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 FINANCIAL MATHEMATICS ). Showing records 1 – 30 of 52522 total matches.

[1] [2] [3] [4] [5] … [1751]

Search Limiters

Last 2 Years | English Only

Degrees

Levels

Languages

Country

▼ Search Limiters


University of Wisconsin – Milwaukee

1. Furtwaengler, Tobias Michael. Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks.

Degree: MS, Mathematics, 2019, University of Wisconsin – Milwaukee

  Inspired by the recent paper Buehler et al. (2018), this thesis aims to investigate the optimal hedging and pricing of financial derivatives with neural… (more)

Subjects/Keywords: Convex Risk Measures; Financial Mathematics; Machine Learning; Neural Networks; Pricing and Hedging of Derivatives; Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Furtwaengler, T. M. (2019). Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks. (Thesis). University of Wisconsin – Milwaukee. Retrieved from https://dc.uwm.edu/etd/2068

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):

Furtwaengler, Tobias Michael. “Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks.” 2019. Thesis, University of Wisconsin – Milwaukee. Accessed January 18, 2020. https://dc.uwm.edu/etd/2068.

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

MLA Handbook (7th Edition):

Furtwaengler, Tobias Michael. “Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks.” 2019. Web. 18 Jan 2020.

Vancouver:

Furtwaengler TM. Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks. [Internet] [Thesis]. University of Wisconsin – Milwaukee; 2019. [cited 2020 Jan 18]. Available from: https://dc.uwm.edu/etd/2068.

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

Council of Science Editors:

Furtwaengler TM. Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks. [Thesis]. University of Wisconsin – Milwaukee; 2019. Available from: https://dc.uwm.edu/etd/2068

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


University of Wisconsin – Milwaukee

2. Furtwaengler, Tobias Michael. Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks.

Degree: MS, Mathematics, 2019, University of Wisconsin – Milwaukee

  Inspired by the recent paper Buehler et al. (2018), this thesis aims to investigate the optimal hedging and pricing of financial derivatives with neural… (more)

Subjects/Keywords: Convex Risk Measures; Financial Mathematics; Machine Learning; Neural Networks; Pricing and Hedging of Derivatives; Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Furtwaengler, T. M. (2019). Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks. (Thesis). University of Wisconsin – Milwaukee. Retrieved from https://dc.uwm.edu/etd/2185

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):

Furtwaengler, Tobias Michael. “Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks.” 2019. Thesis, University of Wisconsin – Milwaukee. Accessed January 18, 2020. https://dc.uwm.edu/etd/2185.

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

MLA Handbook (7th Edition):

Furtwaengler, Tobias Michael. “Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks.” 2019. Web. 18 Jan 2020.

Vancouver:

Furtwaengler TM. Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks. [Internet] [Thesis]. University of Wisconsin – Milwaukee; 2019. [cited 2020 Jan 18]. Available from: https://dc.uwm.edu/etd/2185.

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

Council of Science Editors:

Furtwaengler TM. Model-Independent Estimation of Optimal Hedging Strategies with Deep Neural Networks. [Thesis]. University of Wisconsin – Milwaukee; 2019. Available from: https://dc.uwm.edu/etd/2185

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


University of Rochester

3. Zhou, Jianer (1977 - ); Rudi, Nils. Essays in interfaces of operations and finance in supply chains.

Degree: PhD, 2011, University of Rochester

 This dissertation is a collection of three essays addressing interface issues of operations and finance in supply chains. In the first essay, we study pricing… (more)

Subjects/Keywords: Financial hedging; Financial collaboration; Game theoretic application

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Zhou, Jianer (1977 - ); Rudi, N. (2011). Essays in interfaces of operations and finance in supply chains. (Doctoral Dissertation). University of Rochester. Retrieved from http://hdl.handle.net/1802/14512

Chicago Manual of Style (16th Edition):

Zhou, Jianer (1977 - ); Rudi, Nils. “Essays in interfaces of operations and finance in supply chains.” 2011. Doctoral Dissertation, University of Rochester. Accessed January 18, 2020. http://hdl.handle.net/1802/14512.

MLA Handbook (7th Edition):

Zhou, Jianer (1977 - ); Rudi, Nils. “Essays in interfaces of operations and finance in supply chains.” 2011. Web. 18 Jan 2020.

Vancouver:

Zhou, Jianer (1977 - ); Rudi N. Essays in interfaces of operations and finance in supply chains. [Internet] [Doctoral dissertation]. University of Rochester; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/1802/14512.

