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Showing Papers 1,761 - 1,810 of 4,932
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Predictability in Implied Volatility Surfaces: Evidence from the Euro OTC FX Market European Journal of Finance, Forthcoming
George Chalamandaris
and
Andrianos E. Tsekrekos
Date Posted: May 12, 201276 downloads
Precipitation Modeling and Contract Valuation: A Frontier in Weather Derivatives Journal of Alternative Investments, Vol. 7, No. 2, 2004
Anlong Li ,
Melanie Cao and
Jason Zhanshun Wei
Date Posted: September 22, 2007
Practical Policy Iteration: Generic Methods for Obtaining Rapid and Tight Bounds for Bermudan Exotic Derivatives Using Monte Carlo Simulation
Christopher Beveridge
,
Mark S. Joshi and
Robert Tang
Date Posted: January 23, 2009Last Revised: March 22, 2013873 downloads
Portfolios of American Options Under General Preferences: Results and Counterexamples
Vicky Henderson ,
A. Elizabeth Whalley and
Jia Sun
Date Posted: February 28, 2011Last Revised: October 31, 201184 downloads
Portfolio Selection with Commodities Under Conditional Copulas and Skew Preferences
Carlos González-Pedraz
,
Manuel Moreno and
Juan Ignacio Peña
Date Posted: April 19, 2012Last Revised: November 19, 2012214 downloads
Portfolio Policies with Stock Options
Yuliya Plyakha
and
Grigory Vilkov
Date Posted: March 04, 2008Last Revised: February 15, 2009326 downloads
Portfolio Optimization Using Forward-Looking Information AFA 2013 San Diego Meetings Paper
Alexander Kempf ,
Olaf Korn and
Sven Sassning
Date Posted: February 29, 2012562 downloads
Portfolio Management for a Random Field of Bond Returns
Vladislav Kargin
Date Posted: September 16, 2002325 downloads
Portfolio Insurance Strategies : OBPI versus CPPI Finance, Vol. 26, No.1, pp 5-32, 2005
Philippe Bertrand and
Jean-Luc Prigent
Date Posted: June 09, 2008
Portfolio Insurance for the Small Investor in Switzerland (J. of Derivatives, Spring 1996)
Walter Wasserfallen
Date Posted: May 14, 2000
Portfolio Effects and Valuation of Weather Derivatives Financial Review, Vol. 41, No. 1, February 2006
Patrick L. Brockett ,
Mulong Wang
,
Charles C. Yang
and
Hong Zou
Date Posted: November 10, 2005
Portfolio Credit Derivatives Based on Rating Migration
Nicolas Gisiger
affiliation not provided to SSRN
Date Posted: February 25, 2009Last Revised: March 10, 2009155 downloads
Portfolio Based Risk Pricing: Pricing Long Term Put Options with GJR-GARCH (1,1)/Jump Diffusion Process
Dajiang Guo and
Sergei Esipov
Date Posted: January 02, 1999960 downloads
Portability vs Asset Price and Contribution Risk: A Continuous-Time Expected Utility Comparisons of DB and DC Pension Plans
An Chen
and
Filip Uzelac
Date Posted: October 19, 2012Last Revised: February 27, 201318 downloads
Policy Responses to Dislocations in the FX Swap Market: The Experience of Korea BIS Quarterly Review, June 2010
Naohiko Baba
and
Ilhyock Shim
Date Posted: July 01, 201070 downloads
Pitfalls in Estimating Jump-Diffusion Models
Peter Honore
Date Posted: February 24, 1998801 downloads
Pinning in the S&P 500 Futures Journal of Financial Economics (JFE), 106, December 2012, 566-585
Benjamin Golez and
Jens Carsten Jackwerth
Date Posted: August 25, 2010Last Revised: February 13, 2013179 downloads
Physical and Financial Virtual Power Plants
Bert Willems
Date Posted: September 27, 2005264 downloads
Perturbative Expansion Technique for Non-Linear FBSDEs With Interacting Particle Method
Masaaki Fujii
and
Akihiko Takahashi
Date Posted: April 13, 2012Last Revised: April 23, 201249 downloads
Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility
Masaaki Fujii
and
Akihiko Takahashi
Date Posted: February 05, 2012Last Revised: February 06, 201240 downloads
Perspectives: Interest Rate Swaps - Accounting vs. Economics Financial Analysts Journal, Vol. 63, No. 2, p. 15, 2007
Ira G. Kawaller
Date Posted: April 15, 2007
Perspectives - Revenue Recognition Certificates: A New Security Financial Analysts Journal, Vol. 62, No. 4, pp. 20-30, July/August 2006
Raymond A. LeClair
and
Evan Schulman
Date Posted: August 08, 2006
Persistence Characteristics of the Chinese Stock Markets International Review of Financial Analysis, Vol. 17, No. 1, pp. 64-82, 2008
Cornelis A. Los and
Bing Yu
Date Posted: June 02, 2008
Persistence Characteristics of the Chinese Stock Markets
Cornelis A. Los and
Bing Yu
Date Posted: August 24, 2005288 downloads
Perpetual American Options in a Diffusion Model with Piecewise-Linear Coefficients
Pavel V. Gapeev
and
Neofytos Rodosthenous
Date Posted: August 03, 201131 downloads
Permanent and Transitory Price Shocks in Commodity Futures Markets and Their Relation to Storage and Speculation
Marco Haase ,
Yvonne Seiler
and
Heinz Zimmermann
Date Posted: March 05, 201331 downloads
Performance-Sensitive Government Bonds Midwest Finance Association 2013 Annual Meeting Paper
Matthias Bank
,
Alexander Kupfer
and
Rupert Sendlhofer
Date Posted: October 25, 2011Last Revised: January 25, 2013134 downloads
Performance Regularity: A New Class of Executive Compensation Packages Asia-Pacific Financial Markets, Forthcoming
Carole Bernard
and
Olivier Le Courtois
Date Posted: January 23, 201277 downloads
Performance Persistence for Managed Futures
B. Wade Brorsen and
John Townsend
Date Posted: August 11, 1998
Performance Persistence and the Source of Returns for Hedge Funds Oklahoma State U, Agricultural Economics Working Paper
Ardian Harri and
B. Wade Brorsen
Date Posted: August 26, 2002840 downloads
Performance of Time-Varying Correlation Estimation Methods
Ahmet Karagozoglu
and
Michael Jacobs Jr.
