结果：找到“Hedging”相关内容332个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
【课程课件】金融工程课件与习题资料1 个回复 - 212 次查看 爬虫爬到的三门课资料，内容新旧不一，总体列表如下： 金融工程 金融工程、衍生品交易及定价 金融工程案例 金融工程案例\commodity futures 金融工程案例\OptionsStretegy 金融工程案例\静态合成与线性代 ...2024-4-5 15:09 - wz151400 - 现金交易版
美国上市公司常用财务指标1950-2022年Compustat 数据库整理 981个变量 6G6 个回复 - 1150 次查看 美国上市公司常用财务指标1950-2022年 包含指标 1950-2022年 样本量500w+2024-3-7 22:15 - Whatsappp - 现金交易版
北大金融工程配套讲义 赫尔德配套中文1 个回复 - 283 次查看 北大金融工程配套讲义 赫尔德配套中文(缺第9章)光华管理学院 Guanghua School of Management 教材： Options, Futures and Other Derivatives. John C. Hull. Prentice Hall. Chapter 1-10. LTCM.xls ...2023-12-10 19:58 - 2023Hua - 现金交易版
The Greeks and Hedging Explained by Peter Leoni
53 个回复 - 7806 次查看 Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a gap between how quantitative researchers, analy ...2014-10-26 02:56 - 大家开心 - 金融学（理论版）
53 个回复 - 7806 次查看 Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a gap between how quantitative researchers, analy ...2014-10-26 02:56 - 大家开心 - 金融学（理论版）
论文Accounting for Derivatives and Hedging Activities: Comparison of Cash Flow v
5 个回复 - 1464 次查看 【作者(必填)】Pamela A. Smith , Mark J. Kohlbeck 【文题(必填)】Accounting for Derivatives and Hedging Activities: Comparison of Cash Flow versus Fair Value Hedge Accounting 【年份(必填)】Volume ...2013-10-13 12:06 - baobeizhu163 - 求助成功区
5 个回复 - 1464 次查看 【作者(必填)】Pamela A. Smith , Mark J. Kohlbeck 【文题(必填)】Accounting for Derivatives and Hedging Activities: Comparison of Cash Flow versus Fair Value Hedge Accounting 【年份(必填)】Volume ...2013-10-13 12:06 - baobeizhu163 - 求助成功区
Model-free Hedging: A Martingale Optimal Transport Viewpoint
45 个回复 - 5753 次查看 English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3.3 MB Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options c ...2017-6-11 17:50 - igs816 - 量化投资
45 个回复 - 5753 次查看 English | 2017 | ISBN: 1138062235 | 204 pages | PDF | 3.3 MB Model-free Hedging: A Martingale Optimal Transport Viewpoint focuses on the computation of model-independent bounds for exotic options c ...2017-6-11 17:50 - igs816 - 量化投资
What are the events that shake our world? Measuring and hedging global COVOL
0 个回复 - 602 次查看 《What are the events that shake our world? Measuring andhedging global COVOL》 JFE 2023(01)论文 COVOL模型2023-6-11 18:26 - 人大迷妹 - 经济金融数学专区
0 个回复 - 602 次查看 《What are the events that shake our world? Measuring andhedging global COVOL》 JFE 2023(01)论文 COVOL模型2023-6-11 18:26 - 人大迷妹 - 经济金融数学专区
Credit Risk: Modeling, Valuation and Hedging
2 个回复 - 1669 次查看 【作者(必填)】Tomasz R. Bielecki, Marek Rutkowski 【文题(必填)】Credit Risk: Modeling, Valuation and Hedging 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10 ...2013-8-29 11:57 - mendelssohn - 求助成功区
2 个回复 - 1669 次查看 【作者(必填)】Tomasz R. Bielecki, Marek Rutkowski 【文题(必填)】Credit Risk: Modeling, Valuation and Hedging 【年份(必填)】2004 【全文链接或数据库名称(选填)】http://link.springer.com/book/10 ...2013-8-29 11:57 - mendelssohn - 求助成功区
Springer Finance Series之Credit Risk - Modeling, Valuation and Hedging
102 个回复 - 13655 次查看 Editorial ReviewsReview **** 本内容被作者隐藏 **** From the reviews: T.R. Bielecki and M. Rutkowski Credit Risk Modeling, Valuation and Hedging "A fairly complete overview of the most important ...2015-4-21 15:49 - lasgpope - 量化投资
102 个回复 - 13655 次查看 Editorial ReviewsReview **** 本内容被作者隐藏 **** From the reviews: T.R. Bielecki and M. Rutkowski Credit Risk Modeling, Valuation and Hedging "A fairly complete overview of the most important ...2015-4-21 15:49 - lasgpope - 量化投资
动态保值 Dynamic Hedging: Managing Vanilla and Exotic Options
30 个回复 - 9526 次查看 动态保值：管理普通期权和奇异期权 by Nassim Nicholas Taleb Publisher: Wiley | ISBN: 0471152803 | edition 1997 | PDF | 515 pages | 21.16 mb Nassim Nicholas Taleb is the founder of Empirica Capi ...2009-7-8 19:20 - zhaohailei - 金融学（理论版）
30 个回复 - 9526 次查看 动态保值：管理普通期权和奇异期权 by Nassim Nicholas Taleb Publisher: Wiley | ISBN: 0471152803 | edition 1997 | PDF | 515 pages | 21.16 mb Nassim Nicholas Taleb is the founder of Empirica Capi ...2009-7-8 19:20 - zhaohailei - 金融学（理论版）
CEO Personal Hedging and Corporate Social Responsibility
1 个回复 - 344 次查看 【作者(必填)】J Park, S Kim, A Tsang 【文题(必填)】CEO Personal Hedging and Corporate Social Responsibility 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://link.springer.com/article/ ...2022-12-27 22:10 - fxq2327 - 求助成功区
