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1,852,487 Total downloads
Showing Papers 2,751 - 2,800 of 4,932
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Index Revision, House Price Risk, and the Market for House Price Derivatives
John M. Quigley and
Yongheng Deng
Date Posted: February 22, 2008187 downloads
Index Revision, House Price Risk, and the Market for House Price Derivatives Journal of Real Estate Finance and Economics, Vol. 37, No. 3, 2008
Yongheng Deng and
John M. Quigley
Date Posted: September 30, 2008
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates European Finance Review, Vol. 3, No. 3
George J. Jiang and
Pieter Jelle van der Sluis
Date Posted: April 03, 2001
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
George J. Jiang and
Pieter Jelle van der Sluis
Date Posted: April 03, 2001298 downloads
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates COMPUTATIONAL FINANCE, Yaser S. Abu-Mostafa, Blake LeBaron, Andrew W. Lo, Andreas S. Weigend, eds., Cambridge, MA: MIT Press, 1999
George J. Jiang and
Pieter Jelle van der Sluis
Date Posted: December 29, 2000Last Revised: February 27, 2013828 downloads
Index Option Expirations and Market Volatility The Journal of Financial Engineering, Volume 7, Number 1, March 1998
Fernando Diz and
Thomas J. Finucane
Date Posted: May 06, 1998
Index Futures and Predictability of the Underlying Stocks' Returns: The Case of the Nikkei 225 Journal of Financial Services Research, Vol. 34, No. 1, pp. 77-91, 2008
Shinhua Liu
Date Posted: September 09, 2010
Index Arbitrage in China Journal of Indexes Europe, January/February 2012
Ronald T. Slivka ,
Yikai Zhang
and
Wenwen Zhang
Date Posted: November 03, 2011Last Revised: February 07, 2012343 downloads
Index Arbitrage and the Pricing Relationship between Australian Stock Index Futures and Their Underlying Shares
James Richard Cummings
and
Alex Frino
Date Posted: August 25, 2008Last Revised: November 24, 2011482 downloads
Index Arbitrage and Nonlinear Dynamics Between the S&P 500 Futures and Cash REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 1
Gerald P. Dwyer ,
Peter Locke and
Wei Yu
Date Posted: August 04, 1998
Index Arbitrage and Futures Pricing Efficiency: Evidence from Thailand 24th Australasian Finance and Banking Conference 2011 Paper
Sachapon Tungsong
and
Gun Srijuntongsiri
Date Posted: August 23, 2011Last Revised: December 15, 201179 downloads
Indeterminacy of Competitive Equilibrium with Risk of Default CEPR Discussion Paper No. DP7477
Gaetano Bloise
,
Pietro Reichlin and
Mario Tirelli
Date Posted: November 17, 20092 downloads
Incorporating Managerial Information into Real Option Valuation
Sebastian Jaimungal
and
Yuri Lawryshyn
Date Posted: December 24, 2010Last Revised: March 28, 2011257 downloads
Incorporating an Interest Rate Smile in an Equity Local Volatility Model
Lech A. Grzelak ,
Natalia Borovykh
,
Sacha van Weeren and
Cornelis W. Oosterlee
affiliation not provided to SSRN
,
affiliation not provided to SSRN
and
Center for Mathematics and Computer Science (CWI)
Date Posted: November 06, 2008Last Revised: October 20, 2010612 downloads
Incomplete Information, Exercise Policy, and the Valuation of Claims on Noisy Real Assets
Paul D. Childs ,
Steven H. Ott and
Timothy J. Riddiough
Date Posted: January 10, 1997
Incomplete Information in a Long Run Risks Model of Asset Pricing
Prasad V. Bidarkota
Date Posted: February 12, 200872 downloads
Income Distribution in Multinational Firms through Transfer Pricing
José G. Vargas-Hernández
Date Posted: August 11, 2012Last Revised: January 28, 201376 downloads
Incentives from Stock Option Grants: A Behavioral Approach Review of Accounting and Finance Vol. 10 No. 3, 2011
Hamza Bahaji
Date Posted: January 09, 2011Last Revised: January 15, 201257 downloads
In the Balance
Christoph Burgard
and
Mats Kjaer
Date Posted: March 19, 2011Last Revised: August 10, 2012756 downloads
Improving the Predictability of Real Economic Activity and Asset Returns with Forward Variances Inferred from Option Portfolios Robert H. Smith School Research Paper No. RHS 06-137
Gurdip Bakshi ,
George Panayotov
and
Georgios Skoulakis
Date Posted: June 08, 2010Last Revised: February 29, 2012117 downloads
Improving the Design of Treasury-Bond Futures Contracts Journal of Business, Vol. 79, No. 3, May 2006
Rodolfo Oviedo
Date Posted: October 14, 2005290 downloads
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
Victor DeMiguel ,
Yuliya Plyakha
,
Raman Uppal and
Grigory Vilkov
Date Posted: September 16, 2009Last Revised: June 18, 20122133 downloads
Improving Portfolio Selection Using Option-Implied Volatility and Skewness CEPR Discussion Paper No. DP7686
Victor DeMiguel ,
Yuliya Plyakha
,
Raman Uppal and
Grigory Vilkov
Date Posted: March 01, 201013 downloads
