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Controlling Currency Risk with Options or Forwards · Study

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ChapterControlling Currency Risk with Options or Forwards

Nikolas Topaloglou2008

Chapter2008

Controlling Currency Risk with Options or Forwards

Nikolas Topaloglou · Hercules Vladimirou · Stavros A. Zenios

10 citations·0/0 files stored·Springer optimization and its applications

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Risk Management in Financial Firms Global Financial Crisis and Policies Stochastic processes and financial applications

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References

1952PORTFOLIO SELECTION*1965The Behavior of Stock-Market Prices 2002Conditional value-at-risk for general loss distributions 2000Nonparametric risk management and implied risk aversion 1982Approximate option valuation for arbitrary stochastic processes 1991Downside risk 2000Scenarios for Multistage Stochastic Programs 2003A Heuristic for Moment-Matching Scenario Generation

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Year2008

Typechapter

Published2008-01-01

VenueSpringer optimization and its applications

ISSN-L1931-6828

Languageen

Citations10

Files0 public / 0

ShelfRisk Management in Financial Firms

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doi10.1007/978-0-387-76682-9_9

openalex_workW104925059

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