Council of Science Editors:

Zhou, Jianer (1977 - ); Rudi N. Essays in interfaces of operations and finance in supply chains. [Doctoral Dissertation]. University of Rochester; 2011. Available from: http://hdl.handle.net/1802/14512


Cornell University

4. Sun, Yuemeng. Price Manipulation With Dark Pools And Multi-Product Separation In Inventory Hedging .

Degree: 2011, Cornell University

 This dissertation addresses two different problems within mathematical finance: an optimal execution problem with dark pools using a market impact model, and multi-product separation with… (more)

Subjects/Keywords: inventory hedging; financial hedging; mutli-product separation; dark pools; price manipulation

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Sun, Y. (2011). Price Manipulation With Dark Pools And Multi-Product Separation In Inventory Hedging . (Thesis). Cornell University. Retrieved from http://hdl.handle.net/1813/30783

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):

Sun, Yuemeng. “Price Manipulation With Dark Pools And Multi-Product Separation In Inventory Hedging .” 2011. Thesis, Cornell University. Accessed January 18, 2020. http://hdl.handle.net/1813/30783.

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

MLA Handbook (7th Edition):

Sun, Yuemeng. “Price Manipulation With Dark Pools And Multi-Product Separation In Inventory Hedging .” 2011. Web. 18 Jan 2020.

Vancouver:

Sun Y. Price Manipulation With Dark Pools And Multi-Product Separation In Inventory Hedging . [Internet] [Thesis]. Cornell University; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/1813/30783.

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

Council of Science Editors:

Sun Y. Price Manipulation With Dark Pools And Multi-Product Separation In Inventory Hedging . [Thesis]. Cornell University; 2011. Available from: http://hdl.handle.net/1813/30783

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


Halmstad University

5. Maximchuk, Oleg. Provisions estimation for portfolio of CDO in Gaussian financial environment.

Degree: MPE-lab, 2011, Halmstad University

  The problem of managing the portfolio provisions is of very high importance for any financial institution. In this paper we provide both static and… (more)

Subjects/Keywords: Financial Mathematics; CDO; provision; static model; dynamic model; information; hedging; Applied mathematics; Tillämpad matematik; Mathematical statistics; Matematisk statistik; Optimization, systems theory; Optimeringslära, systemteori

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Maximchuk, O. (2011). Provisions estimation for portfolio of CDO in Gaussian financial environment. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16508

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):

Maximchuk, Oleg. “Provisions estimation for portfolio of CDO in Gaussian financial environment.” 2011. Thesis, Halmstad University. Accessed January 18, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16508.

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

MLA Handbook (7th Edition):

Maximchuk, Oleg. “Provisions estimation for portfolio of CDO in Gaussian financial environment.” 2011. Web. 18 Jan 2020.

Vancouver:

Maximchuk O. Provisions estimation for portfolio of CDO in Gaussian financial environment. [Internet] [Thesis]. Halmstad University; 2011. [cited 2020 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16508.

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

Council of Science Editors:

Maximchuk O. Provisions estimation for portfolio of CDO in Gaussian financial environment. [Thesis]. Halmstad University; 2011. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-16508

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


RMIT University

6. Bash, A. Financial and operational hedging of exposure to foreign exchange risk: a GCC perspective.

Degree: 2015, RMIT University

 This thesis is concerned with the management of foreign-exchange risk. We take the perspective of a domestic firm that is exposed to foreign currencies (such… (more)

Subjects/Keywords: Fields of Research; Financial hedging; Operational hedging; Gulf Co-operation Council; Hedging effectiveness; Hedge ratio; Foreign-exchange risk

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Bash, A. (2015). Financial and operational hedging of exposure to foreign exchange risk: a GCC perspective. (Thesis). RMIT University. Retrieved from http://researchbank.rmit.edu.au/view/rmit:161626

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):

Bash, A. “Financial and operational hedging of exposure to foreign exchange risk: a GCC perspective.” 2015. Thesis, RMIT University. Accessed January 18, 2020. http://researchbank.rmit.edu.au/view/rmit:161626.

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

MLA Handbook (7th Edition):

Bash, A. “Financial and operational hedging of exposure to foreign exchange risk: a GCC perspective.” 2015. Web. 18 Jan 2020.

Vancouver:

Bash A. Financial and operational hedging of exposure to foreign exchange risk: a GCC perspective. [Internet] [Thesis]. RMIT University; 2015. [cited 2020 Jan 18]. Available from: http://researchbank.rmit.edu.au/view/rmit:161626.