1 个回复 - 344 次查看 【作者(必填)】J Park, S Kim, A Tsang 【文题(必填)】CEO Personal Hedging and Corporate Social Responsibility 【年份(必填)】2022 【全文链接或数据库名称(选填)】https://link.springer.com/article/ ...2022-12-27 22:10 - fxq2327 - 求助成功区
The_Mathematics_of_Finance_Modeling_and_Hedging(Victor_Goodman_and_Joseph_Stampf
2 个回复 - 503 次查看 The_Mathematics_of_Finance_Modeling_and_Hedging(Victor_Goodman_and_Joseph_Stampfli) 英文版2022-12-9 17:20 - scientificbo - 金融学（理论版）
2 个回复 - 503 次查看 The_Mathematics_of_Finance_Modeling_and_Hedging(Victor_Goodman_and_Joseph_Stampfli) 英文版2022-12-9 17:20 - scientificbo - 金融学（理论版）
Accounting for Derivatives: Advanced Hedging Under IFRS - Juan Ramirez
2 个回复 - 2969 次查看 Accounting for Derivatives: Advanced Hedging Under IFRS - Juan Ramirez2012-8-26 21:42 - happydude - 会计与财务管理
2 个回复 - 2969 次查看 Accounting for Derivatives: Advanced Hedging Under IFRS - Juan Ramirez2012-8-26 21:42 - happydude - 会计与财务管理
The Mathematics of Finance: Modeling and Hedging
4 个回复 - 926 次查看 【作者(必填)】 Victor Goodman , Joseph Stampfli 【文题(必填)】 The Mathematics of Finance: Modeling and Hedging [/backcolor] 【年份(必填)】 2001 【全文链接或数据库名称(选填)】 https://books ...2019-5-6 08:00 - peter - 文献求助专区
4 个回复 - 926 次查看 【作者(必填)】 Victor Goodman , Joseph Stampfli 【文题(必填)】 The Mathematics of Finance: Modeling and Hedging [/backcolor] 【年份(必填)】 2001 【全文链接或数据库名称(选填)】 https://books ...2019-5-6 08:00 - peter - 文献求助专区
【经典教材系列】Accounting for Derivatives: Advanced Hedging Under IFRS 第二版
216 个回复 - 26720 次查看 2015年第二版，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续 ...2015-3-13 11:19 - wwqqer - 会计与财务管理
216 个回复 - 26720 次查看 2015年第二版，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续 ...2015-3-13 11:19 - wwqqer - 会计与财务管理
Hedging its bets? Portugal’s diplomatic strategies for a post-Brexit Europe
1 个回复 - 542 次查看 【作者(必填)】António RaimundoLaura C. Ferreira-Pereira 【文题(必填)】Hedging its bets? Portugal’s diplomatic strategies for a post-Brexit Europe， European Politics and Society 【年份 ...2022-5-4 23:03 - samsong111 - 求助成功区
1 个回复 - 542 次查看 【作者(必填)】António RaimundoLaura C. Ferreira-Pereira 【文题(必填)】Hedging its bets? Portugal’s diplomatic strategies for a post-Brexit Europe， European Politics and Society 【年份 ...2022-5-4 23:03 - samsong111 - 求助成功区
The EU Security Strategy Revised: Europe Hedging Its Bets
5 个回复 - 486 次查看 【作者(必填)】Asle Toje 【文题(必填)】The EU Security Strategy Revised: Europe Hedging Its Bets，European Foreign Affairs Review Volume 15, Issue 2 (2010) pp. 171 – 190 【年份(必填)】2010 【 ...2022-4-5 22:55 - samsong111 - 求助成功区
5 个回复 - 486 次查看 【作者(必填)】Asle Toje 【文题(必填)】The EU Security Strategy Revised: Europe Hedging Its Bets，European Foreign Affairs Review Volume 15, Issue 2 (2010) pp. 171 – 190 【年份(必填)】2010 【 ...2022-4-5 22:55 - samsong111 - 求助成功区
Risk Management and Operational Hedging: An Overview
1 个回复 - 528 次查看 【作者(必填)】Jan A. Van Mieghem[/backcolor] 【文题(必填)】Risk Management and Operational Hedging: An Overview 【年份(必填)】2012 【全文链接或数据库名称(选填)】2021-12-27 15:16 - david398121 - 求助成功区
1 个回复 - 528 次查看 【作者(必填)】Jan A. Van Mieghem[/backcolor] 【文题(必填)】Risk Management and Operational Hedging: An Overview 【年份(必填)】2012 【全文链接或数据库名称(选填)】2021-12-27 15:16 - david398121 - 求助成功区
On the Importance of Hedging Dynamic Lapses in Variable Annuities
1 个回复 - 926 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：On the Importance of Hedging Dynamic Lapses in Variable Annuities作者：Maciej Augustyniak and Mathieu Boudreault出 ...2021-11-16 14:38 - gonnaago - 金融学（理论版）
1 个回复 - 926 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：On the Importance of Hedging Dynamic Lapses in Variable Annuities作者：Maciej Augustyniak and Mathieu Boudreault出 ...2021-11-16 14:38 - gonnaago - 金融学（理论版）
The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of
1 个回复 - 733 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）
1 个回复 - 733 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）
【经典教材系列】Hedging Market Exposures: Identifying and Managing Market Risks
49 个回复 - 6585 次查看 市场风险教材降价出售3天！想要随时跟踪最新降价好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） Hedging ...2015-6-16 07:56 - wwqqer - 金融学（理论版）
