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Hedging Derivatives With Model Error

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Info View All Overview authors Jarrow, Robert A. http://vivo.cornell.edu/display/AI-26935724032 published in Quantitative Finance publication date 2012 Publications issue 6 Identity Digital Object Identifier (DOI) 10.1080/14697688.2011.564201 Additional Document Info start page 855 end page 863 volume 12 ©2016 Cornell University Library | Terms of Use | Powered by About Contact Us Support

von GoogleAnmeldenAusgeblendete FelderBooksbooks.google.de - Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of https://books.google.com/books?id=0eYdCwAAQBAJ&pg=PT399&lpg=PT399&dq=hedging+derivatives+with+model+error&source=bl&ots=SJSJXwliqz&sig=f6V0gbBVTcRqB82YQdDNcu0mTVc&hl=en&sa=X&ved=0ahUKEwjm9ru99NrPAhWi3YMKHRp_BsIQ6AEITzAH liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This...https://books.google.de/books/about/Derivatives_and_Hedge_Funds.html?hl=de&id=0eYdCwAAQBAJ&utm_source=gb-gplus-shareDerivatives and Hedge FundsMeine BücherHilfeErweiterte BuchsucheE-Book anzeigenNach Druckexemplar suchenPalgrave MacmillanAmazon.deBuch.deBuchkatalog.deLibri.deWeltbild.deIn Bücherei suchenAlle Händler»Derivatives and Hedge FundsStephen SatchellPalgrave Macmillan, 30.11.2015 - 424 Seiten 0 Rezensionenhttps://books.google.de/books/about/Derivatives_and_Hedge_Funds.html?hl=de&id=0eYdCwAAQBAJOver the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been hedging derivatives blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent hedging derivatives with a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products. Voransicht des Buches » Was andere dazu sagen-Rezension schreibenEs wurden keine Rezensionen gefunden.Ausgewählte SeitenInhaltsverzeichnisIndexInhaltList of Figures Tables and Boxes How Many CTAs Make Another Look into Traders Positions List of Figures Tables and Boxes group Reportable group A MultipleObjective A Primer on Structured Finance Introduction of Futures and Options on a Stock Index and Their The Characteristics and Evolution of Credit Default Swap Trading notional amount returns The Performance Persistence of Equity LongShort Hedge Funds An Empirical Examination Hedge Funds and Higher Moment Portfolio Selection Modeling Autocallable Structured Products MehrValue at Risk GARCH Modelling and the Forecasting of Hedge 1A GARCH variance series before and after the introduction A NonLinear 2003 The Relation between BidAsk Spreads and Price Volatility A Panel Study of Hedge Fund Retur

 
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