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

Council of Science Editors:

Bash A. Financial and operational hedging of exposure to foreign exchange risk: a GCC perspective. [Thesis]. RMIT University; 2015. Available from: http://researchbank.rmit.edu.au/view/rmit:161626

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


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 January 18, 2020. 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. 18 Jan 2020.

Vancouver:

Gould J. The joint hedging and leverage decision. [Internet] [Doctoral dissertation]. University of Western Australia; 2008. [cited 2020 Jan 18]. 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


Brno University of Technology

8. Čech, Pavel. Zajištění úrokového rizika podniku s využitím finančních derivátů .

Degree: 2012, Brno University of Technology

 Tématem diplomové práce je využití finančních derivátů v podnikové praxi. Práce je zaměřena na zajištění úrokového rizika podniku. První část zahrnuje dělení a charakteristiku finančních… (more)

Subjects/Keywords: Finanční deriváty; hedging; forward; futures; swap; opce; Financial derivaties; hedging; forward; futures; swap; option

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Čech, P. (2012). Zajištění úrokového rizika podniku s využitím finančních derivátů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/4196

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):

Čech, Pavel. “Zajištění úrokového rizika podniku s využitím finančních derivátů .” 2012. Thesis, Brno University of Technology. Accessed January 18, 2020. http://hdl.handle.net/11012/4196.

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

MLA Handbook (7th Edition):

Čech, Pavel. “Zajištění úrokového rizika podniku s využitím finančních derivátů .” 2012. Web. 18 Jan 2020.

Vancouver:

Čech P. Zajištění úrokového rizika podniku s využitím finančních derivátů . [Internet] [Thesis]. Brno University of Technology; 2012. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11012/4196.

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

Council of Science Editors:

Čech P. Zajištění úrokového rizika podniku s využitím finančních derivátů . [Thesis]. Brno University of Technology; 2012. Available from: http://hdl.handle.net/11012/4196

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


University of Cape Town

9. Zhou, Sen Lin. Geometric Asian option: Geometric Ornstein-Uhlenbeck process.

Degree: Image, Division of Actuarial Science, 2013, University of Cape Town

 Asian options, also known as average value options, are exotic options whose payoffs are dependent on the average prices of the underlying assets over the… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Zhou, S. L. (2013). Geometric Asian option: Geometric Ornstein-Uhlenbeck process. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/22062

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):

Zhou, Sen Lin. “Geometric Asian option: Geometric Ornstein-Uhlenbeck process.” 2013. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/22062.

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

MLA Handbook (7th Edition):

Zhou, Sen Lin. “Geometric Asian option: Geometric Ornstein-Uhlenbeck process.” 2013. Web. 18 Jan 2020.

Vancouver:

Zhou SL. Geometric Asian option: Geometric Ornstein-Uhlenbeck process. [Internet] [Thesis]. University of Cape Town; 2013. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/22062.

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

Council of Science Editors:

Zhou SL. Geometric Asian option: Geometric Ornstein-Uhlenbeck process. [Thesis]. University of Cape Town; 2013. Available from: http://hdl.handle.net/11427/22062

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


University of Cape Town

10. Munhumwe, Blessing. The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market.

Degree: Image, School of Economics, 2011, University of Cape Town

The purpose of this study is to price options under jump diffusions using Fourier Transforms and obtain the implied volatility surface from these option prices. Advisors/Committee Members: Becker, Ronald (advisor).

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Munhumwe, B. (2011). The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/13042

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):

Munhumwe, Blessing. “The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market.” 2011. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/13042.

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

MLA Handbook (7th Edition):

Munhumwe, Blessing. “The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market.” 2011. Web. 18 Jan 2020.

Vancouver:

Munhumwe B. The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market. [Internet] [Thesis]. University of Cape Town; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/13042.

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

Council of Science Editors:

Munhumwe B. The Bates model : Fourier Transform for option pricing under jump-diffusions in the South African market. [Thesis]. University of Cape Town; 2011. Available from: http://hdl.handle.net/11427/13042

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


University of Cape Town

11. Sihlobo, Odwa. Stochastic time-changed Lévy processes with their implementation.

Degree: Image, Division of Actuarial Science, 2014, University of Cape Town

 We focus on the implementation details for Lévy processes and their extension to stochastic volatility models for pricing European vanilla options and exotic options. We… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Sihlobo, O. (2014). Stochastic time-changed Lévy processes with their implementation. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/13156

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):

Sihlobo, Odwa. “Stochastic time-changed Lévy processes with their implementation.” 2014. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/13156.