49 个回复 - 6585 次查看 市场风险教材降价出售3天！想要随时跟踪最新降价好书，请点击头像下方“加关注”。关注成功后，查看这里即可：关注的帖子。 [相关阅读] 【经典教材系列】（资料汇总帖，附链接，持续添加中） Hedging ...2015-6-16 07:56 - wwqqer - 金融学（理论版）
【学习笔记】求《Dynamic Hedging》Nassim Taleb中文版
1 个回复 - 1790 次查看 求《Dynamic Hedging》Nassim Taleb中文版2019-9-20 10:28 - 3221_1568603316 - Forum
1 个回复 - 1790 次查看 求《Dynamic Hedging》Nassim Taleb中文版2019-9-20 10:28 - 3221_1568603316 - Forum
Convertible Arbitrage: Insights and Techniques for Successful Hedging
9 个回复 - 2863 次查看 Convertible Arbitrage: Insights and Techniques for Successful Hedging by Nick P. Calamos Minimize risk and maximize profits with convertible arbitrage Convertible arbitrage involves purchasing a ...2018-5-3 12:45 - wisdomlove - 金融学（理论版）
9 个回复 - 2863 次查看 Convertible Arbitrage: Insights and Techniques for Successful Hedging by Nick P. Calamos Minimize risk and maximize profits with convertible arbitrage Convertible arbitrage involves purchasing a ...2018-5-3 12:45 - wisdomlove - 金融学（理论版）
独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub
11 个回复 - 3566 次查看 独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub [hr] Dynamic Hedging: Managing Vanilla and Exotic Options Nassim Nicholas Taleb Hardcover: 528 pages Publisher: ...2018-10-28 08:20 - GKINGLIU - 金融学（理论版）
11 个回复 - 3566 次查看 独家首发 + Dynamic Hedging: Managing Vanilla and Exotic Options + epub [hr] Dynamic Hedging: Managing Vanilla and Exotic Options Nassim Nicholas Taleb Hardcover: 528 pages Publisher: ...2018-10-28 08:20 - GKINGLIU - 金融学（理论版）
Dynamic Global Currency Hedging
1 个回复 - 751 次查看 【作者(必填)】 233 【文题(必填)】 Dynamic Global Currency Hedging【年份(必填)】 232 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/article-abstract/19/1/97/6188438?redirectedFrom=ful ...2021-6-19 21:28 - internet.hzx - 求助成功区
1 个回复 - 751 次查看 【作者(必填)】 233 【文题(必填)】 Dynamic Global Currency Hedging【年份(必填)】 232 【全文链接或数据库名称(选填)】https://academic.oup.com/jfec/article-abstract/19/1/97/6188438?redirectedFrom=ful ...2021-6-19 21:28 - internet.hzx - 求助成功区
求书 Hedging of options in a general semimartingale model
0 个回复 - 847 次查看 找一篇论文：Hedging of options in a general semimartingale modelauthor: Schweizer, Martin2021-5-24 17:36 - 陈科卡卡 - 量化投资
0 个回复 - 847 次查看 找一篇论文：Hedging of options in a general semimartingale modelauthor: Schweizer, Martin2021-5-24 17:36 - 陈科卡卡 - 量化投资
求 Tail Risk Hedging一书 的PDF版本
6 个回复 - 3045 次查看 【作者(必填)】Vineer Bhansali 【文题(必填)】 TAIL RISK HEDGING: Creating Robust Portfolios for Volatile Markets 1st Edition 【年份(必填)】 ...2016-4-20 17:21 - sbjc1988 - 文献求助专区
6 个回复 - 3045 次查看 【作者(必填)】Vineer Bhansali 【文题(必填)】 TAIL RISK HEDGING: Creating Robust Portfolios for Volatile Markets 1st Edition 【年份(必填)】 ...2016-4-20 17:21 - sbjc1988 - 文献求助专区
求Asymmetric Information: A Rationale for Firm's Hedging and Speculation
0 个回复 - 454 次查看 【作者(必填)】 Ljungqvist 【文题(必填)】Asymmetric Information: A Rationale for Firm's Hedging and Speculation 【年份(必填)】Journal of Financial Intermediation[/backcolor][/backcolor]Volume 3, Iss ...2020-11-22 23:04 - lisacls - 文献求助专区
0 个回复 - 454 次查看 【作者(必填)】 Ljungqvist 【文题(必填)】Asymmetric Information: A Rationale for Firm's Hedging and Speculation 【年份(必填)】Journal of Financial Intermediation[/backcolor][/backcolor]Volume 3, Iss ...2020-11-22 23:04 - lisacls - 文献求助专区
求助Futures hedging with stochastic volatility: a new method
0 个回复 - 471 次查看 【作者(必填)】Alghalith, M., & Floros, C. 【文题(必填)】Futures hedging with stochastic volatility: a new method. I 【年份(必填)】2020 【全文链接或数据库名称(选填)】 international Journal of ...2020-8-24 22:23 - 地下爆菊 - 文献求助专区
0 个回复 - 471 次查看 【作者(必填)】Alghalith, M., & Floros, C. 【文题(必填)】Futures hedging with stochastic volatility: a new method. I 【年份(必填)】2020 【全文链接或数据库名称(选填)】 international Journal of ...2020-8-24 22:23 - 地下爆菊 - 文献求助专区
【金融教材系列】Fuel Hedging and Risk Management
107 个回复 - 17093 次查看 2016年最新教材，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【金融教材系列】（资料汇总帖，附链接，持续添 ...2016-5-21 05:22 - wwqqer - 金融工程（数量金融）与金融衍生品
107 个回复 - 17093 次查看 2016年最新教材，降价出售期已过，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【金融教材系列】（资料汇总帖，附链接，持续添 ...2016-5-21 05:22 - wwqqer - 金融工程（数量金融）与金融衍生品
Risk-Neutral Valuation - Pricing and Hedging of Financial Derivatives
27 个回复 - 10087 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
