Advanced search options

Advanced Search Options 🞨

Browse by author name (“Author name starts with…”).

Find ETDs with:

in
/  
in
/  
in
/  
in

Written in Published in Earliest date Latest date

Sorted by

Results per page:

Sorted by: relevance · author · university · dateNew search

You searched for subject:( Hedging Finance ). Showing records 1 – 30 of 10986 total matches.

[1] [2] [3] [4] [5] … [367]

Search Limiters

Last 2 Years | English Only

Degrees

Levels

Languages

Country

▼ Search Limiters


University of Johannesburg

1. Ramlakan, Raveen. An analysis of the factors influencing the foreign exchange hedging practice adopted amongst corporate customers of SCMB.

Degree: 2012, University of Johannesburg

M.B.A.

To determine the factors that influence the foreign exchange hedging practice adopted amongst corporate customers of Standard Corporate and Merchant Bank (SCMB). The objectives… (more)

Subjects/Keywords: Hedging (Finance); Foreign exchange.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ramlakan, R. (2012). An analysis of the factors influencing the foreign exchange hedging practice adopted amongst corporate customers of SCMB. (Thesis). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/7717

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ramlakan, Raveen. “An analysis of the factors influencing the foreign exchange hedging practice adopted amongst corporate customers of SCMB.” 2012. Thesis, University of Johannesburg. Accessed October 22, 2019. http://hdl.handle.net/10210/7717.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ramlakan, Raveen. “An analysis of the factors influencing the foreign exchange hedging practice adopted amongst corporate customers of SCMB.” 2012. Web. 22 Oct 2019.

Vancouver:

Ramlakan R. An analysis of the factors influencing the foreign exchange hedging practice adopted amongst corporate customers of SCMB. [Internet] [Thesis]. University of Johannesburg; 2012. [cited 2019 Oct 22]. Available from: http://hdl.handle.net/10210/7717.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ramlakan R. An analysis of the factors influencing the foreign exchange hedging practice adopted amongst corporate customers of SCMB. [Thesis]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/7717

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Montana State University

2. Billings, Terry Michael. Cattle feeding strategies and financial risk.

Degree: College of Agriculture, 1978, Montana State University

Subjects/Keywords: Feedlots.; Hedging (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Billings, T. M. (1978). Cattle feeding strategies and financial risk. (Thesis). Montana State University. Retrieved from https://scholarworks.montana.edu/xmlui/handle/1/4818

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Billings, Terry Michael. “Cattle feeding strategies and financial risk.” 1978. Thesis, Montana State University. Accessed October 22, 2019. https://scholarworks.montana.edu/xmlui/handle/1/4818.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Billings, Terry Michael. “Cattle feeding strategies and financial risk.” 1978. Web. 22 Oct 2019.

Vancouver:

Billings TM. Cattle feeding strategies and financial risk. [Internet] [Thesis]. Montana State University; 1978. [cited 2019 Oct 22]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/4818.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Billings TM. Cattle feeding strategies and financial risk. [Thesis]. Montana State University; 1978. Available from: https://scholarworks.montana.edu/xmlui/handle/1/4818

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

3. Mehmood, Saqib. Financial Risk Management : In An Integrated Framework.

Degree: 2010, , School of Management

From our thesis, we have concluded that any corporation can generate value creation by mitigating and reducing the impacts of losses associated with financial… (more)

Subjects/Keywords: Risk Management; finance; derivatives; VaR; Hedging; insurance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Mehmood, S. (2010). Financial Risk Management : In An Integrated Framework. (Thesis). , School of Management. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2117

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mehmood, Saqib. “Financial Risk Management : In An Integrated Framework.” 2010. Thesis, , School of Management. Accessed October 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2117.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mehmood, Saqib. “Financial Risk Management : In An Integrated Framework.” 2010. Web. 22 Oct 2019.

Vancouver:

Mehmood S. Financial Risk Management : In An Integrated Framework. [Internet] [Thesis]. , School of Management; 2010. [cited 2019 Oct 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2117.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mehmood S. Financial Risk Management : In An Integrated Framework. [Thesis]. , School of Management; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:bth-2117

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of North Texas

4. Nance, Deana R. (Deana Reneé). The Determinants of Off-Balance-Sheet Hedging in the Value-Maximizing Firm: an Empirical Analysis.

Degree: 1988, University of North Texas

 The observed use (and indeed tremendous growth in volume) of forward contracts, futures, options, and swaps as hedges against interest rate risk, foreign exchange risk,… (more)

Subjects/Keywords: off-balance-sheet hedging; hedging; finance; Hedging (Finance); Hedging (Finance)  – Evaluation.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nance, D. R. (. R. (1988). The Determinants of Off-Balance-Sheet Hedging in the Value-Maximizing Firm: an Empirical Analysis. (Thesis). University of North Texas. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc331494/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nance, Deana R (Deana Reneé). “The Determinants of Off-Balance-Sheet Hedging in the Value-Maximizing Firm: an Empirical Analysis.” 1988. Thesis, University of North Texas. Accessed October 22, 2019. https://digital.library.unt.edu/ark:/67531/metadc331494/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nance, Deana R (Deana Reneé). “The Determinants of Off-Balance-Sheet Hedging in the Value-Maximizing Firm: an Empirical Analysis.” 1988. Web. 22 Oct 2019.