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

MLA Handbook (7th Edition):

Sihlobo, Odwa. “Stochastic time-changed Lévy processes with their implementation.” 2014. Web. 18 Jan 2020.

Vancouver:

Sihlobo O. Stochastic time-changed Lévy processes with their implementation. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/13156.

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

Council of Science Editors:

Sihlobo O. Stochastic time-changed Lévy processes with their implementation. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/13156

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


University of Cape Town

12. Hagspihl, Christoph. A comparison of three analytical approximations for basket option valuation.

Degree: Image, Mathematics and Applied Mathematics, 2013, University of Cape Town

 Three prominent analytical approximations for pricing basket options,by Levy (1992), Ju (2002) and Deelstra et aI. (2004), are tested for performance and accuracy. Sensitivity analysis… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hagspihl, C. (2013). A comparison of three analytical approximations for basket option valuation. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/18690

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):

Hagspihl, Christoph. “A comparison of three analytical approximations for basket option valuation.” 2013. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/18690.

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

MLA Handbook (7th Edition):

Hagspihl, Christoph. “A comparison of three analytical approximations for basket option valuation.” 2013. Web. 18 Jan 2020.

Vancouver:

Hagspihl C. A comparison of three analytical approximations for basket option valuation. [Internet] [Thesis]. University of Cape Town; 2013. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/18690.

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

Council of Science Editors:

Hagspihl C. A comparison of three analytical approximations for basket option valuation. [Thesis]. University of Cape Town; 2013. Available from: http://hdl.handle.net/11427/18690

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


University of Cape Town

13. Clur, John-Craig. Nonparametric smoothing in extreme value theory.

Degree: Image, Statistical Sciences, 2010, University of Cape Town

 This work investigates the modelling of non-stationary sample extremes using a roughness penalty approach, in which smoothed natural cubic splines are fitted to the location… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Clur, J. (2010). Nonparametric smoothing in extreme value theory. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/10285

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):

Clur, John-Craig. “Nonparametric smoothing in extreme value theory.” 2010. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/10285.

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

MLA Handbook (7th Edition):

Clur, John-Craig. “Nonparametric smoothing in extreme value theory.” 2010. Web. 18 Jan 2020.

Vancouver:

Clur J. Nonparametric smoothing in extreme value theory. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/10285.

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

Council of Science Editors:

Clur J. Nonparametric smoothing in extreme value theory. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/10285

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


University of Cape Town

14. Giuricich, Mario Nicolo. Benefits of a Tree-Based model for stock selection in a South African context.

Degree: Image, School of Economics, 2014, University of Cape Town

 Quantitative investment practitioners typically model the performance of a stock relative to its benchmark and the stock's fundamental factors in a classical linear framework. However,… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Giuricich, M. N. (2014). Benefits of a Tree-Based model for stock selection in a South African context. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/8515

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):

Giuricich, Mario Nicolo. “Benefits of a Tree-Based model for stock selection in a South African context.” 2014. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/8515.

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

MLA Handbook (7th Edition):

Giuricich, Mario Nicolo. “Benefits of a Tree-Based model for stock selection in a South African context.” 2014. Web. 18 Jan 2020.

Vancouver:

Giuricich MN. Benefits of a Tree-Based model for stock selection in a South African context. [Internet] [Thesis]. University of Cape Town; 2014. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/8515.

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

Council of Science Editors:

Giuricich MN. Benefits of a Tree-Based model for stock selection in a South African context. [Thesis]. University of Cape Town; 2014. Available from: http://hdl.handle.net/11427/8515

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


University of Cape Town

15. Govender, Kieran. Statistical arbitrage in South African financial markets.

Degree: Image, School of Economics, 2011, University of Cape Town

 Engle and Granger’s (1987) co-integrating framework provides a useful method of analyzing the dynamics of non-stationary data in both the short and long run. However,… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Govender, K. (2011). Statistical arbitrage in South African financial markets. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/12241

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):

Govender, Kieran. “Statistical arbitrage in South African financial markets.” 2011. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/12241.

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

MLA Handbook (7th Edition):

Govender, Kieran. “Statistical arbitrage in South African financial markets.” 2011. Web. 18 Jan 2020.

Vancouver:

Govender K. Statistical arbitrage in South African financial markets. [Internet] [Thesis]. University of Cape Town; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/12241.