27 个回复 - 10087 次查看 Risk-Neutral ValuationPricing and Hedging of Financial Derivatives Series: Springer Finance Bingham, Nicholas H., Kiesel, Rüdiger 2nd ed., 2004, XVIII, 437 p. 8 illus. About th ...2012-3-19 00:21 - martinnyj - 金融学（理论版）
Pricing and hedging of derivatives in contagious markets
1 个回复 - 777 次查看 【作者(必填)】Thomas Kokholm 【文题(必填)】Pricing and hedging of derivatives in contagious markets 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2020-6-17 11:42 - ssylzz - 求助成功区
1 个回复 - 777 次查看 【作者(必填)】Thomas Kokholm 【文题(必填)】Pricing and hedging of derivatives in contagious markets 【年份(必填)】2016 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2020-6-17 11:42 - ssylzz - 求助成功区
Credit Risk Frontiers----Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings
10 个回复 - 4468 次查看 Bloomberg Press; 1 edition | February 8, 2011 754 pages 我个人觉得不错,收点费用.下附目录 GregM.Gupton Introduction 1 Tomasz R.Bielecki,DamianoBrigo, and Fr´ed´eric Patras PART ...2011-8-10 12:25 - lipchen - 经济金融数学专区
10 个回复 - 4468 次查看 Bloomberg Press; 1 edition | February 8, 2011 754 pages 我个人觉得不错,收点费用.下附目录 GregM.Gupton Introduction 1 Tomasz R.Bielecki,DamianoBrigo, and Fr´ed´eric Patras PART ...2011-8-10 12:25 - lipchen - 经济金融数学专区
Hedging Commodities
5 个回复 - 2224 次查看 Hedging Commodities: A practical guide to hedging strategies with futures and options by Slobodan Jovanovic ...2015-11-26 04:58 - redlamp - 爱问频道
5 个回复 - 2224 次查看 Hedging Commodities: A practical guide to hedging strategies with futures and options by Slobodan Jovanovic ...2015-11-26 04:58 - redlamp - 爱问频道
Dynamic Hedging: Managing Vanilla and Exotic Options
19 个回复 - 14213 次查看 一个大牛写的关于hedge的经典书, 做trader必看. 看看他的介绍: As a trader, Taleb has said he took a skeptical and anti-mathematical approach to risk and uncertainty and had a severe distrust of models ...2010-1-23 23:10 - pazixu - 金融学（理论版）
19 个回复 - 14213 次查看 一个大牛写的关于hedge的经典书, 做trader必看. 看看他的介绍: As a trader, Taleb has said he took a skeptical and anti-mathematical approach to risk and uncertainty and had a severe distrust of models ...2010-1-23 23:10 - pazixu - 金融学（理论版）
Small transaction cost asymptotics and dynamic hedging
2 个回复 - 1076 次查看 【作者(必填)】 [*]Claudio Albanesea, , [*]Stathis Tompaidisb 【文题(必填)】Small transaction cost asymptotics and dynamic hedging 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.s ...2013-4-21 09:23 - 迷途mitu - 求助成功区
2 个回复 - 1076 次查看 【作者(必填)】 [*]Claudio Albanesea, , [*]Stathis Tompaidisb 【文题(必填)】Small transaction cost asymptotics and dynamic hedging 【年份(必填)】2008 【全文链接或数据库名称(选填)】http://www.s ...2013-4-21 09:23 - 迷途mitu - 求助成功区
The Determinants of a Firm's Hedging Policy
1 个回复 - 301 次查看 【作者(必填)】Smith, C. W., and R. M. Stulz 【文题(必填)】The Determinants of a Firm's Hedging Policy 【年份(必填)】Journal of Financial and Quantitative Analysis 20 (1985) 【全文链接或数据库 ...2020-4-1 17:12 - lichanghao - 求助成功区
1 个回复 - 301 次查看 【作者(必填)】Smith, C. W., and R. M. Stulz 【文题(必填)】The Determinants of a Firm's Hedging Policy 【年份(必填)】Journal of Financial and Quantitative Analysis 20 (1985) 【全文链接或数据库 ...2020-4-1 17:12 - lichanghao - 求助成功区
Hedging Performance and Basis Risk in Stock Index Futures
4 个回复 - 1562 次查看 【作者(必填)】 [*]STEPHEN FIGLEWSKI† 【文题(必填)】Hedging Performance and Basis Risk in Stock Index Futures 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.c ...2013-3-24 23:34 - 迷途mitu - 求助成功区
4 个回复 - 1562 次查看 【作者(必填)】 [*]STEPHEN FIGLEWSKI† 【文题(必填)】Hedging Performance and Basis Risk in Stock Index Futures 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.c ...2013-3-24 23:34 - 迷途mitu - 求助成功区
A mixed C-vine copula model for hedging price and volumetric risk in wind power
1 个回复 - 603 次查看 【作者(必填)】 23 【文题(必填)】 A mixed C-vine copula[/backcolor] model for hedging price and volumetric risk in wind power trading 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.t ...2020-1-9 22:56 - internet.hzx - 求助成功区
1 个回复 - 603 次查看 【作者(必填)】 23 【文题(必填)】 A mixed C-vine copula[/backcolor] model for hedging price and volumetric risk in wind power trading 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.t ...2020-1-9 22:56 - internet.hzx - 求助成功区
求助：哈弗商业案例的Hedging at Porsche案例原文和答案
1 个回复 - 909 次查看 求助：哈弗商业案例的Hedging at Porsche案例原文和答案，谢谢各位！2018-12-8 11:01 - 持身034 - 文献求助专区
