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JEL Code: G13
1,850,474 Total downloads
Showing Papers 1,101 - 1,150 of 4,933
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Statistical Properties of Derivatives: A Journey in Term Structures International Conference of the French Finance Association (AFFI), May 11-13, 2011
Delphine Lautier
and
Franck Raynaud
Date Posted: May 09, 201151 downloads
Statistical Modeling of Credit Default Swap Portfolios
Rama Cont and
Yu Hang (Gabriel) Kan
Date Posted: April 14, 2011Last Revised: April 25, 2011675 downloads
Statistical Mechanics of Financial Markets: Exponential Modifications to Black-Scholes
Jennifer K. Wilson
Date Posted: April 05, 1999416 downloads
Statistical Arbitrage and Securities Prices Review of Financial Studies, Vol. 16, p. 875-919, 2003
Oleg Bondarenko
Date Posted: April 17, 2003Last Revised: October 12, 2011
Statistical Arbitrage and Securities Prices
Oleg Bondarenko
Date Posted: August 19, 20021777 downloads
Static Replication of Barrier Options: Some General Results
Leif B. G. Andersen ,
Jesper Andreasen and
David A. Eliezer
Date Posted: May 19, 20002330 downloads
Static Options Replication JOURNAL OF DERIVATIVES, Vol 2 No 4
Emanuel Derman ,
Deniz Ergener and
Iraj Kani
Date Posted: November 11, 2000
Static Hedging Under Maturity Mismatch
Philipp A. Mayer
,
Natalie Packham
and
Wolfgang M. Schmidt
affiliation not provided to SSRN
,
Frankfurt School of Finance & Management gemeinnützige GmbH
and
Frankfurt School of Finance & Management Gemeinnützige GmbH
Date Posted: December 14, 201127 downloads
Static Hedging of Timing Risk Journal of Derivatives, Spring 1999
Jean-Francois Picron and
Peter Carr
Date Posted: June 30, 1999
Static Hedging of Standard Options
Peter Carr and
Liuren Wu
Date Posted: September 02, 20041851 downloads
Static Hedging of Defaultable Contingent Claims: A Simple Hedging Scheme Across Equity and Credit Markets International Journal of Theoretical and Applied Finance, Vol. 14, No. 2, 2011
Shuichi Ohsaki
and
Akira Yamazaki
Date Posted: May 12, 2009Last Revised: April 20, 2011288 downloads
Static Hedging and Pricing American Options
San-Lin Chung and
Pai-Ta Shih
Date Posted: March 11, 2008326 downloads
Static Hedges for Reverse Barrier Options with Robustness Against Skew Risk: An Empirical Analysis Quantitative Finance, Vol. 11, No. 5, pp. 711-727, 2011
Maruhn Jan
,
Morten Nalholm
and
Matthias R. Fengler
Date Posted: February 03, 2012
Static and Dynamic Asset Allocation with Higher Moments
Julian M. Williams
and
Christos Ioannidis
Date Posted: January 05, 2007332 downloads
State-Dependent Fees for Variable Annuity Guarantees
Carole Bernard
,
Mary R. Hardy and
Anne MacKay
Date Posted: April 30, 201311 downloads
State Variable Hedging and Individual Stocks: New Evidence for the ICAPM
Martijn Boons
Date Posted: November 10, 201275 downloads
State Prices of Conditional Quantiles: New Evidence on Time-Varying Expected Returns
Konstantinos Metaxoglou
and
Aaron Smith
affiliation not provided to SSRN
and
University of California, Davis - Department of Agricultural and Resource Economics
Date Posted: October 28, 201127 downloads
Start-up Entry Strategies: Employer vs. Nonemployer Firms FEEM Working Paper No. 13.05
Michele Moretto and
Gianpaolo Rossini
Date Posted: February 03, 200591 downloads
Start-Up Firm Valuation: A Real-Options Approach Midwest Finance Association 2012 Annual Meetings Paper
Matthias Bank
and
Katrin Wibmer
Date Posted: September 16, 2011Last Revised: April 05, 2012259 downloads
Standards Setting for Derivatives by the Industry's Technological Community J. OF FINANCIAL ENGINEERING, Vol. 5 No. 3, September 1996
Cathy A. Rusinko and
John O. Matthews
Date Posted: December 05, 1996
Standard Deviation or Variance: The Better Proxy of Risk for Large Hedgers and Speculators in the U.S. Futures Markets
Ikhlaas Gurrib
Date Posted: January 12, 2007148 downloads
Standard & Poor's Depositary Receipts and the Market Quality of S&P 500 Index Futures Applied Econometrics and International Development, Vol. 6, No. 3, 2006
Quentin C Chu
and
Mustafa Mesut Kayali
Date Posted: August 22, 200858 downloads
Staging of Venture Capital Investment: A Real Options Analysis EFMA 2002 London Meetings
Yaowen Hsu
Date Posted: June 06, 20022184 downloads
Staged Venture Capital Contracting with Ratchets and Liquidation Rights
Dietmar Leisen
Date Posted: December 09, 2009Last Revised: August 01, 2011115 downloads
Stable Monte-Carlo Sensitivities of Bermudan Callable Products
Christian P. Fries
Date Posted: April 17, 2009Last Revised: April 22, 2009397 downloads
