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JEL Code: G13
1,852,458 Total downloads
Showing Papers 281 - 330 of 4,932
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Valuation Methods and Shareholder Value Creation VALUATION METHODS AND SHAREHOLDER VALUE CREATION, Academic Press, 2002
Pablo Fernandez
Date Posted: November 22, 20044689 downloads
Valuation in Integrated Financial and Insurance Markets
Alexander Muermann
Date Posted: March 02, 2002178 downloads
Valuation Differences between Credit Default Swap and Corporate Bond Markets Journal of Credit Risk, Forthcoming
Oliver Entrop
,
Richard Schiemert
and
Marco Wilkens
Date Posted: August 14, 2010Last Revised: May 13, 2013495 downloads
Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information
Dandan Song
and
Zhaojun Yang
affiliation not provided to SSRN
and
Hunan University - School of Finance and Statistics
Date Posted: March 19, 2012105 downloads
Utility-Based Pricing of the Weather Derivatives
Helene Hamisultane
Date Posted: August 07, 2006Last Revised: October 20, 2007198 downloads
Utility Based Option Pricing with Proportional Transaction Costs and Diversification Problems: An Interior-Point Optimization Approach Applied Numerical Mathematics, Vol. 29, 1999
Erling Dalgaard Andersen and
Anders Damgaard
Date Posted: November 03, 2000
Utility Based Option Evaluation with Proportional Transaction Costs EFA 0224
Anders Damgaard
Date Posted: July 17, 2000198 downloads
Using Virtual Bids to Manipulate the Value of Financial Transmission Rights
Shaun D. Ledgerwood
and
Johannes Pfeifenberger
affiliation not provided to SSRN
Date Posted: May 05, 201277 downloads
Using the WACC to Value Real Options
Tom Arnold and
Timothy Falcon Crack
Date Posted: May 08, 20041160 downloads
Using the WACC to Value Real Options Financial Analysts Journal, Vol. 60, No. 6, pp. 78-82, November/December 2004
Tom Arnold and
Timothy Falcon Crack
Date Posted: December 30, 2004
Using Structural Models for Default Prediction
Gunnar Grass
Date Posted: February 14, 200992 downloads
Using Structural Models for Default Prediction
Gunnar Grass
Date Posted: March 22, 2009154 downloads
Using Stock Price as Numeraire in Option Pricing Models with Non-Constant Volatility Advances in Futures and Options Research, Vol. 9, 1997
Anlong Li
Date Posted: October 20, 2006499 downloads
Using Regression Techniques to Estimate Futures Hedge Ratios, Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures Edith Cowan Finance & Business Economics Working Paper
David E. Allen ,
Garry MacDonald ,
Kathleen D. Walsh and
David M. Walsh
Date Posted: October 01, 2001639 downloads
Using Options to Forecast LIBOR
Riccardo Cesari and
Lorenzo Sevini
Date Posted: September 11, 2004468 downloads
Using Option Prices to Estimate Realignment Probabilities in the European Monetary System Journal of International Money and Finance, Vol. 15, No. 5, Oct.
1996, pp. 717-748
Allan M. Malz
Date Posted: September 18, 2000
Using Option Prices to Estimate Realignment Probabilities in the European Monetary System FRB of New York Staff Report No. 5
Allan M. Malz
Date Posted: June 22, 2007106 downloads
Using Option Prices to Estimate Realignment Probabilities in the European Monetary System FRB of New York Staff Reports No. 5
Allan M. Malz
Date Posted: September 18, 2000
Using Multi-Agent Simulation to Understand Trading Dynamics of a Derivatives Market Annals of Mathematics and Artificial Intelligence, Forthcoming
Alan King ,
Olga Streltchenko
and
Yelena Yesha
Date Posted: May 11, 2005172 downloads
Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities Asia-Pacific Financial Markets, Vol 20(2): 131–146, (2013),
C. H. Hui ,
T. K. Chung and
C.F. Lo
Date Posted: February 15, 2010Last Revised: May 03, 2013240 downloads
Using Hull-White Interest Rate Trees J. OF DERIVATIVES, Spring 1996
John C. Hull
Date Posted: May 03, 2000
Using High Frequency Stock Market Index Data to Calculate, Model & Forecast Realized Return Variance European Univ., Economics Discussion Paper No. 2001/6
Roel C. A. Oomen
Date Posted: May 01, 2001993 downloads
Using Futures Prices to Filter Short-Term Volatility and Recover a Latent, Long-Term Price Series for Oil MIT Center for Energy and Environmental Policy Working Paper No. 06-005
John E. Parsons ,
Miguel Herce and
Robert C. Ready
Date Posted: June 13, 2008118 downloads
Using First-Passage-Time Density to Assess Realignment Risk of a Target Zone 20th Australasian Finance & Banking Conference 2007 Paper
C. H. Hui ,
C.F. Lo and
T. K. Chung
Date Posted: August 14, 200792 downloads
