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JEL Code: G13
1,851,696 Total downloads
Showing Papers 201 - 250 of 4,932
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Valuing Real Options with Implied Binomial Trees
Tom Arnold ,
Timothy Falcon Crack and
Adam Schwartz
Date Posted: January 08, 2005690 downloads
Valuing Real Options with Estimation Error: DCF Versus No-Arbitrage
Ian A. Cooper
Date Posted: September 13, 201278 downloads
Valuing Real Options using Implied Binomial Trees and Commodity Futures Options
Tom Arnold ,
Timothy Falcon Crack and
Adam Schwartz
Date Posted: January 08, 2005866 downloads
Valuing Pilot Projects in a Learning by Investing Framework: An Approximate Dynamic Programming Approach Computers and Operations Research, Forthcoming
Eymen Errais
and
Jeffrey R. Sadowsky
Date Posted: May 02, 200588 downloads
Valuing Options Under Nonlognormality Using Relaxed Lattices
Dasheng Ji
and
B. Wade Brorsen
affiliation not provided to SSRN
and
Oklahoma State University - Stillwater - Department of Agricultural Economics
Date Posted: December 21, 200942 downloads
Valuing Options in Heston's Stochastic Volatility Model: Another Analytical Approach
Robert Frontczak
Date Posted: September 11, 2010114 downloads
Valuing GWBs with Stochastic Interest Rates and Volatility
Sebastian Jaimungal
,
Ryan Donnelly
and
Dmitri Rubisov
Date Posted: January 14, 2012Last Revised: January 19, 2012184 downloads
Valuing Futures and Options on Volatility Working Paper No. 3-94
Andreas Grünbichler and
Francis A. Longstaff
Date Posted: October 01, 1999
Valuing Futures and Options on Volatility Journal of Banking & Finance, 1996, 985-1001; The Journal of Finance, 1995, 974-975
Andreas Grünbichler and
Francis A. Longstaff
Date Posted: September 19, 2001
Valuing Foreign Currency Options with a Mean-Reverting Process: A Study of Hong Kong Dollar International Journal of Finance & Economic, Vol. 13, pp. 118-134, 2008
C. H. Hui ,
C.F. Lo ,
Vincent Yeung
and
Laurence Fung
Date Posted: January 21, 2008Last Revised: March 29, 2011245 downloads
Valuing Finite-Lived Options as Perpetual
Dmitri Faguet and
Peter Carr
Date Posted: October 03, 1996594 downloads
Valuing Exotic Options by Approximating the SPD with Higher Moments The Journal of Financial Engineering, Vol. 7, No. 2, June 1998
Steven E. Posner and
Moshe A. Milevsky
Date Posted: August 10, 1998
Valuing Euro Rating-Triggered Step-Up Telecom Bonds Journal of Derivatives, Spring, pp. 63-80, 2004
Patrick Houweling ,
Albert Mentink
and
Ton Vorst
Date Posted: March 11, 2003227 downloads
Valuing Energy Options in a One Factor Model Fitted to Forward Prices
Les Clewlow and
Chris Strickland
Date Posted: May 24, 19991711 downloads
Valuing Employee Reload Options Under Time Vesting Requirement
Yue Kuen Kwok
and
Min Dai
Date Posted: September 15, 2004131 downloads
Valuing Early Exercise Interest Rate Options with Multi-Factor Affine Models
Sebastian Jaimungal
and
Vladimir Surkov
affiliation not provided to SSRN
Date Posted: March 04, 2010Last Revised: November 05, 2012411 downloads
Valuing Double Barrier Options With Time-Dependent Parameters by Fourier Series Expansion IAENG International Journal of Applied Mathematics, Vol. 36, No. 1, 2007
C.F. Lo and
C. H. Hui
Date Posted: August 27, 2007243 downloads
Valuing Derivatives: Funding Value Adjustments and Fair Value
John C. Hull and
Alan White
Date Posted: April 07, 2013Last Revised: May 01, 201382 downloads
Valuing Defaultable Bonds: An Excursion Time Approach
Martina Nardon
Date Posted: December 01, 200595 downloads
Valuing Corporate Liabilities When the Default Threshold is not an Absorbing Barrier EFMA 2002 London Meetings
Franck Moraux
Date Posted: June 19, 2002441 downloads
Valuing Convertible Bonds with Stock Price, Volatility, Interest Rate, and Default Risk FDIC Center for Financial Research Working Paper Series No. 2008-02
Pavlo Kovalov
and
Vadim Linetsky
Date Posted: March 28, 2008953 downloads
Valuing Catastrophe Derivatives Under Limited Diversification: A Stochastic Dominance Approach
Stylianos Perrakis and
Ali Boloorforoosh
Date Posted: June 24, 201131 downloads
Valuing Catastrophe Derivatives Under Limited Diversification: A Stochastic Dominance Approach Midwest Finance Association 2012 Annual Meetings Paper
Stylianos Perrakis and
Ali Boloorforoosh
Date Posted: September 01, 2011Last Revised: September 12, 201144 downloads
