Portfolio valuation and hedging using derivatives and complex structured products
Authors | |
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Year of publication | 2008 |
Type | Article in Proceedings |
Conference | Derivatives and risk management |
MU Faculty or unit | |
Citation | |
Field | Economy |
Keywords | portfolio; hedging; derivate; structured products |
Description | Portfolio valuation and hedging using derivatives and structured products. Use of derivatives for hedging purposes as well as the impact of the new EU regulation. |