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Quantitative methods in finance
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003690818
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Market risk analysis
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003659391
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Hedging the risk of an energy futures portfolio
Alexander, Carol - In: Risk management in commodity markets : from shipping to …, (pp. 117-127). 2008
Persistent link: https://www.econbiz.de/10003787695
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Pricing and hedging convertible bonds : delayed calls and uncertain volatility
Yiǧitbaşioǧlu, Ali Bora; Alexander, Carol - In: International journal of theoretical and applied finance 9 (2006) 3, pp. 415-453
Persistent link: https://www.econbiz.de/10003344330
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Model-free hedge ratios and scale-invariant models
Alexander, Carol; Nogueira, Leonardo M. - In: Journal of banking & finance 31 (2007) 6, pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
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Hedging index exchange traded funds
Alexander, Carol; Barbosa, A. - In: Journal of banking & finance 32 (2008) 2, pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
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Diversification with volatility products
Alexander, Carol; Korovilas, Dimitris; Kapraun, Julia - In: Journal of international money and finance 65 (2016), pp. 213-235
Persistent link: https://www.econbiz.de/10011668421
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Crypto quanto and inverse options
Alexander, Carol; Chen, Ding; Imeraj, Arben - In: Mathematical finance : an international journal of … 33 (2023) 4, pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
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Regime-dependent smile-adjusted delta hedging
Alexander, Carol; Rubinov, Alexander; Kalepky, Markus; … - 2010
Persistent link: https://www.econbiz.de/10009375858
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Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol; Kaeck, Andreas - 2010
Persistent link: https://www.econbiz.de/10009375867