Vancouver:

Nance DR(R. The Determinants of Off-Balance-Sheet Hedging in the Value-Maximizing Firm: an Empirical Analysis. [Internet] [Thesis]. University of North Texas; 1988. [cited 2019 Oct 22]. Available from: https://digital.library.unt.edu/ark:/67531/metadc331494/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nance DR(R. The Determinants of Off-Balance-Sheet Hedging in the Value-Maximizing Firm: an Empirical Analysis. [Thesis]. University of North Texas; 1988. Available from: https://digital.library.unt.edu/ark:/67531/metadc331494/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

5. Yu, Le IELM. Fuel hedging strategies in the competitive shipping industry.

Degree: 2015, Hong Kong University of Science and Technology

 Fuel cost is the most significant cost for fuel-consuming industry, for instance, airlines and ocean shipping companies. However, the world oil price is highly volatile,… (more)

Subjects/Keywords: Fuel; Prices; Mathematical models; Hedging (Finance); Shipping; Finance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yu, L. I. (2015). Fuel hedging strategies in the competitive shipping industry. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Yu, Le IELM. “Fuel hedging strategies in the competitive shipping industry.” 2015. Thesis, Hong Kong University of Science and Technology. Accessed October 22, 2019. https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Yu, Le IELM. “Fuel hedging strategies in the competitive shipping industry.” 2015. Web. 22 Oct 2019.

Vancouver:

Yu LI. Fuel hedging strategies in the competitive shipping industry. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2015. [cited 2019 Oct 22]. Available from: https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yu LI. Fuel hedging strategies in the competitive shipping industry. [Thesis]. Hong Kong University of Science and Technology; 2015. Available from: https://doi.org/10.14711/thesis-b1514423 ; http://repository.ust.hk/ir/bitstream/1783.1-94917/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

6. Capitani, Daniel Henrique Dario. Viabilidade de implantação de um contrato futuro de arroz no Brasil.

Degree: PhD, Economia Aplicada, 2013, University of São Paulo

 O arroz é uma commodity de grande importância para o agronegócio brasileiro e alimento essencial para garantir a segurança alimentar de população de baixa renda… (more)

Subjects/Keywords: Arroz; Derivatives; Derivativos; Futures Markets; Hedging - Finanças; Hedging - Finance; Mercado futuro; Rice

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Capitani, D. H. D. (2013). Viabilidade de implantação de um contrato futuro de arroz no Brasil. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/11/11132/tde-15052013-102802/ ;

Chicago Manual of Style (16th Edition):

Capitani, Daniel Henrique Dario. “Viabilidade de implantação de um contrato futuro de arroz no Brasil.” 2013. Doctoral Dissertation, University of São Paulo. Accessed October 22, 2019. http://www.teses.usp.br/teses/disponiveis/11/11132/tde-15052013-102802/ ;.

MLA Handbook (7th Edition):

Capitani, Daniel Henrique Dario. “Viabilidade de implantação de um contrato futuro de arroz no Brasil.” 2013. Web. 22 Oct 2019.

Vancouver:

Capitani DHD. Viabilidade de implantação de um contrato futuro de arroz no Brasil. [Internet] [Doctoral dissertation]. University of São Paulo; 2013. [cited 2019 Oct 22]. Available from: http://www.teses.usp.br/teses/disponiveis/11/11132/tde-15052013-102802/ ;.

Council of Science Editors:

Capitani DHD. Viabilidade de implantação de um contrato futuro de arroz no Brasil. [Doctoral Dissertation]. University of São Paulo; 2013. Available from: http://www.teses.usp.br/teses/disponiveis/11/11132/tde-15052013-102802/ ;


University of Western Australia

7. Gould, John. The joint hedging and leverage decision.

Degree: PhD, 2008, University of Western Australia

The validating roles of hedging and leverage as value-adding corporate strategies arise from their beneficial manipulation of deadweight market impositions such as taxes and financial… (more)

Subjects/Keywords: Corporations; Financial leverage; Hedging (Finance); Risk management; Hedging; Risk management; Leverage; Capital structure

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gould, J. (2008). The joint hedging and leverage decision. (Doctoral Dissertation). University of Western Australia. Retrieved from http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=5892&local_base=GEN01-INS01

Chicago Manual of Style (16th Edition):

Gould, John. “The joint hedging and leverage decision.” 2008. Doctoral Dissertation, University of Western Australia. Accessed October 22, 2019. http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=5892&local_base=GEN01-INS01.

MLA Handbook (7th Edition):

Gould, John. “The joint hedging and leverage decision.” 2008. Web. 22 Oct 2019.

Vancouver:

Gould J. The joint hedging and leverage decision. [Internet] [Doctoral dissertation]. University of Western Australia; 2008. [cited 2019 Oct 22]. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=5892&local_base=GEN01-INS01.