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance Duke Economics Working Paper No. 00-04
A. Ronald Gallant ,
Chien-Te Hsu and
George Tauchen
Date Posted: November 06, 2000321 downloads
Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index Bank of England Working Paper No. 334
Matthew Hurd
,
Mark Salmon and
Christoph Schleicher
Date Posted: August 12, 2005234 downloads
Using Auctions to Price Employee Stock Options: The Case of Zions Bancorporation ESOARS
Sumon C. Mazumdar ,
Vikram K. Nanda and
Rahul Surana
Date Posted: March 05, 2007232 downloads
User's Guide to Pricing Double Barrier Options. Part I: Kou's Model and Generalizations
Mitya Boyarchenko and
Svetlana Boyarchenko
Date Posted: September 23, 2008488 downloads
Use of the Basic and Adjusted Kernel Densities for Weather Derivative Pricing
Stephen Jewson
Date Posted: December 31, 2003195 downloads
Use of Derivatives in Public Sector Organizations Accounting and Finance, Vol. 45, No. 1, pp. 43-66, March 2005
Tim Brailsford ,
Richard Heaney and
Barry R. Oliver
Date Posted: February 02, 200526 downloads
Usage of Stock Index Options: Evidence from the Italian Market STOCK MARKET VOLATILITY, pp. 337-353, G.N. Gregoriou, ed., Chapman Hall-CRC/Taylor and Francis, 2009
Rosa Cocozza
Date Posted: January 09, 2011
Urban Spatial Development: A Real Options Approach Journal of Real Estate Finance and Economics, Vol. 40, No. 2, 2010
Tan (Charlene) Lee and
Jyh-Bang Jou
Date Posted: November 11, 2009
Upper Bounds for American Options McGill Finance Research Centre Working Paper No. 2002
Mo Chaudhury
Date Posted: May 05, 2003176 downloads
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives The Review of Financial Studies, Vol. 22, Issue 11, pp. 4423-4461, 2009
Anders B. Trolle and
Eduardo S. Schwartz
Date Posted: December 08, 2009
Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives EFA 2008 Athens Meetings Paper
Anders B. Trolle and
Eduardo S. Schwartz
Date Posted: March 03, 2008Last Revised: June 15, 2008815 downloads
Unobservable Heterogeneity and Rational Learning: Pool Specific vs. Generic Mortgage-Backed Security Prices
Richard Stanton
Date Posted: January 13, 1995
Unlocking Value: Equity Carve Outs as Strategic Real Options CEPR Discussion Paper No. DP6268
Enrico C. Perotti and
Silvia Rossetto
Date Posted: June 22, 20071 downloads
Unlocking Value: Equity Carve Outs as Strategic Real Options
Enrico C. Perotti and
Silvia Rossetto
Date Posted: September 17, 2004470 downloads
Unlimited Liabilities, Reserve Capital Requirements and the Taxpayer Put Option
Ernst Eberlein and
Dilip B. Madan
Date Posted: January 28, 2010Last Revised: May 10, 2010151 downloads
Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts
J. Aase Nielsen and
Klaus Sandmann
Date Posted: August 22, 1996
Unilateral CVA for CDS in a Contagion Model with Stochastic Pre-Intensity and Interest
Qunfang Bao
,
Si Chen
and
Shenghong Li
Date Posted: January 16, 2011Last Revised: April 27, 201389 downloads
Unified Treatment of Average-Rate Contingent Claims with Applications
Dilip B. Madan and
Gurdip Bakshi
Date Posted: July 30, 1999247 downloads
Understanding VIX
Robert E. Whaley
Date Posted: November 09, 2008Last Revised: December 08, 20088158 downloads
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates FDIC CFR Working Paper No. 06, EFA 2004 Maastricht Meetings Paper No. 3584, FEDS Working Paper, AFA 20004 Meetings
Dilip B. Madan ,
Gurdip Bakshi and
Frank Xiaoling Zhang
Date Posted: October 24, 20031171 downloads
Understanding Index Option Returns AFA 2008 New Orleans Meetings Paper
Mark Broadie ,
Michael S. Johannes and
Mikhail Chernov
Date Posted: February 28, 2007747 downloads
Understanding Index Option Returns The Review of Financial Studies, Vol. 22, Issue 11, pp. 4493-4529, 2009
Mark Broadie and
Mikhail Chernov
Date Posted: December 08, 2009
Understanding Index Option Returns CEPR Discussion Paper No. DP6239
Mark Broadie ,
Mikhail Chernov and
Michael S. Johannes
Date Posted: May 21, 20081 downloads
Understanding High-Powered Incentives Harvard NOM Working Paper No. 01-06; EFMA 2001 Lugano Meetings
Dirk Jenter
Date Posted: May 11, 2001992 downloads
Understanding Financial Derivatives During the South Sea Bubble: The Case of the South Sea Subscription Shares Centre for Dynamic Macroeconomic Analysis Working Paper No. 0512
Gary S. Shea
Date Posted: December 16, 2005161 downloads
Understanding Electricity Price Volatility Within and Across Markets Dice Center Working Paper No. 2004-12
Mika Goto
and
George Andrew Karolyi
Date Posted: August 17, 2004712 downloads
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