Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Hedging"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Sensitivity of American Op...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Hedging
Option pricing theory
11
Optionspreistheorie
11
Theorie
7
Theory
7
Credit risk
6
EU countries
5
EU-Staaten
5
Kreditrisiko
5
Option trading
4
Optionsgeschäft
4
Portfolio selection
4
Portfolio-Management
4
Simulation
4
endogenous default
4
Estimation
3
Euro area
3
Eurozone
3
Inflation expectations
3
Inflationserwartung
3
Insolvency
3
Insolvenz
3
Mathematical programming
3
Mathematische Optimierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Risiko
3
Risikoprämie
3
Risk
3
Risk premium
3
Schätzung
3
Sovereign default
3
Staatsbankrott
3
USA
3
United States
3
credit default swaps
3
equity puts
3
tail risk
3
Börsenkurs
2
Corporate disclosure
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Ibáñez, Alfredo
3
Balbás de la Corte, Alejandro
1
Figuerola-Ferretti, Isabel
1
Paraskevopoulos, Ioannis
1
Published in...
All
Computational methods in decision-making, economics and finance
1
Journal of banking & finance
1
Review of derivatives research
1
Working papers / Business economic series / Department of Business Administration
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The cross-section of average delta-hedge option returns under stochastic volatility
Ibáñez, Alfredo
- In:
Review of derivatives research
11
(
2008
)
3
,
pp. 205-244
Persistent link: https://www.econbiz.de/10003835031
Saved in:
2
Pairing market risk with credit risk
Figuerola-Ferretti, Isabel
;
Paraskevopoulos, Ioannis
-
2011
Persistent link: https://www.econbiz.de/10009686912
Saved in:
3
Maxim portfolios in models where immunization is not feasible
Balbás de la Corte, Alejandro
;
Ibáñez, Alfredo
- In:
Computational methods in decision-making, economics and …
,
(pp. 139-165)
.
2010
Persistent link: https://www.econbiz.de/10009153090
Saved in:
4
Factorization of European and American option prices under complete and incomplete markets
Ibáñez, Alfredo
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 311-325
Persistent link: https://www.econbiz.de/10003647242
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