Council of Science Editors:

Gould J. The joint hedging and leverage decision. [Doctoral Dissertation]. University of Western Australia; 2008. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=5892&local_base=GEN01-INS01


Ryerson University

8. Klyueva, Ekaterina. Pricing and hedging tools for spread option contracts.

Degree: 2014, Ryerson University

 This thesis examines the problem of pricing and hedging spread options under market models with jumps driven by a Compound Poisson Process. Extending the work… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models; Hedging (Finance)  – Mathematical models; Finance  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Klyueva, E. (2014). Pricing and hedging tools for spread option contracts. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A3503

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Klyueva, Ekaterina. “Pricing and hedging tools for spread option contracts.” 2014. Thesis, Ryerson University. Accessed October 22, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A3503.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Klyueva, Ekaterina. “Pricing and hedging tools for spread option contracts.” 2014. Web. 22 Oct 2019.

Vancouver:

Klyueva E. Pricing and hedging tools for spread option contracts. [Internet] [Thesis]. Ryerson University; 2014. [cited 2019 Oct 22]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A3503.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Klyueva E. Pricing and hedging tools for spread option contracts. [Thesis]. Ryerson University; 2014. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A3503

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

9. Yick, Ho-yin. Theories on derivative hedging.

Degree: M. Phil., 2004, University of Hong Kong

abstract

toc

published_or_final_version

Economics and Finance

Master

Master of Philosophy

Advisors/Committee Members: Wong, KP.

Subjects/Keywords: Hedging (Finance) - Mathemathical models.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Yick, H. (2004). Theories on derivative hedging. (Masters Thesis). University of Hong Kong. Retrieved from Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847

Chicago Manual of Style (16th Edition):

Yick, Ho-yin. “Theories on derivative hedging.” 2004. Masters Thesis, University of Hong Kong. Accessed October 22, 2019. Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847.

MLA Handbook (7th Edition):

Yick, Ho-yin. “Theories on derivative hedging.” 2004. Web. 22 Oct 2019.

Vancouver:

Yick H. Theories on derivative hedging. [Internet] [Masters thesis]. University of Hong Kong; 2004. [cited 2019 Oct 22]. Available from: Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847.

Council of Science Editors:

Yick H. Theories on derivative hedging. [Masters Thesis]. University of Hong Kong; 2004. Available from: Yick, H. [易浩然]. (2004). Theories on derivative hedging. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3070353 ; http://dx.doi.org/10.5353/th_b3070353 ; http://hdl.handle.net/10722/31847


University of Hong Kong

10. 尹頌琴.; Wan, Chung-kum. Cross hedging of foreign exchange risk.

Degree: Master of Economics, 2000, University of Hong Kong

published_or_final_version

Economics and Finance

Master

Master of Economics

Subjects/Keywords: Foreign exchange rates.; Hedging (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

尹頌琴.; Wan, C. (2000). Cross hedging of foreign exchange risk. (Masters Thesis). University of Hong Kong. Retrieved from Wan, C. [尹頌琴]. (2000). Cross hedging of foreign exchange risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195474 ; http://dx.doi.org/10.5353/th_b3195474 ; http://hdl.handle.net/10722/40740

Chicago Manual of Style (16th Edition):

尹頌琴.; Wan, Chung-kum. “Cross hedging of foreign exchange risk.” 2000. Masters Thesis, University of Hong Kong. Accessed October 22, 2019. Wan, C. [尹頌琴]. (2000). Cross hedging of foreign exchange risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195474 ; http://dx.doi.org/10.5353/th_b3195474 ; http://hdl.handle.net/10722/40740.

MLA Handbook (7th Edition):

尹頌琴.; Wan, Chung-kum. “Cross hedging of foreign exchange risk.” 2000. Web. 22 Oct 2019.

Vancouver:

尹頌琴.; Wan C. Cross hedging of foreign exchange risk. [Internet] [Masters thesis]. University of Hong Kong; 2000. [cited 2019 Oct 22]. Available from: Wan, C. [尹頌琴]. (2000). Cross hedging of foreign exchange risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195474 ; http://dx.doi.org/10.5353/th_b3195474 ; http://hdl.handle.net/10722/40740.

Council of Science Editors:

尹頌琴.; Wan C. Cross hedging of foreign exchange risk. [Masters Thesis]. University of Hong Kong; 2000. Available from: Wan, C. [尹頌琴]. (2000). Cross hedging of foreign exchange risk. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b3195474 ; http://dx.doi.org/10.5353/th_b3195474 ; http://hdl.handle.net/10722/40740


Linnaeus University

11. Bigdeli, Sam. Oil exposure, hedging and firm value : A quantitative study on the U.S. airline industry.

Degree: Management Accounting and Logistics, 2018, Linnaeus University

  This thesis examines the impact of oil price fluctuations and jet fuel hedging on firm value before, during and after the subprime crisis. Four… (more)

Subjects/Keywords: Finance; hedging; jet fuel; oil exposure; airline industry; Business Administration; Företagsekonomi

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Bigdeli, S. (2018). Oil exposure, hedging and firm value : A quantitative study on the U.S. airline industry. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-75438

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Bigdeli, Sam. “Oil exposure, hedging and firm value : A quantitative study on the U.S. airline industry.” 2018. Thesis, Linnaeus University. Accessed October 22, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-75438.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Bigdeli, Sam. “Oil exposure, hedging and firm value : A quantitative study on the U.S. airline industry.” 2018. Web. 22 Oct 2019.

