Showing 1 - 10 of 56
Persistent link: https://www.econbiz.de/10001395758
Persistent link: https://www.econbiz.de/10001394327
This paper addresses the question of how an institution might optimally manage the market risk of a given exposure. We provide an analytical approach to optimal risk management under the assumption that the institution wishes to minimize its Value-at-Risk (VaR) using options follows a geometric...
Persistent link: https://www.econbiz.de/10012472656
Persistent link: https://www.econbiz.de/10001442054
Persistent link: https://www.econbiz.de/10000949882
Persistent link: https://www.econbiz.de/10001394312
Persistent link: https://www.econbiz.de/10001169079
Persistent link: https://www.econbiz.de/10001175173
Persistent link: https://www.econbiz.de/10001220576
Persistent link: https://www.econbiz.de/10001223167