Spurious Mean-Reversion of Stock Prices in the State-Space Model KAIST Business School Working Paper Series No. 2008-010
Won-hyeok Choi
,
Duk Bin Jun
,
Dong Soo Kim
and
Jaesun Noh
affiliation not provided to SSRN
,
KAIST Business School
,
Korea Advanced Institute of Science and Technology (KAIST) - Department of Management Science
and
Korea Advanced Institute of Science and Technology (KAIST) - Graduate School of Finance
Date Posted: June 02, 2008130 downloads
Spreads, Information Flows and Transparency Across Trading Systems Federal Reserve Bank of Chicago, Issues in Financial Regulation
Paul Kofman and
James T. Moser
Date Posted: September 15, 1999
Spread Risk Premia in Corporate Credit Default Swap Markets
Oliver Entrop
,
Richard Schiemert
and
Marco Wilkens
Date Posted: November 18, 2011Last Revised: May 13, 2013158 downloads
Spot-Futures Spread, Time-Varying Correlation, and Hedging with Currency Futures Journal of Futures Markets, Forthcoming
Donald D. Lien and
Li Yang
Date Posted: February 22, 2006506 downloads
Spot Price Modeling and the Valuation of Electricity Forward Contracts: The Role of Demand and Capacity Journal of Banking and Finance 32, Issue 12, (2008), pp. 2502-2519
Álvaro Cartea and
Pablo Villaplana
Date Posted: October 25, 2007Last Revised: March 11, 20131268 downloads
Spot and Forward Rates of Single Factor Mean Reverting Levy Processes
Paul Edge
Date Posted: March 31, 201230 downloads
SPM Extension
Christian Kamtchueng
Date Posted: August 26, 2012Last Revised: September 17, 201244 downloads
Spider Options and the S&P 500 Index Options Market
Gunther Capelle-Blancard and
Mo Chaudhury
Date Posted: February 06, 2007222 downloads
Speculators, Commodities and Cross-Market Linkages
Bahattin Buyuksahin
and
Michel A. Robe
Date Posted: November 13, 2010Last Revised: November 14, 2012812 downloads
Speculative Securities
Jose M. Marin and
Rohit Rahi
Date Posted: October 12, 2007763 downloads
Speculative Attacks, Forward Market Intervention and the Classic Bear Squeeze IMF Working Paper No. 97/164
Subir Lall
Date Posted: February 15, 200695 downloads
Speculation, Returns, Volume and Volatility in Commodities Futures Markets FEEM (Fondazione Eni Enrico Mattei), Review of Environment, Energy and Economics (Re3), January 2012
Andrea Bastianin
,
Matteo Manera ,
Marcella Nicolini
and
Ilaria Vignati
Date Posted: March 28, 2012149 downloads
Speculation Without Oil Stockpiling as a Signature: A Dynamic Perspective MIT CEEPR Working Paper No. 2010-004
Axel Pierru and
Denis Babusiaux
Date Posted: April 13, 201059 downloads
Speculation and Recent Volatility in the Price of Oil
James Thomas Einloth
Date Posted: October 16, 2009461 downloads
Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates Journal of Futures Markets, Volume 32, Issue 2, pp. 122–151, February 2012, http://dx.doi.org/10.1002/fut.20511,
Aaron Tornell and
Chunming Yuan
Date Posted: February 27, 2013
Specification Analysis of Structural Credit Risk Models AFA 2009 San Francisco Meetings Paper
Jing-Zhi Huang and
Hao Zhou
Date Posted: March 13, 2008Last Revised: July 22, 2009650 downloads
Specification Analysis of Continuous Time Models in Finance Duke Economics Working Paper #95-49
A. Ronald Gallant and
George Tauchen
Date Posted: November 18, 1997414 downloads
Specific Form Tests of Efficiency of the Stock Options Market
Goran Andersson
Date Posted: July 09, 1998
Spanning and Derivative-Security Valuation
Dilip B. Madan and
Gurdip Bakshi
Date Posted: April 07, 19991040 downloads
Spanning and Derivative-Security Valuation Journal of Financial Economics, Vol. 55, Iss. 2
Dilip B. Madan and
Gurdip Bakshi
Date Posted: May 20, 1999
Spanned Stochastic Volatility in Bond Markets: A Reexamination of the Relative Pricing between Bonds and Bond Options BIS Working Paper No. 239
Don H. Kim
Date Posted: April 15, 200878 downloads
Spanned Stochastic Volatility in Bond Markets: A Reexamination of the Relative Pricing between Bonds and Bond Options
Don H. Kim
Date Posted: October 06, 200760 downloads
Soybean Crush Spread Arbitrage: Trading Strategies and Market Efficiency
John B. Mitchell
Date Posted: May 18, 20071159 downloads
Sovereign Risk and Asset and Liability Management-Conceptual Issues IMF Working Paper No. 12/241
Udaibir Das ,
Yinqiu Lu ,
Michael G. Papaioannou and
Iva K. Petrova
Date Posted: November 01, 201265 downloads
Sovereign Default Risk and the US Equity Market
Alexandre Jeanneret
Date Posted: December 05, 2010Last Revised: January 22, 2013264 downloads
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