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SSRN eLibrary Statistics:

Papers & Authors:
Abstracts: 484,422
Full Text Papers: 393,787
Authors: 226,737
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  Last 12 months: 		68,988

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Last 12 months: 11,186,475
Last 30 days: 1,057,634

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  Footnotes: 		77,812
Total Footnotes: 8,534,471


SSRN eLibrary Search Results
JEL Code: G13
1,852,486 Total downloads
Showing Papers 1,501 - 1,550 of 4,932
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Incl. Electronic Paper Product Development with Value-Enhancing Options
Nicos Koussis , Lenos Trigeorgis and Spiros Martzoukos
University of Cyprus , University of Cyprus - Department of Public and Business Administration and University of Cyprus - Department of Public and Business Administration
Date Posted: March 23, 2007
Working Paper Series
118 downloads

Incl. Electronic Paper Procyclicality, Collateral Values and Financial Stability
Bank of England Working Paper No. 304
 Prasanna Gai , Peter Kondor and Nicholas Vause
Bank of England , Central European University (CEU) and Bank for International Settlements Staff
Date Posted: September 28, 2006
Working Paper Series
175 downloads

Incl. Electronic Paper Procyclical Leverage and Endogenous Risk
 Jon Danielsson , Hyun Song Shin and Jean-Pierre Zigrand
London School of Economics - Department of Accounting and Finance , Princeton University - Department of Economics and London School of Economics - Department of Finance and Financial Markets Group
Date Posted: March 17, 2009
Last Revised: October 05, 2012
Working Paper Series
605 downloads

Incl. Electronic Paper Procurement and Distribution Policies in a Distributive Supply Chain in the Presence of Commodity Markets
 Ankur Goel and Genaro Gutierrez
Case Western Reserve University - Weatherhead School of Management and University of Texas at Austin - Red McCombs School of Business
Date Posted: September 11, 2007
Last Revised: May 03, 2012
Working Paper Series
312 downloads

Incl. Electronic Paper Probability Weighting Functions Implied in Options Prices
 Valery Polkovnichenko and Feng Zhao
Federal Reserve Board and University of Texas at Dallas - Jindal School of Management
Date Posted: December 15, 2012
Working Paper Series
36 downloads

Probabilities and Values of Early Exercise: Spot and Futures Foreign Currency Options
THE J. OF DERIVATIVES, Fall 1995
 James N. Bodurtha and Georges R. Courtadon
Georgetown University - Department of Finance and Morgan Stanley
Date Posted: May 16, 2000
Accepted Paper Series

Incl. Electronic Paper Private Equity Arrangements as Real Options
Midwest Finance Association 2012 Annual Meetings Paper
 John W. Kensinger
University of North Texas
Date Posted: September 19, 2011
Working Paper Series
80 downloads

Incl. Electronic Paper Principal Measures of Investment Risk: The Price Density Function - A Tool for Finding Volatility, Sensitivity, Duration, Convexity
 Tinashe Mangoro
Independent
Date Posted: April 05, 2013
Working Paper Series
23 downloads

Incl. Electronic Paper Pricings and Hedgings of the Perpetual Russian Options
 Weiping Li and Su
Oklahoma State University and Oklahoma State University
Date Posted: October 21, 2011
Working Paper Series
48 downloads

Incl. Electronic Paper Pricing, No-arbitrage Bounds and Robust Hedging of Installment Options
EFMA 2001 Lugano Meetings
 Mark Davis , Walter Schachermayer and Robert Tompkins
Vienna University of Technology - Financial and Actuarial Mathematics Research Group , Vienna University of Technology and Business School of Finance & Management (HfB) - Bankakademie Group
Date Posted: March 09, 2001
Working Paper Series
369 downloads

Incl. Electronic Paper Pricing, Hedging and Optimally Designing Derivatives via Minimization of Risk Measures
VOLUME ON INDIFFERENCE PRICING, Rene Carmona, ed., Princeton University Press
 Pauline M. Barrieu and Nicole El Karoui
London School of Economics and Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Date Posted: March 17, 2009
Accepted Paper Series
271 downloads

