Replicating portfolio

Results: 9



#Item
1Options / Mathematical finance / Barrier option / Option style / BlackScholes model / Replicating portfolio / Option / Hedge / Futures contract / Forward contract / VannaVolga pricing

HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY

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Source URL: www.istfin.eco.usi.ch

Language: English
2Economy / Actuarial science / Finance / Money / Mathematical finance / Insurance / Pricing / Investment / Replicating portfolio / Watson / Option / Asset allocation

Replicating Portfolios Complex modelling made simple SAV Versammlung by Jolanta Tubis 10 September 2010

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Source URL: actuaries.ch

Language: English - Date: 2012-03-26 06:39:02
3Financial economics / Financial accounting / Financial markets / Risk management / Valuation / Replicating portfolio / Financial risk / Risk / With-profits policy / Finance / Business / Actuarial science

Microsoft Word - QIS3 Technical Specifications Part II.doc

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Source URL: eiopa.europa.eu

Language: English
4United States housing bubble / Financial accounting / Financial markets / Structured finance / Fixed income securities / Mark-to-market accounting / Derivative / Replicating portfolio / Bond / Finance / Economics / Financial economics

Banks’ Risk Exposures∗ Juliane Begenau Stanford Monika Piazzesi Stanford & NBER

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Source URL: www.stanford.edu

Language: English - Date: 2013-11-21 15:22:18
5Financial economics / Financial accounting / Financial markets / Risk management / Valuation / Replicating portfolio / Financial risk / Risk / With-profits policy / Finance / Business / Actuarial science

Microsoft Word - QIS3 Technical Specifications Part II.doc

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Source URL: felugyelet.mnb.hu

Language: English - Date: 2009-01-24 08:44:42
6Financial economics / Financial accounting / Financial markets / Risk management / Valuation / Replicating portfolio / Financial risk / Risk / With-profits policy / Finance / Business / Actuarial science

Microsoft Word - QIS3 Technical Specifications Part II.doc

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Source URL: felugyelet.mnb.hu

Language: English - Date: 2009-01-24 08:44:42
7Finance / Actuarial science / Credit / Bond / Government debt / External debt / Discounting / Amortizing loan / Replicating portfolio / Economics / Debt / Financial economics

The Stock of External Sovereign Debt: Can We Take the Data at ‘Face Value’?;

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Source URL: www.chicagofed.org

Language: English - Date: 2014-05-15 10:41:55
8Financial economics / Financial accounting / Financial markets / Risk management / Valuation / Replicating portfolio / Financial risk / Risk / With-profits policy / Finance / Business / Actuarial science

Microsoft Word - QIS3 Technical Specifications Part II.doc

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Source URL: eiopa.europa.eu

Language: English - Date: 2010-09-06 07:11:23
9Fixed income analysis / Finance / Hull–White model / Yield curve / Bond / Time value of money / Ho–Lee model / Replicating portfolio / Bond valuation / Mathematical finance / Financial economics / Economics

PDF Document

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Source URL: simonbenninga.com

Language: English - Date: 2013-08-08 23:34:29
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