87
Börsenkurs
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81
World
81
Welt
80
Finanzmathematik
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64
ARCH model
63
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Cifarelli, Giulio
3
Anderegg, Benjamin
2
Broll, Udo
2
Fry-McKibbin, Renée
2
Li, Johnny Siu-Hang
2
Li, Lingfei
2
Martin, Vance
2
Rüschendorf, Ludger
2
Sornette, Didier
2
Tang, Chrismin
2
Ulmann, Florian
2
Wan, Justin W. L.
2
Wolf, Viktor
2
Wu, Liuren
2
Zhou, Kenneth Q.
2
Ziveyi, Jonathan
2
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1
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1
Ai͏̈nou, Viou
1
Akiyama, Naho
1
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1
Alomari, Mohammed
1
Anderson, David P.
1
Aranha, Claus C.
1
Augustyniak, Maciej
1
Badescu, Alexandru
1
Biegler-König, Richard
1
Bielecki, Tomasz R.
1
Bodie, Zvi
1
Boudreault, Mathieu
1
Brodén, Mats
1
Brunnhuber, Stefan
1
Buis, Boyd
1
Cao, Lingyan
1
Carr, Peter
1
Casas, Isabel
1
Chang, Chia-Lin
1
Chen, Yangang
1
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1
Coleman, Thomas F.
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Conference Innovations in Derivatives Markets - Fixed Income Modelling, Valuation Adjustments, Risk Management, and Regulation <2015, Garching-Hochbrück>
1
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Insurance / Mathematics & economics
4
International journal of theoretical and applied finance
4
Quantitative finance
4
Applied economics
3
International journal of financial engineering
3
International review of financial analysis
3
Journal of banking & finance
3
Applied mathematical finance
2
Astin bulletin : the journal of the International Actuarial Association
2
Energy economics
2
Journal of economic dynamics & control
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Operations research
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Risks : open access journal
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Adaptation, learning, and optimization : ALO
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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CFAP working papers
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Contemporary economics
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Decisions in economics and finance : a journal of applied mathematics
1
Derivatives Applications in Asset Management : From Theory to Practice
1
Discussion paper / Tinbergen Institute
1
Dresden Discussion Paper Series in Economics
1
EconoQuantum : Revista de Economía y Negocios
1
Economics letters
1
Finance and stochastics
1
Finance research letters
1
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
1
IMES discussion paper series / Englische Ausgabe
1
International economic policy for the polycrisis
1
International journal of entrepreneurship and small business : IJESB
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International journal of financial engineering and risk management
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ECONIS (ZBW)
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EconStor
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Robert C. Merton and the science of finance
Bodie, Zvi
- In:
Annual review of financial economics
12
(
2020
),
pp. 19-38
Persistent link: https://www.econbiz.de/10012404616
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2
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
3
Using Monte Carlo simulation with DCF and real options risk pricing techniques to analyse a mine financing proposal
Samis, Michael
;
Davis, Graham A.
- In:
International journal of financial engineering and risk …
1
(
2014
)
3
,
pp. 264-281
Persistent link: https://www.econbiz.de/10010476913
Saved in:
4
A review of new developments in finance with deep learning : deep hedging and deep calibration
Shinozaki, Yuji
-
2024
Persistent link: https://www.econbiz.de/10015053520
Saved in:
5
A comparison of delta hedging under two price distribution assumptions by likelihood ratio
Cao, Lingyan
;
Guo, Zheng-feng
- In:
The international journal of business and finance …
6
(
2012
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10009389689
Saved in:
6
Tracking errors from discrete hedging in exponential Lévy models
Brodén, Mats
;
Tankov, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 803-837
Persistent link: https://www.econbiz.de/10009381005
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7
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
8
Financial contagion and asset pricing
Fry-McKibbin, Renée
;
Martin, Vance
;
Tang, Chrismin
-
2013
Persistent link: https://www.econbiz.de/10009788794
Saved in:
9
Does option trading convey stock price information?
Hu, Jianfeng
- In:
Journal of financial economics
111
(
2014
)
3
,
pp. 625-645
Persistent link: https://www.econbiz.de/10010375919
Saved in:
10
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
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