Portfolio valuation and hedging using derivatives and complex structured products
| Authors | |
|---|---|
| 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. |