Date Posted: June 23, 2008Last Revised: February 15, 201070 downloads
Performance Maximization of Actively Managed Funds CEPR Discussion Paper No. DP7676
Paolo Guasoni ,
Gur Huberman and
Zhenyu Wang
Date Posted: February 10, 20103 downloads
Performance Maximization of Actively Managed Funds FRB of New York Staff Report No. 427
Paolo Guasoni ,
Gur Huberman and
Zhenyu Wang
Date Posted: January 21, 2010133 downloads
Pension Deals and Value-Based ALM
Niels Kortleve
Date Posted: May 13, 201243 downloads
Penny Ante: Are Commissions Paid on 'Plain Vanilla', 10b-18 Corporate Stock Repurchases Reasonable? Microtune Case Study
M. A. Gumport
Date Posted: January 16, 200960 downloads
Pecuniary Externalities of Futures Trading and Constrained Suboptimality JAPANESE JOURNAL OF FINANCIAL ECONOMICS, Vol 1 No 1 December 1994
Makoto Yano
Date Posted: May 24, 2000
PDE Pricing for BGM
Raoul Pietersz
Date Posted: March 11, 2002806 downloads
Paying for Minimum Interest Rate Guarantees: Who Should Compensate Who? EFMA 2000 Athens
Bjarne Astrup Jensen and
Carsten Sørensen
Date Posted: November 03, 2000160 downloads
Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB
Jay Au Yeung
Date Posted: August 15, 2010Last Revised: October 18, 2010451 downloads
Path-Dependent Option Valuation When the Underlying Path Is Discontinuous
Chunsheng Zhou
Date Posted: June 11, 1997312 downloads
Path-Conditional Forward Volatility
Alexander Carey
Date Posted: March 01, 2006225 downloads
Path Dependent Options on Yields in the Affine Term Structure Model Finance and Stochastics, Vol. 2, No. 4, 1998
Boris Leblanc and
Olivier Scaillet
Date Posted: October 22, 1998
Path Dependent Option Pricing: The Path Integral Partial Averaging Method AFA 2001 New Orleans Meetings
Andrew Matacz
Date Posted: November 23, 2000547 downloads
Path Dependant Option Pricing under Levy Processes EFA 2005 Moscow Meetings Paper
Conall O'Sullivan
Date Posted: February 25, 2005856 downloads
Patent-Investment Games Under Asymmetric Information
Chi Man Leung
and
Yue Kuen Kwok
Date Posted: June 05, 201047 downloads
Patent Law and Financial Engineering Derivatives Quarterly, Winter 2000
J.B. Heaton III
Date Posted: March 27, 2001
Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections IZA Discussion Paper No. 1996, Stanford University Graduate School of Business Research Paper No. 1928, 1st Annual Conference on Empirical Legal Studies Paper, Federal Reserve Bank of San Francisco Working Paper Series 2006-08
Erik C. Snowberg
,
Justin Wolfers and
Eric Zitzewitz
Date Posted: March 08, 2006102 downloads
Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections CEPR Discussion Paper No. 5591
Justin Wolfers ,
Erik C. Snowberg
and
Eric Zitzewitz
Date Posted: June 28, 200618 downloads
Participating Mortgages and the Efficiency of Financial Intermediation
Muhammed Shahid Ebrahim
,
Mark B. Shackleton and
Rafal M. Wojakowski
Date Posted: February 14, 2009100 downloads
Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures UC Davis Agricultural and Resource Economics Working Paper No. 04-013
Aaron Smith
Date Posted: May 02, 2005268 downloads
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