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

Council of Science Editors:

Govender K. Statistical arbitrage in South African financial markets. [Thesis]. University of Cape Town; 2011. Available from: http://hdl.handle.net/11427/12241

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


University of Cape Town

16. Linley, Christopher. Modelling dependance in collateralied debt obligations with copulas.

Degree: Image, Mathematics and Applied Mathematics, 2010, University of Cape Town

 In this paper we provide a review of credit derivatives, and some of the tools used to model them. We give a basic introduction to… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Linley, C. (2010). Modelling dependance in collateralied debt obligations with copulas. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/4903

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):

Linley, Christopher. “Modelling dependance in collateralied debt obligations with copulas.” 2010. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/4903.

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

MLA Handbook (7th Edition):

Linley, Christopher. “Modelling dependance in collateralied debt obligations with copulas.” 2010. Web. 18 Jan 2020.

Vancouver:

Linley C. Modelling dependance in collateralied debt obligations with copulas. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/4903.

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

Council of Science Editors:

Linley C. Modelling dependance in collateralied debt obligations with copulas. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/4903

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


University of Cape Town

17. Ndebele, Ndumiso. 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market.

Degree: Image, School of Economics, 2011, University of Cape Town

 Due to the 2008 financial crisis, investors have become more risk averse in investing in equities and have increased their holdings in bonds as they… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ndebele, N. (2011). 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/11468

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):

Ndebele, Ndumiso. “3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market.” 2011. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/11468.

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

MLA Handbook (7th Edition):

Ndebele, Ndumiso. “3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market.” 2011. Web. 18 Jan 2020.

Vancouver:

Ndebele N. 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market. [Internet] [Thesis]. University of Cape Town; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/11468.

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

Council of Science Editors:

Ndebele N. 3-month bond option strategies: an analysis of performance from 1998 to 2010 in the South African market. [Thesis]. University of Cape Town; 2011. Available from: http://hdl.handle.net/11427/11468

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


University of Cape Town

18. Bhyat, Aneez. An examination of liquidity risk and liquidity risk measures.

Degree: Image, School of Economics, 2010, University of Cape Town

 Liquidity risk represents a vacuum of rigour in the otherwise well-researched area of risk management. In both practice and theory most of finance is silent… (more)

Subjects/Keywords: Financial Mathematics

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Bhyat, A. (2010). An examination of liquidity risk and liquidity risk measures. (Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/10113

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):

Bhyat, Aneez. “An examination of liquidity risk and liquidity risk measures.” 2010. Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/10113.

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

MLA Handbook (7th Edition):

Bhyat, Aneez. “An examination of liquidity risk and liquidity risk measures.” 2010. Web. 18 Jan 2020.

Vancouver:

Bhyat A. An examination of liquidity risk and liquidity risk measures. [Internet] [Thesis]. University of Cape Town; 2010. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/10113.

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

Council of Science Editors:

Bhyat A. An examination of liquidity risk and liquidity risk measures. [Thesis]. University of Cape Town; 2010. Available from: http://hdl.handle.net/11427/10113

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


Louisiana State University

19. Kim, Sungjae Francis. Essays on foreign currency risk management.

Degree: PhD, Finance and Financial Management, 2011, Louisiana State University

 This dissertation studies on-balance-sheet and off-balance-sheet foreign currency risk management of corporate firms and commercial banks. It is comprised of two essays. The first essay… (more)

Subjects/Keywords: financial distress; carry trade; hedging; risk management; foreign currency

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Kim, S. F. (2011). Essays on foreign currency risk management. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-10282011-150114 ; https://digitalcommons.lsu.edu/gradschool_dissertations/738

Chicago Manual of Style (16th Edition):

Kim, Sungjae Francis. “Essays on foreign currency risk management.” 2011. Doctoral Dissertation, Louisiana State University. Accessed January 18, 2020. etd-10282011-150114 ; https://digitalcommons.lsu.edu/gradschool_dissertations/738.

MLA Handbook (7th Edition):

Kim, Sungjae Francis. “Essays on foreign currency risk management.” 2011. Web. 18 Jan 2020.

Vancouver:

Kim SF. Essays on foreign currency risk management. [Internet] [Doctoral dissertation]. Louisiana State University; 2011. [cited 2020 Jan 18]. Available from: etd-10282011-150114 ; https://digitalcommons.lsu.edu/gradschool_dissertations/738.

