Category:Accounting and Finance
Table Of Contents: Volume 11 Issue 4
The paper aims to explore a risk‐finance context in which less information may be preferable to more information.
The paper aims to examine theoretically valuation of weather derivatives and their hedging roles in corporate risk management.
Delta hedging a portfolio of servicing rights under gamma and vega constraints with optimal fixed income securitiesAnne Zissu, Carlos Ortiz, Charles Stone
The aim of this paper is to develop the optimal delta hedge for a portfolio of mortgage servicing rights (MSR) under the constraint of a zero‐gamma in order to avoid costs…
The purpose of this paper is to discuss a widespread idea in the financial literature: information in financial markets is free. Indeed, whenever an investor wants to…
The purpose of this paper is to associate a probabilistic confidence with the stock market interval forecasts obtained with the interval least squares (ILS) algorithm. The…
The purpose of this paper is to outline a new approach to risk management that will create an innovative marketplace mechanism to deal with risk.
Online date, start – end:1999
Copyright Holder:Emerald Publishing Limited
Merged from:Balance Sheet
- Prof Bonnie Buchanan