Pricing Weather Derivative: An Equilibrium Approach
 Melanie Cao and Jason Zhanshun Wei
York University - Schulich School of Business and University of Toronto - Rotman School of Management
Date Posted: September 20, 1999
Working Paper Series

Incl. Electronic Paper Pricing Vulnerable Options Under Stochastic Assets and Liabilities
 Yu-Chung Liu and Shu-Ing Liu
affiliation not provided to SSRN and Shih Hsin University - Department of Finance
Date Posted: March 25, 2009
Working Paper Series
94 downloads

Incl. Electronic Paper Pricing Vulnerable Options by Binomial Trees
 Shu-Ing Liu and Yu-Chung Liu
Shih Hsin University - Department of Finance and affiliation not provided to SSRN
Date Posted: March 21, 2009
Working Paper Series
106 downloads

Incl. Electronic Paper Pricing Vulnerable European Options With Stochastic Default Barriers
IMA Journal of Management Mathematics, Vol. 18, No. 4, pp. 315-329, 2007
 C. H. Hui , C.F. Lo and K. C. Ku
Hong Kong Monetary Authority - Research Department , Chinese University of Hong Kong (CUHK) and Chinese University of Hong Kong (CUHK)
Date Posted: May 31, 2007
Accepted Paper Series
116 downloads

Incl. Electronic Paper Pricing Vulnerable Claims in a Lévy Driven Model
 Agostino Capponi , Stefano Pagliarani and Tiziano Vargiolu
Purdue University - School of Industrial Engineering , University of Padua - Department of Pure and Applied Mathematics and University of Padua - Department of Pure and Applied Mathematics
Date Posted: November 18, 2012
Working Paper Series
22 downloads

Incl. Electronic Paper Pricing Vulnerable Black-Scholes Options With Dynamic Default Barriers
Journal of Derivatives, Vol. 10. No. 4, pp. 62-69, 2003
 C. H. Hui , C.F. Lo and H. C. Lee
Hong Kong Monetary Authority - Research Department , Chinese University of Hong Kong (CUHK) and Department of Physics
Date Posted: May 09, 2007
Accepted Paper Series
150 downloads

Pricing via Multiplicative Price Decomposition
THE J. OF FINANCIAL ENGINEERING, Vol. 4 No. 3, September 1995
 Robert J. Elliott and William C. Hunter
University of Calgary - Haskayne School of Business and Tippie College of Business
Date Posted: May 14, 2000
Accepted Paper Series

Incl. Electronic Paper Pricing Variance Swaps with Cash Dividends
 Timothy Klassen
Getco LLC
Date Posted: October 24, 2008
Working Paper Series
554 downloads

Incl. Electronic Paper Pricing Variance and Volatility Swaps in a Stochastic Volatility Model with Regime Switching: Discrete Observations Case
 Guang-Hua Lian and Robert J. R. Elliott
University of South Australia - School of Commerce and affiliation not provided to SSRN
Date Posted: May 23, 2012
Working Paper Series
47 downloads

Incl. Electronic Paper Pricing Timer Options
Journal of Computational Finance, Vol. 15, No. 1, 2011
 Carole Bernard and Zhenyu Cui
University of Waterloo and University of Waterloo
Date Posted: May 19, 2010
Last Revised: January 24, 2012
Accepted Paper Series
585 downloads

Pricing the Strategic Value of Putable Securities in Liquidity Crises
Journal of Financial Economics, Vol. 59, No. 1, January 2001
 Alexander David
University of Calgary - Haskayne School of Business
Date Posted: January 13, 2001
Accepted Paper Series

Incl. Electronic Paper Pricing the SPI Futures Call Option Contract Using the Asay Model
 Chakriya Bowman
Australian National University - Crawford School of Economics and Government
Date Posted: July 27, 2000
Working Paper Series
239 downloads

