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:"Risk measure"
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
Operational risk of option hed...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Risk management
15
Risikomanagement
13
Theorie
13
Theory
13
Risiko
10
Risk
10
Option pricing theory
7
Optionspreistheorie
7
Derivat
6
Derivative
6
Option trading
6
Optionsgeschäft
6
Portfolio selection
6
Portfolio-Management
6
Bank risk
5
Bankrisiko
5
Börsenkurs
5
Hedging
5
Operational risk
5
Share price
5
Measurement
4
Messung
4
Operationelles Risiko
4
Risikomaß
4
Volatility
4
Volatilität
4
Stochastic process
3
Stochastischer Prozess
3
Basel Accord
2
Basler Akkord
2
Black-Scholes model
2
Black-Scholes-Modell
2
Credit risk
2
Emerging markets
2
Estimation
2
Financial crisis
2
Finanzkrise
2
Forecasting
2
Forecasting model
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Mitra, Sovan
4
Kirkby, J. Lars
1
Nguyen, Duy
1
Published in...
All
Economic modelling
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Operational risk of option hedging
Mitra, Sovan
- In:
Economic modelling
33
(
2013
),
pp. 194-203
Persistent link: https://www.econbiz.de/10010191991
Saved in:
2
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
Saved in:
3
Efficient option risk measurement with reduced model risk
Mitra, Sovan
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 163-174
Persistent link: https://www.econbiz.de/10011694422
Saved in:
4
An analysis of dollar cost averaging and market timing investment strategies
Kirkby, J. Lars
;
Mitra, Sovan
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
286
(
2020
)
3
,
pp. 1168-1186
Persistent link: https://www.econbiz.de/10012291635
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
