On the Importance of Asymmetries for Dynamic Hedging during the Subprime Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.1458772 ◽

2009 ◽

Author(s):

Yu-Sheng Lai ◽

Her-Juin Sheu

Keyword(s):

Subprime Crisis ◽

Dynamic Hedging

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On the importance of asymmetries for dynamic hedging during the subprime crisis

Applied Financial Economics ◽

10.1080/09603107.2010.539535 ◽

2011 ◽

Vol 21 (11) ◽

pp. 801-813 ◽

Cited By ~ 3

Author(s):

Yu-Sheng Lai ◽

Her-Jiun Sheu

Keyword(s):

Subprime Crisis ◽

Dynamic Hedging

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The application of structural electricity models for dynamic hedging

The Journal of Energy Markets ◽

10.21314/jem.2017.158 ◽

2017 ◽

pp. 49-77

Author(s):

Cord Harms ◽

Rüdiger Kiesel

Keyword(s):

Dynamic Hedging

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Measuring the error of dynamic hedging: a Laplace transform approach

The Journal of Computational Finance ◽

10.21314/jcf.2009.194 ◽

2009 ◽

Vol 13 (2) ◽

pp. 47-72 ◽

Cited By ~ 9

Author(s):

Flavio Angelini ◽

Stefano Herzel

Keyword(s):

Laplace Transform ◽

Dynamic Hedging

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An Analysis of the Implied Probability of Bankruptcy for Chapter 11 Firms and Global Banks Impacted by the Subprime Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.1305328 ◽

2009 ◽

Cited By ~ 1

Author(s):

Antonio Camara ◽

Ivilina Popova ◽

Betty J. Simkins

Keyword(s):

Subprime Crisis ◽

Probability Of Bankruptcy ◽

Global Banks

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On the Efficiency of the Upreit Organizational Form: Implications for the Subprime Crisis and CDO's

SSRN Electronic Journal ◽

10.2139/ssrn.1346354 ◽

2011 ◽

Author(s):

Muhammed Shahid Ebrahim ◽

Ike Mathur

Keyword(s):

Organizational Form ◽

Subprime Crisis

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Could the Trigger to the Subprime Crisis Have Been Predicted? A Mortgage Risk Modeling Approach

SSRN Electronic Journal ◽

10.2139/ssrn.1616697 ◽

2010 ◽

Author(s):

Jose Molina Utrilla ◽

Nick Constantinou

Keyword(s):

Subprime Crisis ◽

Risk Modeling ◽

Modeling Approach ◽

Mortgage Risk

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Contribution of the Subprime Crisis to Changes in the Investment Regulatory Framework, Laws Etc. - Singapore; and Contribution of the Subprime Crisis to Changes in the Investment Regulatory Framework, Laws Etc. Designed by the Respective Central Bank for the Banks - Singapore

SSRN Electronic Journal ◽

10.2139/ssrn.2235499 ◽

2013 ◽

Author(s):

Vaasundhara Bhatia

Keyword(s):

Central Bank ◽

Regulatory Framework ◽

Subprime Crisis

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Mauritius Financial System Stress Index: Estimating the Costs of the Subprime Crisis

SSRN Electronic Journal ◽

10.2139/ssrn.2589468 ◽

2015 ◽

Author(s):

Indranarain Ramlall

Keyword(s):

Financial System ◽

Stress Index ◽

Subprime Crisis

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Black Scholes Pricing and Dynamic Hedging

SSRN Electronic Journal ◽

10.2139/ssrn.2719166 ◽

2016 ◽

Author(s):

Ilya I. Gikhman

Keyword(s):

Dynamic Hedging ◽

Black Scholes

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Performance of Dynamic Hedging Strategies: The Tale of Two Trading Desks

SSRN Electronic Journal ◽

10.2139/ssrn.877912 ◽

2006 ◽

Author(s):

Ales Cerny

Keyword(s):

Dynamic Hedging ◽

Hedging Strategies

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