Vancouver:

Bigdeli S. Oil exposure, hedging and firm value : A quantitative study on the U.S. airline industry. [Internet] [Thesis]. Linnaeus University; 2018. [cited 2019 Oct 22]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-75438.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Bigdeli S. Oil exposure, hedging and firm value : A quantitative study on the U.S. airline industry. [Thesis]. Linnaeus University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-75438

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Oklahoma

12. Hoelscher, Seth. ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION.

Degree: PhD, 2016, University of Oklahoma

 This dissertation is a collection of three essays that investigate the role and importance of discretionary disclosures by managers, stock price comovement and government intervention… (more)

Subjects/Keywords: Corporate finance; Corporate risk management; Hedging disclosures; Financial intermediation; Corporate Governance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hoelscher, S. (2016). ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION. (Doctoral Dissertation). University of Oklahoma. Retrieved from http://hdl.handle.net/11244/34547

Chicago Manual of Style (16th Edition):

Hoelscher, Seth. “ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION.” 2016. Doctoral Dissertation, University of Oklahoma. Accessed October 22, 2019. http://hdl.handle.net/11244/34547.

MLA Handbook (7th Edition):

Hoelscher, Seth. “ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION.” 2016. Web. 22 Oct 2019.

Vancouver:

Hoelscher S. ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION. [Internet] [Doctoral dissertation]. University of Oklahoma; 2016. [cited 2019 Oct 22]. Available from: http://hdl.handle.net/11244/34547.

Council of Science Editors:

Hoelscher S. ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION. [Doctoral Dissertation]. University of Oklahoma; 2016. Available from: http://hdl.handle.net/11244/34547


University of Oklahoma

13. Raman, Vikas. Essays in Market Microstructure and Risk Management.

Degree: PhD, 2012, University of Oklahoma

 This dissertation is a collection of three essays that investigates various issues related to market microstructure and risk management. Chapter 1 examines the determinants of… (more)

Subjects/Keywords: Stocks; Hedging; Short selling (Securities); Gold industry – Finance

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Raman, V. (2012). Essays in Market Microstructure and Risk Management. (Doctoral Dissertation). University of Oklahoma. Retrieved from http://hdl.handle.net/11244/318976

Chicago Manual of Style (16th Edition):

Raman, Vikas. “Essays in Market Microstructure and Risk Management.” 2012. Doctoral Dissertation, University of Oklahoma. Accessed October 22, 2019. http://hdl.handle.net/11244/318976.

MLA Handbook (7th Edition):

Raman, Vikas. “Essays in Market Microstructure and Risk Management.” 2012. Web. 22 Oct 2019.

Vancouver:

Raman V. Essays in Market Microstructure and Risk Management. [Internet] [Doctoral dissertation]. University of Oklahoma; 2012. [cited 2019 Oct 22]. Available from: http://hdl.handle.net/11244/318976.

Council of Science Editors:

Raman V. Essays in Market Microstructure and Risk Management. [Doctoral Dissertation]. University of Oklahoma; 2012. Available from: http://hdl.handle.net/11244/318976


University of New South Wales

14. Cheung, Timothy Ka Hei. Patterns in returns reported by hedge funds: strategic use of variance and avoidance of reporting small losses.

Degree: Accounting, 2005, University of New South Wales

 This study examines systematic patterns in returns reported by hedge funds for the period from 1989 to 2003. Two patterns are examined: strategic changes in… (more)

Subjects/Keywords: Hedge funds; Hedging (Finance)  – Accounting

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cheung, T. K. H. (2005). Patterns in returns reported by hedge funds: strategic use of variance and avoidance of reporting small losses. (Masters Thesis). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/25191 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1030/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Cheung, Timothy Ka Hei. “Patterns in returns reported by hedge funds: strategic use of variance and avoidance of reporting small losses.” 2005. Masters Thesis, University of New South Wales. Accessed October 22, 2019. http://handle.unsw.edu.au/1959.4/25191 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1030/SOURCE01?view=true.

MLA Handbook (7th Edition):

Cheung, Timothy Ka Hei. “Patterns in returns reported by hedge funds: strategic use of variance and avoidance of reporting small losses.” 2005. Web. 22 Oct 2019.

Vancouver:

Cheung TKH. Patterns in returns reported by hedge funds: strategic use of variance and avoidance of reporting small losses. [Internet] [Masters thesis]. University of New South Wales; 2005. [cited 2019 Oct 22]. Available from: http://handle.unsw.edu.au/1959.4/25191 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1030/SOURCE01?view=true.

Council of Science Editors:

Cheung TKH. Patterns in returns reported by hedge funds: strategic use of variance and avoidance of reporting small losses. [Masters Thesis]. University of New South Wales; 2005. Available from: http://handle.unsw.edu.au/1959.4/25191 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:1030/SOURCE01?view=true


University of Missouri – Columbia

15. Cheng, Tengda. Three essays on financial markets.

Degree: 2014, University of Missouri – Columbia

 [ACCESS RESTRICTED TO THE UNIVERSITY OF MISSOURI AT AUTHOR'S REQUEST.] This dissertation consists of three essays. The first essay extends Kyle (1985)'s informed trading model… (more)

Subjects/Keywords: Hedging (Finance); Stock exchanges; Jet planes  – Fuel  – Prices

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Cheng, T. (2014). Three essays on financial markets. (Thesis). University of Missouri – Columbia. Retrieved from http://hdl.handle.net/10355/46415

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Cheng, Tengda. “Three essays on financial markets.” 2014. Thesis, University of Missouri – Columbia. Accessed October 22, 2019. http://hdl.handle.net/10355/46415.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Cheng, Tengda. “Three essays on financial markets.” 2014. Web. 22 Oct 2019.