1 个回复 - 909 次查看 求助：哈弗商业案例的Hedging at Porsche案例原文和答案，谢谢各位！2018-12-8 11:01 - 持身034 - 文献求助专区
免費 Credit Risk: Modeling, Valuation and Hedging
23 个回复 - 6603 次查看 Credit Risk: Modeling, Valuation and HedgingSeries: Springer Finance Bielecki, Tomasz R., Rutkowski, Marek 1st ed. 2002. Corr. 2nd printing 2001, XVIII, 501 p. Mathematical finance ...2013-10-3 22:53 - martinnyj - 金融学（理论版）
23 个回复 - 6603 次查看 Credit Risk: Modeling, Valuation and HedgingSeries: Springer Finance Bielecki, Tomasz R., Rutkowski, Marek 1st ed. 2002. Corr. 2nd printing 2001, XVIII, 501 p. Mathematical finance ...2013-10-3 22:53 - martinnyj - 金融学（理论版）
【学习笔记】求助医院 Credit Risk- modeling, valuation, and hedging
0 个回复 - 334 次查看 求助医院 Credit Risk- modeling, valuation, and hedging2019-9-25 11:46 - insleo - Forum
0 个回复 - 334 次查看 求助医院 Credit Risk- modeling, valuation, and hedging2019-9-25 11:46 - insleo - Forum
Hedging Commodities: A practical guide to hedging strategies with futures and op
0 个回复 - 657 次查看 Hedging Commodities: A practical guide to hedging strategies with futures and options Kindle Edition by Jovanovic Slobodan (Author) This book is an invaluable resource of hedging case studies and ex ...2019-9-23 14:40 - EchoLeiOCA - 世界经济与国际贸易
0 个回复 - 657 次查看 Hedging Commodities: A practical guide to hedging strategies with futures and options Kindle Edition by Jovanovic Slobodan (Author) This book is an invaluable resource of hedging case studies and ex ...2019-9-23 14:40 - EchoLeiOCA - 世界经济与国际贸易
Pricing and Hedging Financial Derivatives: A Guide for Practitioners
62 个回复 - 12062 次查看 The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really unders ...2014-7-2 09:54 - 大家开心 - 金融学（理论版）
62 个回复 - 12062 次查看 The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really unders ...2014-7-2 09:54 - 大家开心 - 金融学（理论版）
hedging a long position-multiple periods
0 个回复 - 251 次查看 怎么对冲三时段的long position呢2019-8-7 10:10 - xiaowenliang - 灌水吧
0 个回复 - 251 次查看 怎么对冲三时段的long position呢2019-8-7 10:10 - xiaowenliang - 灌水吧
Corporate risk management: Integrating liquidity, hedging, and operating
4 个回复 - 531 次查看 【作者(必填)】Gamba, A., A. J. Triantis 【文题(必填)】 Corporate risk management: Integrating liquidity, hedging, and operating policies. 【年份(必填)】 2014. 【全文链接或数据库名称(选填)】M ...2019-7-22 09:46 - sailing3200 - 求助成功区
4 个回复 - 531 次查看 【作者(必填)】Gamba, A., A. J. Triantis 【文题(必填)】 Corporate risk management: Integrating liquidity, hedging, and operating policies. 【年份(必填)】 2014. 【全文链接或数据库名称(选填)】M ...2019-7-22 09:46 - sailing3200 - 求助成功区
Trade and currency options hedging model
1 个回复 - 535 次查看 【作者(必填)】 23 【文题(必填)】 Trade and currency options hedging model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S03770427183026202019-6-19 22:34 - internet.hzx - 求助成功区
1 个回复 - 535 次查看 【作者(必填)】 23 【文题(必填)】 Trade and currency options hedging model【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/article/pii/S03770427183026202019-6-19 22:34 - internet.hzx - 求助成功区
A Framework of Hedging Decisions for Supply Chain Partners
4 个回复 - 616 次查看 【作者(必填)】Panos Kouvelis, Xiaole Wu and Yixuan Xiao 【文题(必填)】A Framework of Hedging Decisions for Supply Chain Partners 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://www.n ...2019-6-18 12:06 - dreamtree - 求助成功区
4 个回复 - 616 次查看 【作者(必填)】Panos Kouvelis, Xiaole Wu and Yixuan Xiao 【文题(必填)】A Framework of Hedging Decisions for Supply Chain Partners 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://www.n ...2019-6-18 12:06 - dreamtree - 求助成功区
Quadratic Hedging of Commodity and Energy Cash Flows
4 个回复 - 543 次查看 【作者(必填)】Nicola Secomandi 【文题(必填)】Quadratic Hedging of Commodity and Energy Cash Flows 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://www.nowpublishers.com/article/Detail ...2019-6-18 12:00 - dreamtree - 求助成功区
4 个回复 - 543 次查看 【作者(必填)】Nicola Secomandi 【文题(必填)】Quadratic Hedging of Commodity and Energy Cash Flows 【年份(必填)】2019 【全文链接或数据库名称(选填)】https://www.nowpublishers.com/article/Detail ...2019-6-18 12:00 - dreamtree - 求助成功区
Modelling and Hedging Equity Derivatives
13 个回复 - 3740 次查看 一本介绍 Equity Derivatives Modelling 和 Hedging 的书，希望对读者有所帮助。2015-1-8 14:54 - chao.ma - 金融工程（数量金融）与金融衍生品