Improving Portfolio Performance with Option Strategies: Evidence from Switzerland European Financial Management, Vol 7, No 1, March, 2001
Dušan Isakov and
Bernard Morard
Date Posted: August 14, 2000
Improving Grid-Based Methods for Estimating Value at Risk of Fixed-Income Portfolios Board of Governors of the Federal Reserve System, Finance and Economics Working Paper No. 25, 2000
Michael S. Gibson and
Matt Pritsker
Date Posted: October 02, 2001485 downloads
Improved Methods for Obtaining Information from Distributed Dealer Markets
Ajay Shah
Date Posted: September 21, 1998124 downloads
Improved Forecasting of Mutual Fund Alphas and Betas Yale ICF Working Paper No. 04-23, EFA 2005 Moscow Meetings
Matthew I. Spiegel ,
Harry Mamaysky and
Hong Zhang
Date Posted: July 27, 20053432 downloads
Importance Sampling and MM-Algorithms with Applications to Options Pricing
Thorsten Sauder
Date Posted: September 12, 200591 downloads
Importance of Mean-Reversion of Interest Rate Processes for Options: The Example of Range Warrants University of Mannheim, Working Paper No. 98-12
Marliese Uhrig-Homburg
Date Posted: February 02, 1999
Importance of Mean-Reversion of Interest Rate Processes for Options: The Example of Range Warrants OR Spektrum, Vol. 21, Issue 1-2, 1999
Marliese Uhrig-Homburg
Date Posted: May 19, 1999
Implied Volatility Trees and Pricing Performance: Evidence from the S&P 100 Options International Journal of Theoretical and Applied Finance, Vol. 8, No. 8, pp. 1085-1106, 2005
Charilaos E. Linaras
and
George S. Skiadopoulos
Date Posted: December 12, 2005
Implied Volatility Surface: Construction Methodologies and Characteristics
Cristian Homescu
affiliation not provided to SSRN
Date Posted: July 10, 20111193 downloads
Implied Volatility Smiles: Empirical Tests
Bernard Dumas ,
Jeff Fleming and
Robert E. Whaley
Date Posted: October 10, 1998
Implied Volatility Risk Premiums
Bas Peeters
Date Posted: January 25, 2008256 downloads
Implied Volatility of the UK Commercial Property Rental Returns: Empirical Evidence Based on Transaction Data The Journal of Real Estate Finance and Economics, Vol. 20, No. 1
Kanak Patel and
Tien Foo Sing
Date Posted: December 01, 1999
Implied Volatility of Leveraged ETF Options
Tim Leung and
Ronnie Sircar
Date Posted: October 20, 2012146 downloads
Implied Volatility of Interest Rate Options: An Empirical Application of the Market Model
Charlotte Christiansen and
Charlotte Strunk Hansen
Date Posted: December 09, 1999614 downloads
Implied Volatility Indices – A Review
Costas Siriopoulos
and
Athanasios Fassas
Date Posted: June 18, 2009Last Revised: July 22, 2010498 downloads
Implied Volatility and Risk Aversion in a Simple Model with Uncertain Growth
Frederik Lundtofte
Date Posted: March 10, 2006Last Revised: October 26, 2009172 downloads
Implied Risk-neutral Probability Density Functions From Option Prices: Theory and Application Bank of England Working Paper No 66
Bhupinder Bahra
Date Posted: April 19, 19981588 downloads
Implied Risk-Neutral Filtering Densities on Volatility's Hidden State
Carlos Fuertes
and
Andrew Papanicolaou
Date Posted: December 23, 201247 downloads
Implied Probability Distributions: Empirical Analysis
Mark Rubinstein and
Jens Carsten Jackwerth
Date Posted: October 10, 1998
Implied Probabilities of Default from Colombian Money Market Spreads: The Merton Model under Equity Market Informational Constraints Borradores de Economia, Num. 743, 2012
Carlos León
Date Posted: November 24, 201211 downloads
Implied Prepayments Journal of Portfolio Management, Vol. 23, No. 1, Fall 1996
Oren Cheyette
Date Posted: June 26, 1998Last Revised: April 30, 201185 downloads
Implied PDFs: Estimation, Testing and Applications in the Eurodollar Market Cass Business School Research Paper
Daniel Giamouridis
Date Posted: July 21, 2004212 downloads
Implied Mortgage Refinancing Thresholds FRB of New York Staff Report No. 49
Paul G. Bennett ,
Richard W. Peach
and
Stavros Peristiani
Date Posted: October 15, 200670 downloads
Implied Liquidity Risk in the Term Structure of Sovereign Credit Default Swap Spreads
Saad Badaoui
,
Lara Cathcart
and
Lina El-Jahel
Date Posted: October 16, 2012Last Revised: October 18, 201269 downloads
Implied Interest Rates in a Market with Frictions
Lorenzo Naranjo
Date Posted: December 02, 2008Last Revised: March 19, 2009137 downloads
Implied Interest Rate Pricing Models Finance and Stochastics, Vol. 2, No. 3 (1998)
Phil J. Hunt and
J.E. Kennedy
Date Posted: June 09, 1998
Implied Index and Option Pricing Errors: Evidence from the Taiwan Option Market The International Journal of Business and Finance Research, Vol. 5, No. 2, pp. 115-125, 2011
Ching-Ping Wang
,
Hung-Hsi Huang
and
Chien-Chia Hung
Date Posted: July 03, 201146 downloads
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