Vancouver:

Cheng T. Three essays on financial markets. [Internet] [Thesis]. University of Missouri – Columbia; 2014. [cited 2019 Oct 22]. Available from: http://hdl.handle.net/10355/46415.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Cheng T. Three essays on financial markets. [Thesis]. University of Missouri – Columbia; 2014. Available from: http://hdl.handle.net/10355/46415

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rutgers University

16. Ding, Kexing, 1992-. Three essays on CEO career concerns, management forecasts, and regulatory scrutiny on disclosure practices.

Degree: PhD, Management forecast characteristics, 2019, Rutgers University

The dissertation consists of three independent and interrelated essays focusing on CEO career concerns, management forecast characteristics, and regulatory scrutiny on disclosure practices. The first… (more)

Subjects/Keywords: Management; Chief executive officers; Hedging (Finance)  – Law and legislation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ding, Kexing, 1. (2019). Three essays on CEO career concerns, management forecasts, and regulatory scrutiny on disclosure practices. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/60522/

Chicago Manual of Style (16th Edition):

Ding, Kexing, 1992-. “Three essays on CEO career concerns, management forecasts, and regulatory scrutiny on disclosure practices.” 2019. Doctoral Dissertation, Rutgers University. Accessed October 22, 2019. https://rucore.libraries.rutgers.edu/rutgers-lib/60522/.

MLA Handbook (7th Edition):

Ding, Kexing, 1992-. “Three essays on CEO career concerns, management forecasts, and regulatory scrutiny on disclosure practices.” 2019. Web. 22 Oct 2019.

Vancouver:

Ding, Kexing 1. Three essays on CEO career concerns, management forecasts, and regulatory scrutiny on disclosure practices. [Internet] [Doctoral dissertation]. Rutgers University; 2019. [cited 2019 Oct 22]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/60522/.

Council of Science Editors:

Ding, Kexing 1. Three essays on CEO career concerns, management forecasts, and regulatory scrutiny on disclosure practices. [Doctoral Dissertation]. Rutgers University; 2019. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/60522/


Michigan State University

17. Demopolos, James Andre. Continuous time arbitrage approached as a problem in constrained hedging.

Degree: PhD, Department of Statistics and Probability, 1999, Michigan State University

Subjects/Keywords: Arbitrage; Hedging (Finance); Statistics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Demopolos, J. A. (1999). Continuous time arbitrage approached as a problem in constrained hedging. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:28036

Chicago Manual of Style (16th Edition):

Demopolos, James Andre. “Continuous time arbitrage approached as a problem in constrained hedging.” 1999. Doctoral Dissertation, Michigan State University. Accessed October 22, 2019. http://etd.lib.msu.edu/islandora/object/etd:28036.

MLA Handbook (7th Edition):

Demopolos, James Andre. “Continuous time arbitrage approached as a problem in constrained hedging.” 1999. Web. 22 Oct 2019.

Vancouver:

Demopolos JA. Continuous time arbitrage approached as a problem in constrained hedging. [Internet] [Doctoral dissertation]. Michigan State University; 1999. [cited 2019 Oct 22]. Available from: http://etd.lib.msu.edu/islandora/object/etd:28036.

Council of Science Editors:

Demopolos JA. Continuous time arbitrage approached as a problem in constrained hedging. [Doctoral Dissertation]. Michigan State University; 1999. Available from: http://etd.lib.msu.edu/islandora/object/etd:28036


Michigan State University

18. Berlin, Bruce S. Risk reduction capabilities of hedging techniques in the financial futures market : a comparison test.

Degree: PhD, Department of Finance and Insurance, 1985, Michigan State University

Subjects/Keywords: Venture capital; Hedging (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Berlin, B. S. (1985). Risk reduction capabilities of hedging techniques in the financial futures market : a comparison test. (Doctoral Dissertation). Michigan State University. Retrieved from http://etd.lib.msu.edu/islandora/object/etd:45829

Chicago Manual of Style (16th Edition):

Berlin, Bruce S. “Risk reduction capabilities of hedging techniques in the financial futures market : a comparison test.” 1985. Doctoral Dissertation, Michigan State University. Accessed October 22, 2019. http://etd.lib.msu.edu/islandora/object/etd:45829.

MLA Handbook (7th Edition):

Berlin, Bruce S. “Risk reduction capabilities of hedging techniques in the financial futures market : a comparison test.” 1985. Web. 22 Oct 2019.

Vancouver:

Berlin BS. Risk reduction capabilities of hedging techniques in the financial futures market : a comparison test. [Internet] [Doctoral dissertation]. Michigan State University; 1985. [cited 2019 Oct 22]. Available from: http://etd.lib.msu.edu/islandora/object/etd:45829.

