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Showing 1 - 19 results of 19 for search '"dynamic hedging"', query time: 1.42s Refine Results
  1. 1
    Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management
    by Xiaojing Cai, Shigeyuki Hamori, Lu Yang, Shuairu Tian
    Published 2020-01-01
    Subjects: “...dynamic hedging...”
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    Article
  2. 2
    CVaR Hedging under Stochastic Interest Rate
    by Angela eTsao, Xiang eShi, Alexander eMelnikov
    Published 2015-05-01
    Subjects: “...Dynamic hedging...”
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    Article
  3. 3
    Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China
    by Chia-Lin Chang, Michael McAleer, Jiarong Tian
    Published 2019-04-01
    Subjects: “...optimal dynamic hedging...”
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    Article
  4. 4
    Hedge dinâmico de um swap first-to-default
    by Tatiana Iwashita
    Published 2007
    Subjects: “... dynamic hedging ...”
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  5. 5
    Hedge dinâmico de um swap first-to-default
    by Iwashita, Tatiana
    Published 2007
    Subjects: “...dynamic hedging...”
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  6. 6
    Best-Estimates in Bond Markets with Reinvestment Risk
    by Anne MacKay, Mario V. Wüthrich
    Published 2015-07-01
    Subjects: “...dynamic hedging...”
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    Article
  7. 7
    企業外匯避險實務：以新光鋼鐵為例
    Subjects: “...dynamic hedging...”
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  8. 8
    GROUP CLASSIFICATION FOR A GENERAL NONLINEAR MODEL OF OPTIONS PRICING
    by Vladimir E. Fedorov, Mikhail M. Dyshaev
    Published 2016-11-01
    Subjects: “..., Group classification, Nonlinear Black–Scholes equation, Option pricing, Dynamic hedging, Feedback...”
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    Article
  9. 9
    Couverture d'options dans un marché avec impact et schémas numériques pour les EDSR basés sur des systèmes de particules
    by Zou, Yiyi
    Published 2017
    Subjects: “...Dynamic hedging...”
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  10. 10
    Ensaios sobre a dinâmica em finanças
    by Dana, Samy
    Published 2010
    Subjects: “...Dynamic hedging...”
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  11. 11
    Using Genetic Algorithms to Develop a Dynamic Guaranteed Option Hedge System
    Subjects: “...dynamic hedge system...”
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    Article
  12. 12
    Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA
    by Chia-Lin Chang, Michael McAleer, Guangdong Zuo
    Published 2017-10-01
    Subjects: “...dynamic hedging...”
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    Article
  13. 13
    Innovations in Insurance, Risk- and Asset Management:Proceedings of the Innovations in Insurance, Risk- and Asset Management Conference Innovations in Insurance, Risk- and Asset Management
    Published 2018
    Subjects: “...Dynamic Hedging...”
    Open Access: DOAB: description of the publication
    Open Access: DOAB, download the publication
    eBook
  14. 14
    What is a better cross-hedge for energy: Equities or other commodities?
    by Olson, E., Vivian, A., Wohar, M.E
    Published 2019
    Subjects: “...Dynamic hedge ratios...”
    View Fulltext in Publisher
    Article
  15. 15
    Estimation du modèle GARCH à changement de régimes et son utilité pour quantifier le risque de modèle dans les applications financières en actuariat
    by Augustyniak, Maciej
    Published 2014
    Subjects: “...Dynamic hedging...”
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  16. 16
    Estimation du modèle GARCH à changement de régimes et son utilité pour quantifier le risque de modèle dans les applications financières en actuariat
    by Augustyniak, Maciej
    Published 2014
    Subjects: “...Dynamic hedging...”
    Get full text
  17. 17
    Hedge de opção utilizando estratégias dinâmicas multiperiódicas autofinanciáveis em tempo discreto em mercado incompleto
    by Iuri Lazier
    Published 2009
    Subjects: “... Dynamic hedging ...”
    Get full text
  18. 18
    Hedge de opção utilizando estratégias dinâmicas multiperiódicas autofinanciáveis em tempo discreto em mercado incompleto
    by Lazier, Iuri
    Published 2009
    Subjects: “...Dynamic hedging...”
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    Others
  19. 19
    Risk Measures with Applications in Finance and Economics
    Published 2019
    Subjects: “...dynamic hedging...”
    Open Access: DOAB: description of the publication
    Open Access: DOAB, download the publication
    eBook
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