13 个回复 - 3740 次查看 一本介绍 Equity Derivatives Modelling 和 Hedging 的书，希望对读者有所帮助。2015-1-8 14:54 - chao.ma - 金融工程（数量金融）与金融衍生品
Option pricing and hedging in different cyclical structures: a two-dimensional M
1 个回复 - 483 次查看 【作者(必填)】 【文题(必填)】 Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model 【年份(必填)】 【全文链接或数据库名称(选填)】https://bbs.pin ...2019-5-3 21:43 - ssylzz - 求助成功区
1 个回复 - 483 次查看 【作者(必填)】 【文题(必填)】 Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model 【年份(必填)】 【全文链接或数据库名称(选填)】https://bbs.pin ...2019-5-3 21:43 - ssylzz - 求助成功区
【学习笔记】Hedging Strategies Using Futures
3 个回复 - 707 次查看 {:0_280:} A company has a 20,000,000 portfolio with a beta of 1.2. It would like to use futures contracts on a well-diversified stock index to hedge its risk. The ...2019-4-23 01:19 - a09188 - Forum
3 个回复 - 707 次查看 {:0_280:} A company has a 20,000,000 portfolio with a beta of 1.2. It would like to use futures contracts on a well-diversified stock index to hedge its risk. The ...2019-4-23 01:19 - a09188 - Forum
Skewness Versus Kurtosis: Implications for Pricing and Hedging Options
1 个回复 - 596 次查看 【作者(必填)】Sol Kim[/backcolor] Geul Lee[/backcolor] Yuen Jung Park[/backcolor] 【文题(必填)】Skewness Versus Kurtosis: Implications for Pricing and Hedging Options 【年份(必填)】2017 ...2019-4-12 22:31 - hnhs100 - 求助成功区
1 个回复 - 596 次查看 【作者(必填)】Sol Kim[/backcolor] Geul Lee[/backcolor] Yuen Jung Park[/backcolor] 【文题(必填)】Skewness Versus Kurtosis: Implications for Pricing and Hedging Options 【年份(必填)】2017 ...2019-4-12 22:31 - hnhs100 - 求助成功区
Dynamic Hedging by Nassim Nicholas
6 个回复 - 1865 次查看 《动态对冲-英文版》用于自己备份，懂的下载，期权进阶bible2019-3-4 12:41 - 243212689 - 金融学（理论版）
6 个回复 - 1865 次查看 《动态对冲-英文版》用于自己备份，懂的下载，期权进阶bible2019-3-4 12:41 - 243212689 - 金融学（理论版）
Hedging weather risk and coordinating supply chains
1 个回复 - 299 次查看 【作者(必填)】 Xavier Brusset a, Jean-Louis Bertrand b 【文题(必填)】 Hedging weather risk and coordinating supply chains 【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.sciencedir ...2019-3-29 18:23 - timesever - 求助成功区
1 个回复 - 299 次查看 【作者(必填)】 Xavier Brusset a, Jean-Louis Bertrand b 【文题(必填)】 Hedging weather risk and coordinating supply chains 【年份(必填)】 2018 【全文链接或数据库名称(选填)】https://www.sciencedir ...2019-3-29 18:23 - timesever - 求助成功区
Optimal currency hedging under loss aversion
4 个回复 - 658 次查看 【作者(必填)】RA Albuquerque 【文题(必填)】Optimal currency hedging under loss aversion 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://www.baidu.com/link?url=pW1Sqj5-_Tf79MgK80yuc6R ...2015-4-8 13:37 - 迷途mitu - 求助成功区
4 个回复 - 658 次查看 【作者(必填)】RA Albuquerque 【文题(必填)】Optimal currency hedging under loss aversion 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://www.baidu.com/link?url=pW1Sqj5-_Tf79MgK80yuc6R ...2015-4-8 13:37 - 迷途mitu - 求助成功区
Fundamentals and Advanced Techniques in Derivatives Hedging
0 个回复 - 877 次查看 Fundamentals and Advanced Techniques in Derivatives HedgingAuthors: Bouchard, Bruno, Chassagneux, Jean-François ISBN 978-3-319-38988-2 Springer 2016 This book covers the theory of derivatives ...2019-2-16 01:07 - SleepyTom - 金融工程（数量金融）与金融衍生品
0 个回复 - 877 次查看 Fundamentals and Advanced Techniques in Derivatives HedgingAuthors: Bouchard, Bruno, Chassagneux, Jean-François ISBN 978-3-319-38988-2 Springer 2016 This book covers the theory of derivatives ...2019-2-16 01:07 - SleepyTom - 金融工程（数量金融）与金融衍生品
A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Ident
2 个回复 - 891 次查看 【作者(必填)】René Caldentey, Martin Haugh 【文题(必填)】A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers 【年份(必填)】2017 【全文链接或数据库名 ...2019-2-8 00:09 - dreamtree - 求助成功区
2 个回复 - 891 次查看 【作者(必填)】René Caldentey, Martin Haugh 【文题(必填)】A Cournot-Stackelberg Model of Supply Contracts with Financial Hedging and Identical Retailers 【年份(必填)】2017 【全文链接或数据库名 ...2019-2-8 00:09 - dreamtree - 求助成功区
Integrated Production Planning and Risk Hedging
2 个回复 - 608 次查看 【作者(必填)】Liao Wang, David D. Yao 【文题(必填)】Integrated Production Planning and Risk Hedging 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.nowpublishers.com/article/Deta ...2019-2-8 00:02 - dreamtree - 求助成功区
2 个回复 - 608 次查看 【作者(必填)】Liao Wang, David D. Yao 【文题(必填)】Integrated Production Planning and Risk Hedging 【年份(必填)】2017 【全文链接或数据库名称(选填)】https://www.nowpublishers.com/article/Deta ...2019-2-8 00:02 - dreamtree - 求助成功区
Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluct
2 个回复 - 800 次查看 【作者(必填)】Caner Canyakmaz, Fikri Karaesmen, Süleyman Özekici 【文题(必填)】Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations 【年份(必填)】2017 ...2019-2-8 00:06 - dreamtree - 求助成功区
2 个回复 - 800 次查看 【作者(必填)】Caner Canyakmaz, Fikri Karaesmen, Süleyman Özekici 【文题(必填)】Minimum-Variance Hedging for Managing Risks in Inventory Models with Price Fluctuations 【年份(必填)】2017 ...2019-2-8 00:06 - dreamtree - 求助成功区
Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures, Optio
36 个回复 - 7464 次查看 A guide to using the VIX to forecast and trade marketsKnown as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the ove ...2015-1-30 00:33 - 大家开心 - 金融学（理论版）
36 个回复 - 7464 次查看 A guide to using the VIX to forecast and trade marketsKnown as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the ove ...2015-1-30 00:33 - 大家开心 - 金融学（理论版）
独家首发 + Hedging Commodities: A practical guide to hedging strategies with fut
32 个回复 - 4295 次查看 独家首发 + Hedging Commodities: A practical guide to hedging strategies with futures and options +epub Hedging Commodities: A practical guide to hedging strategies with futures and options 商品 ...2018-10-28 13:24 - GKINGLIU - 金融学（理论版）
32 个回复 - 4295 次查看 独家首发 + Hedging Commodities: A practical guide to hedging strategies with futures and options +epub Hedging Commodities: A practical guide to hedging strategies with futures and options 商品 ...2018-10-28 13:24 - GKINGLIU - 金融学（理论版）
急求美国会计准则一份：ASC 815, Derivatives and Hedging
4 个回复 - 2951 次查看 急求美国会计准则一份：ASC 815, Derivatives and Hedging，非常感谢！2013-11-7 17:27 - baobeizhu163 - 求助成功区
4 个回复 - 2951 次查看 急求美国会计准则一份：ASC 815, Derivatives and Hedging，非常感谢！2013-11-7 17:27 - baobeizhu163 - 求助成功区
免费下载The hedging e§ectiveness of electricity futures
3 个回复 - 2061 次查看 Mara Madaleno* and Carlos Pinho** October 9, 20082010-6-22 23:07 - zhichao60 - 金融工程（数量金融）与金融衍生品
3 个回复 - 2061 次查看 Mara Madaleno* and Carlos Pinho** October 9, 20082010-6-22 23:07 - zhichao60 - 金融工程（数量金融）与金融衍生品
Hedging With Financial Futures for Institutional Investors:
5 个回复 - 1825 次查看 Hedging With Financial Futures for Institutional Investors: From Theory to Practice by stephen figlewski [*]Hardcover: 200 pages[*]Publisher: Ballinger Pub Co[*]Language: English[*]ISBN-10: 0887 ...2010-11-28 11:02 - gradysum - 金融学（理论版）
5 个回复 - 1825 次查看 Hedging With Financial Futures for Institutional Investors: From Theory to Practice by stephen figlewski [*]Hardcover: 200 pages[*]Publisher: Ballinger Pub Co[*]Language: English[*]ISBN-10: 0887 ...2010-11-28 11:02 - gradysum - 金融学（理论版）
hedging, corporate governance and firm value (2017)
6 个回复 - 752 次查看 hedging, corporate governance and firm value (2017)2018-8-21 08:27 - loneshark - 投资人（实务版）
6 个回复 - 752 次查看 hedging, corporate governance and firm value (2017)2018-8-21 08:27 - loneshark - 投资人（实务版）
Pricing and Hedging Swaps
8 个回复 - 3313 次查看 Pricing and Hedging Swaps ISBN: 978 1 85564 052 8 No. of Pages: 245 Author(s): Paul Miron & Philip Swannell Publisher: Euromoney Books This book explains both the basic and advanced princ ...2010-3-21 00:25 - martinnyj - 金融学（理论版）
8 个回复 - 3313 次查看 Pricing and Hedging Swaps ISBN: 978 1 85564 052 8 No. of Pages: 245 Author(s): Paul Miron & Philip Swannell Publisher: Euromoney Books This book explains both the basic and advanced princ ...2010-3-21 00:25 - martinnyj - 金融学（理论版）
求英文版The mathematics of Finance:Modeling and Hedging
2 个回复 - 4199 次查看 机械工业出版社出版蔡明超翻译的《金融数学》的英文原著 书名是The mathematics of Finance:Modeling and Hedging 作者是Joseph Stampfli，Victor Goodman 论坛大部分提供的都是中文版，也有人提供过英文原著下载 ...2011-7-4 10:30 - xxls82 - 文献求助专区
2 个回复 - 4199 次查看 机械工业出版社出版蔡明超翻译的《金融数学》的英文原著 书名是The mathematics of Finance:Modeling and Hedging 作者是Joseph Stampfli，Victor Goodman 论坛大部分提供的都是中文版，也有人提供过英文原著下载 ...2011-7-4 10:30 - xxls82 - 文献求助专区
Valuation, Hedging and Speculation in Competitive Electricity Markets
2 个回复 - 605 次查看 【作者(必填)】Petter L. Skantze , Marija Ilic 【文题(必填)】Valuation, Hedging and Speculation in Competitive Electricity Markets: A Fundamental Approach 【年份(必填)】2001 【全文链接或 ...2018-3-29 22:00 - johnzi0128 - 求助成功区