Council of Science Editors:

Berlin BS. Risk reduction capabilities of hedging techniques in the financial futures market : a comparison test. [Doctoral Dissertation]. Michigan State University; 1985. Available from: http://etd.lib.msu.edu/islandora/object/etd:45829


Hong Kong University of Science and Technology

19. Zheng, Wendong. Hedging and pricing of constant maturity swap derivatives.

Degree: 2009, Hong Kong University of Science and Technology

 A Constant Maturity Swap (CMS) derivative is an interest rate instrument whose payoff depends on a swap rate of a constant (fixed) maturity. The CMS… (more)

Subjects/Keywords: Swaps (Finance)  – Mathematical models; Derivative securities  – Prices  – Mathematical models; Hedging (Finance)  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zheng, W. (2009). Hedging and pricing of constant maturity swap derivatives. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zheng, Wendong. “Hedging and pricing of constant maturity swap derivatives.” 2009. Thesis, Hong Kong University of Science and Technology. Accessed October 22, 2019. https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zheng, Wendong. “Hedging and pricing of constant maturity swap derivatives.” 2009. Web. 22 Oct 2019.

Vancouver:

Zheng W. Hedging and pricing of constant maturity swap derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2009. [cited 2019 Oct 22]. Available from: https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zheng W. Hedging and pricing of constant maturity swap derivatives. [Thesis]. Hong Kong University of Science and Technology; 2009. Available from: https://doi.org/10.14711/thesis-b1054466 ; http://repository.ust.hk/ir/bitstream/1783.1-6079/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

20. Nicholls, Nolan. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.

Degree: 2016, Ryerson University

 We compare three different dynamic hedging strategies for the purchase or sale of a bundle of European options to profit from volatility arbitrage. The investor… (more)

Subjects/Keywords: Options (Finance)  – Prices  – Mathematical models.; Arbitrage  – Mathematical models.; Hedging (Finance)  – Mathematical models.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Nicholls, N. (2016). Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A5707

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Nicholls, Nolan. “Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.” 2016. Thesis, Ryerson University. Accessed October 22, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A5707.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Nicholls, Nolan. “Hedging options with an illiquid underlying and non-probabilistic option pricing in practice.” 2016. Web. 22 Oct 2019.

Vancouver:

Nicholls N. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. [Internet] [Thesis]. Ryerson University; 2016. [cited 2019 Oct 22]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5707.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Nicholls N. Hedging options with an illiquid underlying and non-probabilistic option pricing in practice. [Thesis]. Ryerson University; 2016. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A5707

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Montana State University

21. Miller, Thomas William. An efficient market test of the International Monetary Market : implications for hedging strategies.

Degree: College of Agriculture, 1979, Montana State University

Subjects/Keywords: Foreign exchange.; Hedging (Finance); International finance.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Miller, T. W. (1979). An efficient market test of the International Monetary Market : implications for hedging strategies. (Thesis). Montana State University. Retrieved from https://scholarworks.montana.edu/xmlui/handle/1/5741

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Miller, Thomas William. “An efficient market test of the International Monetary Market : implications for hedging strategies.” 1979. Thesis, Montana State University. Accessed October 22, 2019. https://scholarworks.montana.edu/xmlui/handle/1/5741.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Miller, Thomas William. “An efficient market test of the International Monetary Market : implications for hedging strategies.” 1979. Web. 22 Oct 2019.

Vancouver:

Miller TW. An efficient market test of the International Monetary Market : implications for hedging strategies. [Internet] [Thesis]. Montana State University; 1979. [cited 2019 Oct 22]. Available from: https://scholarworks.montana.edu/xmlui/handle/1/5741.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Miller TW. An efficient market test of the International Monetary Market : implications for hedging strategies. [Thesis]. Montana State University; 1979. Available from: https://scholarworks.montana.edu/xmlui/handle/1/5741

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Oxford

22. Gupta, Alok. A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging.

Degree: PhD, 2010, University of Oxford

 In this thesis we address problems associated with financial modelling from a Bayesian point of view. Specifically, we look at the problem of calibrating financial… (more)

Subjects/Keywords: 330.015195; Mathematics; Mathematical finance; finance; Bayesian; calibration; modelling; uncertainty; model risk; hedging; risk measures

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gupta, A. (2010). A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973

Chicago Manual of Style (16th Edition):

Gupta, Alok. “A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging.” 2010. Doctoral Dissertation, University of Oxford. Accessed October 22, 2019. http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973.

MLA Handbook (7th Edition):

Gupta, Alok. “A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging.” 2010. Web. 22 Oct 2019.

Vancouver:

Gupta A. A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging. [Internet] [Doctoral dissertation]. University of Oxford; 2010. [cited 2019 Oct 22]. Available from: http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973.

Council of Science Editors:

Gupta A. A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging. [Doctoral Dissertation]. University of Oxford; 2010. Available from: http://ora.ox.ac.uk/objects/uuid:6158b433-20b6-4f8b-9199-895ced574330 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.510973

23. Sorokin, Yegor. Pricing and Hedging Options in Discrete Time with Liquidity Risk.

Degree: PhD, Mathematics & Statistics, 2015, York University

 Different derivative securities, including European options, are very popular and widely used in forms of exchange-traded instruments or over-the-counter products. For practical purposes the European… (more)

Subjects/Keywords: Applied mathematics; Partial differential equation; Liquidity risk; Option hedging; Option pricing; Mathematical finance; Local risk-minimization; Delta hedging; Martingale

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Sorokin, Y. (2015). Pricing and Hedging Options in Discrete Time with Liquidity Risk. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/28230

Chicago Manual of Style (16th Edition):

Sorokin, Yegor. “Pricing and Hedging Options in Discrete Time with Liquidity Risk.” 2015. Doctoral Dissertation, York University. Accessed October 22, 2019. http://hdl.handle.net/10315/28230.