Pricing the Risks of Default
94-16-B
 Dilip B. Madan and Haluk Unal
University of Maryland - Robert H. Smith School of Business and University of Maryland - Robert H. Smith School of Business
Date Posted: May 05, 1995
Working Paper Series

Incl. Electronic Paper Pricing the Risk of Recovery in Default with APR Violation
 Haluk Unal , Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business , Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Date Posted: April 14, 2002
Working Paper Series
244 downloads

Pricing the Risk of Recovery in Default with APR Violation
Journal of Banking and Finance, Forthcoming
 Haluk Unal , Levent Guntay and Dilip B. Madan
University of Maryland - Robert H. Smith School of Business , Federal Deposit Insurance Corporation (FDIC) and University of Maryland - Robert H. Smith School of Business
Date Posted: June 26, 2002
Accepted Paper Series

Incl. Electronic Paper Pricing the Defeasance Option in Securitized Commercial Mortgages

 Martin Dierker , Daniel C. Quan and Walter N. Torous
University of Houston - C.T. Bauer College of Business , Cornell University - School of Hotel Administration and University of California, Los Angeles (UCLA) - Finance Area
Date Posted: July 23, 2004
Working Paper Series
247 downloads

Pricing the Commonality Across Alternative Measures of Liquidity
Journal of Financial Economics (JFE), Vol. 87, No. 1, 2008
 Robert A. Korajczyk and Ronnie Sadka
Northwestern University - Kellogg School of Management and Boston College - Carroll School of Management
Date Posted: January 15, 2008
Accepted Paper Series

Incl. Electronic Paper Pricing the Commonality Across Alternative Measures of Liquidity
 Robert A. Korajczyk and Ronnie Sadka
Northwestern University - Kellogg School of Management and Boston College - Carroll School of Management
Date Posted: May 11, 2006
Working Paper Series
1188 downloads

Pricing the CBOT T-Bonds Futures
 Ramzi Ben-Abdallah , Hatem Ben Ameur and Michèle Breton
University of Quebec at Montreal - School of Management - Department of Finance , HEC Montreal - Department of Management Sciences and HEC Montreal - Department of Management Sciences
Date Posted: January 23, 2009
Working Paper Series

Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models
B366
 Dietmar Leisen
University of Mainz - Department of Banking
Date Posted: July 03, 1998
Working Paper Series

Incl. Electronic Paper Pricing Synthetic CDO Tranches in a Model with Default Contagion Using the Matrix-Analytic Approach
 Alexander Herbertsson
University of Gothenburg - Department of Economics/Centre for Finance
Date Posted: February 09, 2007
Last Revised: July 25, 2008
Working Paper Series
547 downloads

Incl. Electronic Paper Pricing Swaptions within the Affine Framework
Washington University Department of Finance WP
 Pierre Collin-Dufresne and Robert S. Goldstein
Columbia Business School - Finance and Economics and University of Minnesota - Twin Cities - Carlson School of Management
Date Posted: May 09, 2001
Working Paper Series
605 downloads

Incl. Electronic Paper Pricing Swaptions and Coupon Bond Options in Affine Term Structure Models
 David Schrager and Antoon Pelsser
ING Group and Maastricht University
Date Posted: December 11, 2004
Working Paper Series
1110 downloads

Incl. Electronic Paper Pricing Swaps Including Funding Costs
 Antonio Castagna
Iason Ltd.
Date Posted: July 31, 2011
Last Revised: January 31, 2012
Working Paper Series
277 downloads

Incl. Electronic Paper Pricing Swap Credit Risk with Copulas
EFMA 2004 Basel Meetings Paper
 Umberto Cherubini
University of Bologna - Department of Mathematical Economics
Date Posted: May 07, 2004
Working Paper Series
532 downloads

Incl. Electronic Paper Pricing Summer Days Options by Good - Deal Bounds
 Takashi Kanamura and Kazuhiko Ohashi
J-POWER and Hitotsubashi University - Graduate School of International Corporate Strategy
Date Posted: November 20, 2007
Working Paper Series
103 downloads

