Narrow search
Showing 121 - 130 of 98,673
Cover Image
Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk
Poncet, Patrice; Portait, Roland; Toder, Igor - 2022
, hybrids and credit derivatives), portfolio theory and management, and risk assessment and hedging of individual positions as …
Persistent link: https://www.econbiz.de/10013441427
Cover Image
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.; Jain, Surbhi; Kandhai, B. D. - In: Quantitative finance 24 (2024) 3/4, pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
Cover Image
Pricing a Callable Leveraged Constant Maturity Swap Spread Note
Chertok, Daniel L. - 2012
A callable leveraged constant maturity swap (CMS) spread note allows the holder to benefit from future changes in the … spread between two swap interest rates. The issues retains the right to call the note at pre-specified times in the future …
Persistent link: https://www.econbiz.de/10013098211
Cover Image
Capital structure effects on the prices of equity call options
Geske, Robert Leonard; Subrahmanyam, Avanidhar; Zhou, Yi - In: Journal of financial economics 121 (2016) 2, pp. 231-253
Persistent link: https://www.econbiz.de/10011590712
Cover Image
Analyse der Effektivität von Absicherungsstrategien in unvollständigen Finanzmarktmodellen
Dudenhausen, Antje - 2001
Persistent link: https://www.econbiz.de/10001645751
Cover Image
Hedging options
Chen, Nai-fu; Johnson, Herb - In: Journal of financial economics 14 (1985) 2, pp. 317-321
Persistent link: https://www.econbiz.de/10001999356
Cover Image
An Orthogonal Series Expansions Method to Hedge and Price European-Type Options
Chan, Ron - 2017
volatility models. We provide a succinct error analysis to demonstrate that we can achieve an exponential convergence rate in the …
Persistent link: https://www.econbiz.de/10012967806
Cover Image
Returns and option activity over the option-expiration week for S&P 100 stocks
Stivers, Christopher T.; Sun, Licheng - In: Journal of banking & finance 37 (2013) 11, pp. 4126-4240
Persistent link: https://www.econbiz.de/10010245590
Cover Image
Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H. - In: International Journal of Portfolio Analysis and Management 1 (2014) 4, pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
Cover Image
Pricings and hedgings of the perpetual Russian options
Li, Weiping; Chen, Su - In: Journal of financial engineering 1 (2014) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10010508090