MLA Handbook (7th Edition):

Sorokin, Yegor. “Pricing and Hedging Options in Discrete Time with Liquidity Risk.” 2015. Web. 22 Oct 2019.

Vancouver:

Sorokin Y. Pricing and Hedging Options in Discrete Time with Liquidity Risk. [Internet] [Doctoral dissertation]. York University; 2015. [cited 2019 Oct 22]. Available from: http://hdl.handle.net/10315/28230.

Council of Science Editors:

Sorokin Y. Pricing and Hedging Options in Discrete Time with Liquidity Risk. [Doctoral Dissertation]. York University; 2015. Available from: http://hdl.handle.net/10315/28230

24. Vinson, Charles E. (Charles Eldred). Investing and Hedging Techniques in the Convertible Bond Market.

Degree: 1969, North Texas State Teachers College

 This study was designed to yield three types of information: (1) The degree of perfection prevailing in the parimary and secondary convertible bond markets; (2)… (more)

Subjects/Keywords: bonds; investing; hedging; Convertible bonds.; Investments.; Hedging (Finance)

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Vinson, C. E. (. E. (1969). Investing and Hedging Techniques in the Convertible Bond Market. (Thesis). North Texas State Teachers College. Retrieved from https://digital.library.unt.edu/ark:/67531/metadc164333/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Vinson, Charles E (Charles Eldred). “Investing and Hedging Techniques in the Convertible Bond Market.” 1969. Thesis, North Texas State Teachers College. Accessed October 22, 2019. https://digital.library.unt.edu/ark:/67531/metadc164333/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Vinson, Charles E (Charles Eldred). “Investing and Hedging Techniques in the Convertible Bond Market.” 1969. Web. 22 Oct 2019.

Vancouver:

Vinson CE(E. Investing and Hedging Techniques in the Convertible Bond Market. [Internet] [Thesis]. North Texas State Teachers College; 1969. [cited 2019 Oct 22]. Available from: https://digital.library.unt.edu/ark:/67531/metadc164333/.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Vinson CE(E. Investing and Hedging Techniques in the Convertible Bond Market. [Thesis]. North Texas State Teachers College; 1969. Available from: https://digital.library.unt.edu/ark:/67531/metadc164333/

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Western Australia

25. Smith, Kurt. American binary FX options : from theoretical value to market price.

Degree: PhD, 2010, University of Western Australia

[Truncated abstract] There is no universally accepted benchmark model for pricing exotic FX options to market, such as that for European vanilla FX options. The… (more)

Subjects/Keywords: Exotic options (Finance); Risk-return relationships; Foreign exchange options; Hedging (Finance); Finance; Currency options; Binary; Vanna; Volga; Market value

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Smith, K. (2010). American binary FX options : from theoretical value to market price. (Doctoral Dissertation). University of Western Australia. Retrieved from http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01

Chicago Manual of Style (16th Edition):

Smith, Kurt. “American binary FX options : from theoretical value to market price.” 2010. Doctoral Dissertation, University of Western Australia. Accessed October 22, 2019. http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01.

MLA Handbook (7th Edition):

Smith, Kurt. “American binary FX options : from theoretical value to market price.” 2010. Web. 22 Oct 2019.

Vancouver:

Smith K. American binary FX options : from theoretical value to market price. [Internet] [Doctoral dissertation]. University of Western Australia; 2010. [cited 2019 Oct 22]. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01.

Council of Science Editors:

Smith K. American binary FX options : from theoretical value to market price. [Doctoral Dissertation]. University of Western Australia; 2010. Available from: http://repository.uwa.edu.au:80/R/?func=dbin-jump-full&object_id=29941&local_base=GEN01-INS01


Ryerson University

26. Rahsepar, Massoome. Hedging and Pricing in Non-probabilistic Models with Transaction Costs.

Degree: 2011, Ryerson University

 This thesis extends a non probabilistic market model proposed by Britten-Jones and Neuberger by incorporating transaction costs into their model. The original model is of… (more)

Subjects/Keywords: Options (Finance)  – Mathematical models; Options (Finance)  – Prices  – Mathematical models; Hedging (Finance)  – Mathematical models; Arbitrage  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rahsepar, M. (2011). Hedging and Pricing in Non-probabilistic Models with Transaction Costs. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A2157

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rahsepar, Massoome. “Hedging and Pricing in Non-probabilistic Models with Transaction Costs.” 2011. Thesis, Ryerson University. Accessed October 22, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A2157.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rahsepar, Massoome. “Hedging and Pricing in Non-probabilistic Models with Transaction Costs.” 2011. Web. 22 Oct 2019.