Council of Science Editors:

Kim SF. Essays on foreign currency risk management. [Doctoral Dissertation]. Louisiana State University; 2011. Available from: etd-10282011-150114 ; https://digitalcommons.lsu.edu/gradschool_dissertations/738


University of Arizona

20. Alkhamis, Mohammad Bader. Litigation Risk and Hedging .

Degree: 2016, University of Arizona

 Firms operating in the United States face important litigation risk, yet little is known on how this risk affects financial decisions. I use a natural… (more)

Subjects/Keywords: Financial Derivatives; Hedging; Litigation Risk; Management; Corporate Risk Management

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Alkhamis, M. B. (2016). Litigation Risk and Hedging . (Doctoral Dissertation). University of Arizona. Retrieved from http://hdl.handle.net/10150/621281

Chicago Manual of Style (16th Edition):

Alkhamis, Mohammad Bader. “Litigation Risk and Hedging .” 2016. Doctoral Dissertation, University of Arizona. Accessed January 18, 2020. http://hdl.handle.net/10150/621281.

MLA Handbook (7th Edition):

Alkhamis, Mohammad Bader. “Litigation Risk and Hedging .” 2016. Web. 18 Jan 2020.

Vancouver:

Alkhamis MB. Litigation Risk and Hedging . [Internet] [Doctoral dissertation]. University of Arizona; 2016. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10150/621281.

Council of Science Editors:

Alkhamis MB. Litigation Risk and Hedging . [Doctoral Dissertation]. University of Arizona; 2016. Available from: http://hdl.handle.net/10150/621281


University of Oklahoma

21. 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 January 18, 2020. http://hdl.handle.net/11244/34547.

MLA Handbook (7th Edition):

Hoelscher, Seth. “ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION.” 2016. Web. 18 Jan 2020.

Vancouver:

Hoelscher S. ESSAYS IN CORPORATE FINANCE AND FINANCIAL INTERMEDIATION. [Internet] [Doctoral dissertation]. University of Oklahoma; 2016. [cited 2020 Jan 18]. 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 Waterloo

22. ZHU, XIAO BAI. Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans.

Degree: 2015, University of Waterloo

 Cash balance (CB) pension plans make up 25% of all defined benefit plans in the US. The benefits are accumulated at guaranteed crediting rates, the… (more)

Subjects/Keywords: Cash Balance Pension Plan; Financial Valuation; Dynamic Hedging Strategy

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

ZHU, X. B. (2015). Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/9731

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):

ZHU, XIAO BAI. “Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans.” 2015. Thesis, University of Waterloo. Accessed January 18, 2020. http://hdl.handle.net/10012/9731.

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

MLA Handbook (7th Edition):

ZHU, XIAO BAI. “Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans.” 2015. Web. 18 Jan 2020.

Vancouver:

ZHU XB. Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans. [Internet] [Thesis]. University of Waterloo; 2015. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10012/9731.

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

Council of Science Editors:

ZHU XB. Performance of Dynamic Hedging Strategies for Cash Balance Pension Plans. [Thesis]. University of Waterloo; 2015. Available from: http://hdl.handle.net/10012/9731

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


Halmstad University

23. Tkachev, Ilya. Hedging strategy for an option on commodity market.

Degree: Computer and Electrical Engineering (IDE), 2010, Halmstad University

  In this work we consider the methods of pricing and hedging an option on the forward commodity market described by the multi-factor diffusion model.… (more)

Subjects/Keywords: Financial Mathematics; Forward; Commodity; Multi-Factor; Hedging; Option pricing; Applied mathematics; Tillämpad matematik; Mathematical analysis; Analys

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Tkachev, I. (2010). Hedging strategy for an option on commodity market. (Thesis). Halmstad University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393

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):

Tkachev, Ilya. “Hedging strategy for an option on commodity market.” 2010. Thesis, Halmstad University. Accessed January 18, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393.

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

MLA Handbook (7th Edition):

Tkachev, Ilya. “Hedging strategy for an option on commodity market.” 2010. Web. 18 Jan 2020.

Vancouver:

Tkachev I. Hedging strategy for an option on commodity market. [Internet] [Thesis]. Halmstad University; 2010. [cited 2020 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393.

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

Council of Science Editors:

Tkachev I. Hedging strategy for an option on commodity market. [Thesis]. Halmstad University; 2010. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-5393

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

24. Cederkäll, Jacob. Att säkra eller inte säkra : En kvantitativ studie om säkring av transaktionsexponering med valutaderivat.

Degree: Business Studies, 2018, Södertörn University

With an increasingly globalized world of multinational firms dominating the global market, firms have discovered the impact of transaction exposure on their business. To… (more)

Subjects/Keywords: Foreign exchange risk; currency derivatives; transaction exposure; financial hedging; Valutarisk; valutaderivat; transaktionsexponering; finansiell hedging; Business Administration; Företagsekonomi

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Cederkäll, J. (2018). Att säkra eller inte säkra : En kvantitativ studie om säkring av transaktionsexponering med valutaderivat. (Thesis). Södertörn University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-36476

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):

Cederkäll, Jacob. “Att säkra eller inte säkra : En kvantitativ studie om säkring av transaktionsexponering med valutaderivat.” 2018. Thesis, Södertörn University. Accessed January 18, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-36476.