Valuing Catastrophe Bonds by Monte Carlo Simulations Applied Mathematical Finance, Vol. 10, No. 1, 2003
Victor Vaugirard
Date Posted: October 26, 2004
Valuing Asian Options Using Vorst's Approximation
Antonie Kotze
Date Posted: January 09, 201367 downloads
Valuing American Put Options Using Gaussian Quadrature Review of Financial Studies, Vol. 13, Iss. 1
Michael A. Sullivan
Date Posted: October 20, 1999
Valuing American Options Using Fast Recursive Projections Swiss Finance Institute Research Paper No. 12-26
Antonio Cosma
,
Stefano Galluccio
and
O. Scaillet
Date Posted: June 25, 2012Last Revised: June 26, 201294 downloads
Valuing American Options by Simulation: A Simple Least-Squares Approach
Francis A. Longstaff and
Eduardo S. Schwartz
Date Posted: October 26, 1998
Value-at-Risk-Adjusted Performance for Structured Portfolios THE VAR MODELING HANDBOOK, pp. 349-374, G.N. Gregoriou, ed., McGraw Hill, 2009
Rosa Cocozza
Date Posted: January 09, 2011
Value of Flexibility for an NGCC When Arbitraging between Physical and Financial Options
Alain G. Galli
,
Albert Codinach
and
Margaret Armstrong
Date Posted: September 07, 201127 downloads
Value of a Protective Abandon Put Option for Investors of Small and Large Firms with Different Capital Structures
Tero J. Haahtela
Date Posted: June 28, 201225 downloads
Value Function Approximation or Stopping Time Approximation: A Comparison of Two Recent Numerical Methods for American Option Pricing using Simulation and Regression
Lars Stentoft
Date Posted: December 12, 2008Last Revised: April 26, 2012155 downloads
Value at Risk for Derivatives Journal of Derivatives, Spring 1999
Lina El-Jahel ,
William Perraudin and
Peter Sellin
Date Posted: March 31, 1999
Value at Risk and Market Crashes Journal of Risk, Vol. 2, No. 4, pp. 5-26, 2000
Chris Brooks
and
Gita Persand
Date Posted: December 04, 2004
Value at Risk (VaR) in Real Options Analysis
Giuseppe Alesii II
Date Posted: May 20, 20032605 downloads
Valuation of Vix Derivatives
Javier Mencia
and
Enrique Sentana
Date Posted: December 20, 2009Last Revised: September 11, 2012441 downloads
Valuation of VIX Derivatives Banco de Espana Working Paper No. 1232
Javier Mencia
and
Enrique Sentana
Date Posted: September 20, 2012114 downloads
Valuation of Vix Derivatives CEPR Discussion Paper No. DP7619
Javier Mencia
and
Enrique Sentana
Date Posted: January 18, 20105 downloads
Valuation of Swaps and Options on Constant Maturity CDS Spreads
Anlong Li
Date Posted: July 22, 2008620 downloads
Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling FAME Research Working Paper No. 43
Michael S. Westphalen
Date Posted: May 07, 2002165 downloads
Valuation of Sovereign Debt with Strategic Defaulting and Rescheduling
Michael S. Westphalen
Date Posted: March 10, 2002167 downloads
Valuation of Residential Mortgage-Backed Securities with Proportional Hazard Model: Cumulant Expansion Approach to Pricing RMBS Journal of Fixed Income, Vol. 18, No. 4, 2009
Takaaki Ozeki
,
Yuji Umezawa
,
Akira Yamazaki
and
Daisuke Yoshikawa
Date Posted: November 12, 2008Last Revised: March 16, 2010
Valuation of Razorback Executive Stock Options: A Simulation Approach
Joe Cheung
Date Posted: March 01, 2002232 downloads
Valuation of Pension Liabilities in Incomplete Markets
Frank de Jong
Date Posted: March 05, 2007146 downloads
Valuation of Options on Discretely Sampled Variance: A General Analytic Approximation
Gabriel G. Drimus
and
Walter Farkas
Date Posted: November 04, 2010Last Revised: October 17, 2012226 downloads
Valuation of Mortgage-Backed Securities: A Portfolio Credit Derivatives Approach
Wu Jiang Lou
Date Posted: March 29, 2009790 downloads
Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Life Annuities
Erhan Bayraktar
,
Moshe A. Milevsky ,
S. D. Promislow and
V.R. Young
Date Posted: January 31, 200982 downloads
Valuation of Loan CDS and CDX
Howard Howan Stephen Shek ,
Shunichiro Uematsu
and
Zhen Wei
Date Posted: August 20, 2007Last Revised: November 27, 2007807 downloads
Valuation of Linear Financial Derivatives
Tasneem Chherawala
affiliation not provided to SSRN
Date Posted: March 31, 2009289 downloads
Valuation of Liabilities in Hybrid Pension Plans De Nederlandsche Bank Working Paper No. 326
Dirk Broeders
,
An Chen
and
David R. Rijsbergen
Date Posted: December 15, 201140 downloads
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