Vancouver:

Rahsepar M. Hedging and Pricing in Non-probabilistic Models with Transaction Costs. [Internet] [Thesis]. Ryerson University; 2011. [cited 2019 Oct 22]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A2157.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rahsepar M. Hedging and Pricing in Non-probabilistic Models with Transaction Costs. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A2157

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

27. Rahsepar, Massoome. Hedging and pricing in non-probabliistic models with transaction costs.

Degree: 2011, Ryerson University

 This thesis extends a non probabilistic market model proposed by Britten-Jones and Neuberger by incorporating transaction costs into their model. The original model is of… (more)

Subjects/Keywords: Options (Finance)|xMathematical models.; Options (Finance)|xPrices|xMathematical models.; Hedging (Finance)|xMathematical models.; Arbitrage|xMathematical models.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Rahsepar, M. (2011). Hedging and pricing in non-probabliistic models with transaction costs. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A6111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rahsepar, Massoome. “Hedging and pricing in non-probabliistic models with transaction costs.” 2011. Thesis, Ryerson University. Accessed October 22, 2019. https://digital.library.ryerson.ca/islandora/object/RULA%3A6111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rahsepar, Massoome. “Hedging and pricing in non-probabliistic models with transaction costs.” 2011. Web. 22 Oct 2019.

Vancouver:

Rahsepar M. Hedging and pricing in non-probabliistic models with transaction costs. [Internet] [Thesis]. Ryerson University; 2011. [cited 2019 Oct 22]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A6111.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rahsepar M. Hedging and pricing in non-probabliistic models with transaction costs. [Thesis]. Ryerson University; 2011. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A6111

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Hong Kong University of Science and Technology

28. Zheng, Wendong. Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives.

Degree: 2012, Hong Kong University of Science and Technology

 Volatility derivatives are a class of derivative products whose payoffs are closely associated with the volatility of some underlying asset. They have gained more and… (more)

Subjects/Keywords: Derivative securities  – Prices  – Mathematical models; Hedging (Finance)  – Mathematical models; Stochastic processes  – Mathematical models

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Zheng, W. (2012). Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives. (Thesis). Hong Kong University of Science and Technology. Retrieved from https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Zheng, Wendong. “Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives.” 2012. Thesis, Hong Kong University of Science and Technology. Accessed October 22, 2019. https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Zheng, Wendong. “Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives.” 2012. Web. 22 Oct 2019.

Vancouver:

Zheng W. Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2012. [cited 2019 Oct 22]. Available from: https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zheng W. Analytic methods and numerical algorithms for pricing and hedging discretely sampled variance products and volatility derivatives. [Thesis]. Hong Kong University of Science and Technology; 2012. Available from: https://doi.org/10.14711/thesis-b1190153 ; http://repository.ust.hk/ir/bitstream/1783.1-7701/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Hong Kong

29. 付君; Fu, Jun. Asset pricing, hedging and portfolio optimization.

Degree: PhD, 2012, University of Hong Kong

 Starting from the most famous Black-Scholes model for the underlying asset price, there has been a large variety of extensions made in recent decades. One… (more)

Subjects/Keywords: Capital assets pricing model.; Hedging (Finance) - Mathematical models.; Portfolio management - Mathematical models.

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

付君; Fu, J. (2012). Asset pricing, hedging and portfolio optimization. (Doctoral Dissertation). University of Hong Kong. Retrieved from Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210

Chicago Manual of Style (16th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Doctoral Dissertation, University of Hong Kong. Accessed October 22, 2019. Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

MLA Handbook (7th Edition):

付君; Fu, Jun. “Asset pricing, hedging and portfolio optimization.” 2012. Web. 22 Oct 2019.

Vancouver:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Internet] [Doctoral dissertation]. University of Hong Kong; 2012. [cited 2019 Oct 22]. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210.

Council of Science Editors:

付君; Fu J. Asset pricing, hedging and portfolio optimization. [Doctoral Dissertation]. University of Hong Kong; 2012. Available from: Fu, J. [付君]. (2012). Asset pricing, hedging and portfolio optimization. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4819934 ; http://dx.doi.org/10.5353/th_b4819934 ; http://hdl.handle.net/10722/167210


Duke University

30. Hizmo, Aurel. Essays on Urban and Labor Economics .

Degree: 2011, Duke University

  In the first chapter of this dissertation I develop a flexible and estimable equilibrium model that jointly considers location decisions of heterogeneous agents across… (more)

Subjects/Keywords: Economics; Economics, Finance; Economics, Labor; Fama-French; Hedging; Housing Risk; Real Estate; Statistical Discrimination; Urban

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Hizmo, A. (2011). Essays on Urban and Labor Economics . (Thesis). Duke University. Retrieved from http://hdl.handle.net/10161/3866

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hizmo, Aurel. “Essays on Urban and Labor Economics .” 2011. Thesis, Duke University. Accessed October 22, 2019. http://hdl.handle.net/10161/3866.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hizmo, Aurel. “Essays on Urban and Labor Economics .” 2011. Web. 22 Oct 2019.

Vancouver:

Hizmo A. Essays on Urban and Labor Economics . [Internet] [Thesis]. Duke University; 2011. [cited 2019 Oct 22]. Available from: http://hdl.handle.net/10161/3866.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Hizmo A. Essays on Urban and Labor Economics . [Thesis]. Duke University; 2011. Available from: http://hdl.handle.net/10161/3866

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

[1] [2] [3] [4] [5] … [367]

.