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

MLA Handbook (7th Edition):

Cederkäll, Jacob. “Att säkra eller inte säkra : En kvantitativ studie om säkring av transaktionsexponering med valutaderivat.” 2018. Web. 18 Jan 2020.

Vancouver:

Cederkäll J. Att säkra eller inte säkra : En kvantitativ studie om säkring av transaktionsexponering med valutaderivat. [Internet] [Thesis]. Södertörn University; 2018. [cited 2020 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-36476.

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

Council of Science Editors:

Cederkäll J. Att säkra eller inte säkra : En kvantitativ studie om säkring av transaktionsexponering med valutaderivat. [Thesis]. Södertörn University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-36476

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


University of Alabama

25. Yu, Chunhui. Managing risk with short term futures contracts.

Degree: 2009, University of Alabama

 [NOTE: Text or symbols not renderable in plain text are indicated by [...]. See PDF document for full abstract.] In this dissertation, we search for… (more)

Subjects/Keywords: Electronic Thesis or Dissertation;  – thesis; Mathematics; Futures contracts; Hedging

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Yu, C. (2009). Managing risk with short term futures contracts. (Thesis). University of Alabama. Retrieved from http://purl.lib.ua.edu/2138

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, Chunhui. “Managing risk with short term futures contracts.” 2009. Thesis, University of Alabama. Accessed January 18, 2020. http://purl.lib.ua.edu/2138.

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

MLA Handbook (7th Edition):

Yu, Chunhui. “Managing risk with short term futures contracts.” 2009. Web. 18 Jan 2020.

Vancouver:

Yu C. Managing risk with short term futures contracts. [Internet] [Thesis]. University of Alabama; 2009. [cited 2020 Jan 18]. Available from: http://purl.lib.ua.edu/2138.

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

Council of Science Editors:

Yu C. Managing risk with short term futures contracts. [Thesis]. University of Alabama; 2009. Available from: http://purl.lib.ua.edu/2138

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


Stellenbosch University

26. Ndounkeu, Ludovic Tangpi. Optimal cross hedging of Insurance derivatives using quadratic BSDEs.

Degree: MSc, Mathematical Sciences, 2011, Stellenbosch University

ENGLISH ABSTRACT: We consider the utility portfolio optimization problem of an investor whose activities are influenced by an exogenous financial risk (like bad weather or… (more)

Subjects/Keywords: Mathematics; Backward stochastic differential equations; Stochastic control; Insurance derivatives; Cross hedging

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Ndounkeu, L. T. (2011). Optimal cross hedging of Insurance derivatives using quadratic BSDEs. (Masters Thesis). Stellenbosch University. Retrieved from http://hdl.handle.net/10019.1/17950

Chicago Manual of Style (16th Edition):

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Masters Thesis, Stellenbosch University. Accessed January 18, 2020. http://hdl.handle.net/10019.1/17950.

MLA Handbook (7th Edition):

Ndounkeu, Ludovic Tangpi. “Optimal cross hedging of Insurance derivatives using quadratic BSDEs.” 2011. Web. 18 Jan 2020.

Vancouver:

Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Internet] [Masters thesis]. Stellenbosch University; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10019.1/17950.

Council of Science Editors:

Ndounkeu LT. Optimal cross hedging of Insurance derivatives using quadratic BSDEs. [Masters Thesis]. Stellenbosch University; 2011. Available from: http://hdl.handle.net/10019.1/17950

27. Vandaele, Nele. Quadratic hedging in finance and insurance.

Degree: 2010, Ghent University

 Quadratic hedging is a specific form of utility hedging, where the strategy minimizes the hedging error in mean square sense. Hence risk is in this… (more)

Subjects/Keywords: Mathematics and Statistics; Quadratic hedging; Local risk-minimization; Föllmer-Schweizer decomposition

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Vandaele, N. (2010). Quadratic hedging in finance and insurance. (Thesis). Ghent University. Retrieved from http://hdl.handle.net/1854/LU-973376

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):

Vandaele, Nele. “Quadratic hedging in finance and insurance.” 2010. Thesis, Ghent University. Accessed January 18, 2020. http://hdl.handle.net/1854/LU-973376.

