Journal of Derivatives & Hedge Funds

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Evaluation of the effectiveness of methods of the imperfect hedging of financial options on the Russian forward market
Journal of Derivatives & Hedge Funds - Tập 20 - Trang 28-51 - 2014
Varvara Nazarova
The pricing of dividend futures in the European market: A first empirical analysis
Journal of Derivatives & Hedge Funds - Tập 16 - Trang 136-143 - 2010
Sascha Wilkens, Jens Wimschulte
Empirical competitiveness of deterministic option pricing models: Evidences from the recent waves of financial upheavals in India
Journal of Derivatives & Hedge Funds - Tập 19 - Trang 129-156 - 2013
Vipul Kumar Singh, Pushkar Pachori
Pricing, value-at-risk and dynamic properties of re-settable strike-price puts
Journal of Derivatives & Hedge Funds - Tập 13 - Trang 107-124 - 2007
Michael L McIntyre, David Jackson
Derivatives pricing and liquidity dominance in alternative trading venues
Journal of Derivatives & Hedge Funds - Tập 17 Số 3 - Trang 198-218 - 2011
Jang Hyung Cho, Robert T. Daigler
Currency trading in volatile markets: Did neural networks outperform for the EUR/USD during the financial crisis 2007–2009?
Journal of Derivatives & Hedge Funds - Tập 18 - Trang 2-41 - 2012
Christian L Dunis, Jason Laws, Ulrike Schilling
Empirical performance of a spline-based implied volatility surface
Journal of Derivatives & Hedge Funds - Tập 18 - Trang 361-376 - 2012
Greg Orosi
The problem with hedge fund fees
Journal of Derivatives & Hedge Funds - Tập 18 - Trang 42-52 - 2011
Rob Brown
A policy proposal to manage the risk of leveraged MBS and CDO purchases
Journal of Derivatives & Hedge Funds - - 2011
Ricardo Zamora-Mesinas, Gustavo Galindo Cruz, Aaron López Pérez
A primer on commodity hedge funds
Journal of Derivatives & Hedge Funds - Tập 18 - Trang 223-235 - 2012
Christopher Bauer, Thomas Heidorn, Dieter Kaiser
Tổng số: 125   
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