Risk Management and Financial Derivatives:An Overview

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Summary, etc.：: Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is the expansion of financial deriv...

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Material Type: 文書・図像類
Title: Risk Management and Financial Derivatives:An Overview
Author/Editor: McAleer, Michael
Hammoudeh, Shawkat
Author Heading: McAleer, Michael
Hammoudeh, Shawkat
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2012-04
Publication Date (W3CDTF): 2012-04
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 816
Volume: 816
Text Language Code: eng
Subject Heading: Risk management
Optimal portfolios
Financial derivatives
Financial econometrics
Options
Futures
Volatility
Spillovers
Hedging
Default
Risk premia
Complete markets
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP816.pdf/ comment：fulltext
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/155280/1/DP816.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