Incl. Electronic Paper Pricing Strongly Path-Dependent Options in Libor Market Models without Simulation
 Chris Kenyon
Lloyds Banking Group - Wholesale Banking & Markets
Date Posted: August 26, 2008
Working Paper Series
351 downloads

Pricing Strategy and Financial Policy
 Sudipto Dasgupta and Sheridan Titman
Hong Kong University of Science & Technology (HKUST) - Department of Finance and University of Texas at Austin - Department of Finance
Date Posted: May 25, 1998
Working Paper Series

Incl. Electronic Paper Pricing Stock Options with Stochastic Interest Rate
 Menachem (Meni) Abudy and Yehuda (Yud) Izhakian
Graduate School of Business Administration - Bar Ilan University and New York University (NYU) - Leonard N. Stern School of Business
Date Posted: October 03, 2011
Working Paper Series
327 downloads

Pricing S&P 500 Index Options Using a Hilbert Space Basis
FRB Atlanta Working Paper #96-21
 Peter A. Abken , Dilip B. Madan and B. Sailesh Ramamurtie
Bank of America , University of Maryland - Robert H. Smith School of Business and affiliation not provided to SSRN
Date Posted: May 02, 1997
Working Paper Series

Incl. Electronic Paper Pricing Rule for Random Volatility with Uncertainty and a Correction of the Volatility Smile
 Nikolai Dokuchaev
Curtin University of Technology
Date Posted: May 24, 2004
Working Paper Series
119 downloads

Incl. Electronic Paper Pricing Risk Under Risk Measures: An Introduction to Stochastic-Endogenous Equilibria
 Daniel Ralph and Yves Smeers
University of Cambridge - Judge Business School and Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE)
Date Posted: August 04, 2011
Working Paper Series
110 downloads

Incl. Electronic Paper Pricing Real Options under the CEV Diffusion
Journal of Futures Markets, Vol. 31, No. 3, pp. 230-250, 2011
 José Carlos Dias and João Pedro Vidal Nunes
ISCAC Business School and ISCTE Business School
Date Posted: March 05, 2008
Last Revised: March 17, 2011
Accepted Paper Series
323 downloads

Pricing Rate of Return Guarantees in Regular Premium Unit Linked Insurance
Insurance Mathematics and Economics, Vol. 35, pp. 369-398, 2004
 David Schrager and Antoon Pelsser
ING Group and Maastricht University
Date Posted: December 11, 2004
Accepted Paper Series

Pricing Property Index Linked Swaps With Counterparty Default Risk
Journal of Real Estate Finance and Economics, Vol. 36, No. 1, 2007
 Kanak Patel and Ricardo Pereira
University of Cambridge - Department of Land Economy and University of Cambridge - Magdalene College
Date Posted: September 11, 2007
Accepted Paper Series

Incl. Electronic Paper Pricing Prepayment Option in C&I Loans at Origination

 Didier Cossin and Hongze Abraham Lu
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 02, 2005
Working Paper Series
453 downloads

Incl. Electronic Paper Pricing Path-Dependent Options with Discrete Monitoring Under Time-Changed Levy Processes
 Yuji Umezawa and Akira Yamazaki
Mizuho-DL Financial Technology Co., Ltd. and Hosei University - Graduate School of Business Administration
Date Posted: September 11, 2012
Last Revised: April 08, 2013
Working Paper Series
74 downloads

Incl. Electronic Paper Pricing Participating Policies with Rate Guarantees and Bonuses
 Yue Kuen Kwok and Chi Chiu Chu
Hong Kong University of Science & Technology - Department of Mathematics and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
Date Posted: January 03, 2005
Working Paper Series
88 downloads

Pricing Parisian Options
Journal of Derivatives, Spring 1999
 Richard J. Haber , Philipp Schönbucher and Paul Wilmott
University of Oxford - Nomura Centre for Mathematical Finance , Swiss Federal Institute of Technology Zurich - Department of Mathematics and University of Oxford - Nomura Centre for Mathematical Finance
Date Posted: June 07, 1999
Accepted Paper Series


 

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