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

MLA Handbook (7th Edition):

Vandaele, Nele. “Quadratic hedging in finance and insurance.” 2010. Web. 18 Jan 2020.

Vancouver:

Vandaele N. Quadratic hedging in finance and insurance. [Internet] [Thesis]. Ghent University; 2010. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/1854/LU-973376.

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

Council of Science Editors:

Vandaele N. Quadratic hedging in finance and insurance. [Thesis]. Ghent University; 2010. Available from: http://hdl.handle.net/1854/LU-973376

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

28. 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 January 18, 2020. http://hdl.handle.net/10315/28230.

MLA Handbook (7th Edition):

Sorokin, Yegor. “Pricing and Hedging Options in Discrete Time with Liquidity Risk.” 2015. Web. 18 Jan 2020.

Vancouver:

Sorokin Y. Pricing and Hedging Options in Discrete Time with Liquidity Risk. [Internet] [Doctoral dissertation]. York University; 2015. [cited 2020 Jan 18]. 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

29. Roque, Marsília da Conceição Gomes São. Utilização de produtos derivados para cobertura do risco: o caso das maiores empresas portuguesas.

Degree: 2015, Instituto Politécnico do Porto

Com este trabalho pretende-se efetuar um estudo acerca do uso de produtos derivados pelas maiores empresas nacionais através da aplicação de um questionário às 1000… (more)

Subjects/Keywords: Gestão do risco; Instrumentos financeiros derivados; Risco financeiro; Hedging; Risk management; Financial derivatives; Financial risk; Hedging; Domínio/Área Científica::Ciências Sociais::Economia e Gestão

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Roque, M. d. C. G. S. (2015). Utilização de produtos derivados para cobertura do risco: o caso das maiores empresas portuguesas. (Thesis). Instituto Politécnico do Porto. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5746

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):

Roque, Marsília da Conceição Gomes São. “Utilização de produtos derivados para cobertura do risco: o caso das maiores empresas portuguesas.” 2015. Thesis, Instituto Politécnico do Porto. Accessed January 18, 2020. http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5746.

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

MLA Handbook (7th Edition):

Roque, Marsília da Conceição Gomes São. “Utilização de produtos derivados para cobertura do risco: o caso das maiores empresas portuguesas.” 2015. Web. 18 Jan 2020.

Vancouver:

Roque MdCGS. Utilização de produtos derivados para cobertura do risco: o caso das maiores empresas portuguesas. [Internet] [Thesis]. Instituto Politécnico do Porto; 2015. [cited 2020 Jan 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5746.

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

Council of Science Editors:

Roque MdCGS. Utilização de produtos derivados para cobertura do risco: o caso das maiores empresas portuguesas. [Thesis]. Instituto Politécnico do Porto; 2015. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/5746

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


Brno University of Technology

30. Hofmanová, Aneta. Zajištění úrokového rizika prostřednictvím finančních derivátů.

Degree: 2016, Brno University of Technology

 Bakalářská práce se zabývá možnostmi zajištění úrokového rizika prostřednictvím finančních derivátů. Teoretická část charakterizuje finanční deriváty, jejich členění a popis jednotlivých druhů derivátů. V analytické… (more)

Subjects/Keywords: Finanční deriváty; zajištění; futures; forward; swap; opce; Financial derivatives; hedging; futures; forward; swap; option

Record DetailsSimilar RecordsGoogle PlusoneFacebookTwitterCiteULikeMendeleyreddit

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

APA (6th Edition):

Hofmanová, A. (2016). Zajištění úrokového rizika prostřednictvím finančních derivátů. (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/60533

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):

Hofmanová, Aneta. “Zajištění úrokového rizika prostřednictvím finančních derivátů. ” 2016. Thesis, Brno University of Technology. Accessed January 18, 2020. http://hdl.handle.net/11012/60533.

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

MLA Handbook (7th Edition):

Hofmanová, Aneta. “Zajištění úrokového rizika prostřednictvím finančních derivátů. ” 2016. Web. 18 Jan 2020.

Vancouver:

Hofmanová A. Zajištění úrokového rizika prostřednictvím finančních derivátů. [Internet] [Thesis]. Brno University of Technology; 2016. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11012/60533.

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

Council of Science Editors:

Hofmanová A. Zajištění úrokového rizika prostřednictvím finančních derivátů. [Thesis]. Brno University of Technology; 2016. Available from: http://hdl.handle.net/11012/60533

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

[1] [2] [3] [4] [5] … [1751]

.