2 个回复 - 605 次查看 【作者(必填)】Petter L. Skantze , Marija Ilic 【文题(必填)】Valuation, Hedging and Speculation in Competitive Electricity Markets: A Fundamental Approach 【年份(必填)】2001 【全文链接或 ...2018-3-29 22:00 - johnzi0128 - 求助成功区
Energy Trading and Risk Management: Trading, Hedging and Risk Management Strateg
0 个回复 - 746 次查看 【作者(必填)】Steven Berley 【文题(必填)】Energy Trading and Risk Management: Trading, Hedging and Risk Management Strategies to Software for Energy & Commodity Markets 【年份(必填)】2016 【全文 ...2018-3-29 22:11 - johnzi0128 - 文献求助专区
0 个回复 - 746 次查看 【作者(必填)】Steven Berley 【文题(必填)】Energy Trading and Risk Management: Trading, Hedging and Risk Management Strategies to Software for Energy & Commodity Markets 【年份(必填)】2016 【全文 ...2018-3-29 22:11 - johnzi0128 - 文献求助专区
the mathematics of finance ：modeling and hedging
8 个回复 - 4475 次查看 【作者(必填)】 Joseph Stampfli ；Victor Goodman[/backcolor] 【文题(必填)】 《the mathematics of finance ：modeling and hedging》 【年份(必填)】 2001年 【全文链接或数据库名称(选填)】http://www.ta ...2013-6-8 09:14 - scxz - 文献求助专区
8 个回复 - 4475 次查看 【作者(必填)】 Joseph Stampfli ；Victor Goodman[/backcolor] 【文题(必填)】 《the mathematics of finance ：modeling and hedging》 【年份(必填)】 2001年 【全文链接或数据库名称(选填)】http://www.ta ...2013-6-8 09:14 - scxz - 文献求助专区
ccounting for Derivatives Advanced Hedging under Iacc.pdf
1 个回复 - 650 次查看 Calculus Single and Multivariable (7th Edition)2018-1-16 04:31 - Simmon23 - 商学院
1 个回复 - 650 次查看 Calculus Single and Multivariable (7th Edition)2018-1-16 04:31 - Simmon23 - 商学院
金融会计Accounting for Risk, Hedging and Complex Contracts by A. Rashad Abdel-Kh
11 个回复 - 2698 次查看 Review"The accounting for derivatives and complex contracts has been and is a great challenge for executives, accountants, and auditors. The need for better explication and clarification of the laby ...2016-9-12 22:57 - gujun1225 - 会计与财务管理
11 个回复 - 2698 次查看 Review"The accounting for derivatives and complex contracts has been and is a great challenge for executives, accountants, and auditors. The need for better explication and clarification of the laby ...2016-9-12 22:57 - gujun1225 - 会计与财务管理
Dynamic Hedging-managing vanilla and exotic options_Nassim Taleb
6 个回复 - 5556 次查看 很经典的期权实战教材，作者是个资深option trader 数学公式很少，更多的是交易经验的传授2014-5-16 10:05 - cerciwonnow - 金融工程（数量金融）与金融衍生品
6 个回复 - 5556 次查看 很经典的期权实战教材，作者是个资深option trader 数学公式很少，更多的是交易经验的传授2014-5-16 10:05 - cerciwonnow - 金融工程（数量金融）与金融衍生品
Coordinating operational policy with financial hedging for risk-averse firms
3 个回复 - 602 次查看 【作者(必填)】Ni, Jian 【文题(必填)】Coordinating operational policy with financial hedging for risk-averse firms 【年份(必填)】2016 【全文链接或数据库名称(选填)】2017-11-26 09:40 - sailing3200 - 求助成功区
3 个回复 - 602 次查看 【作者(必填)】Ni, Jian 【文题(必填)】Coordinating operational policy with financial hedging for risk-averse firms 【年份(必填)】2016 【全文链接或数据库名称(选填)】2017-11-26 09:40 - sailing3200 - 求助成功区
Equity-Linked Life Insurance: Partial Hedging Methods
10 个回复 - 2156 次查看 English | 2017 | ISBN: 1482240262 | 212 pages | PDF | 2,7 MB This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contract ...2017-10-17 11:24 - igs816 - Forum
10 个回复 - 2156 次查看 English | 2017 | ISBN: 1482240262 | 212 pages | PDF | 2,7 MB This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contract ...2017-10-17 11:24 - igs816 - Forum
Foreign Exchange Derivatives - Advanced Hedging and Trading Techniques
6 个回复 - 1270 次查看 Foreign Exchange Derivatives - Advanced Hedging and Trading Techniques by Dr. A. A. Kotz′e Financial Chaos Theory Pty. Ltd. March 2011 Abstract Instruments traded in the financial markets ...2017-8-23 23:51 - martinnyj - 金融学（理论版）
6 个回复 - 1270 次查看 Foreign Exchange Derivatives - Advanced Hedging and Trading Techniques by Dr. A. A. Kotz′e Financial Chaos Theory Pty. Ltd. March 2011 Abstract Instruments traded in the financial markets ...2017-8-23 23:51 - martinnyj - 金融学（理论版）
Andrew W.Lo:Pricing and Hedging Derivative Securities in Incomplete Markets
1 个回复 - 1343 次查看 Given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based, we solve the dynamic replication ...2013-5-18 00:10 - delphy_crystal - 金融学（理论版）
1 个回复 - 1343 次查看 Given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based, we solve the dynamic replication ...2013-5-18 00:10 - delphy_crystal - 金融学（理论版）
