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JEL Code: G13
1,851,121 Total downloads
Showing Papers 3,101 - 3,150 of 4,932
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Flexible Arithmetic Asian Options THE JOURNAL OF DERIVATIVES, Vol 2 No 3, Spring 1995
Peter G. Zhang
Date Posted: January 05, 1999
Flattening the Volatility Smile: A Test of Option Pricing Models
Tom Arnold
Date Posted: October 02, 2001532 downloads
Flaming Logs
Nick Denson
and
Mark S. Joshi
Date Posted: May 28, 2009277 downloads
Fixed-Strike European Arithmetic Asian Options: A Comment
Carole Bernard
,
Phelim P. Boyle and
William Gornall
Date Posted: September 29, 2009247 downloads
Fixed-Income Instruments Pricing
Ilya I. Gikhman
Date Posted: February 08, 2007478 downloads
Fixed Odds Bookmaking with Stochastic Betting Demands European Financial Management, Vol. 19, Issue 2, pp. 399-417, 2013
Stewart Hodges
,
Hao Lin
and
Lan Liu
Date Posted: March 08, 2013
Fixed Income Basic Notions and Randomization
Ilya I. Gikhman
Date Posted: November 25, 201173 downloads
Fitting the Skew with an Analytical Local Volatility Function International Review of Applied Financial Issues and Economics, Vol. 3, pp. 721-736, 2011
Jacinto Marabel Romo
Date Posted: December 31, 2011Last Revised: February 28, 201397 downloads
First-Passage Probability, Jump Models and Intra-Horizon Risk Journal of Financial Economics, Vol. 95, No. 1, 2010
Gurdip Bakshi and
George Panayotov
Date Posted: February 14, 201074 downloads
First Passage and Excursion Time Models for Valuing Defaultable Bonds: A Review with Some Insights Frontiers in Finance and Economics, Vol. 5, No. 2, pp. 1-25, 2008
Martina Nardon
Date Posted: January 26, 201046 downloads
First Passage and Excursion Time Models for Valuing Defaultable Bonds
Martina Nardon
Date Posted: November 07, 2005191 downloads
First Order Replication of Spread Options
Sönke Blunck
Date Posted: April 06, 201335 downloads
First and Second Order Greeks in the Heston Model
Jiun Hong Chan and
Mark S. Joshi
Date Posted: December 02, 2010Last Revised: December 27, 2010554 downloads
Firm Heterogeneity and Credit Risk Diversification CESifo Working Paper Series No. 1531
M. Hashem Pesaran ,
Samuel Gregory Hanson
and
Til Schuermann
Date Posted: August 05, 2005194 downloads
Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance Complexity, Vol. 14, Issue 3, pp. 66–76, January/February 2009,
Nassim Nicholas Taleb
Date Posted: June 09, 2008Last Revised: November 16, 20126647 downloads
Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain
Budhi Arta Surya
Date Posted: August 06, 201257 downloads
Finite Maturity Caps and Floors on Continuous Flows Journal of Economic Dynamics and Control, Vol. 31, No. 12, pp. 3843-3859, 2007
Mark B. Shackleton and
Rafal M. Wojakowski
Date Posted: March 22, 2002Last Revised: March 09, 2008279 downloads
Finite Element Modelling of Exotic Options
Juergen Topper
Date Posted: October 27, 2001430 downloads
Finite Dimensional Markovian Realizations for Forward Price Term Structure Models STOCHASTIC FINANCE, M. Grossinho, A. Shyriaev, M. Esquvel, P. Oliveira, eds. , Chapter 10, pp. 265-320, Springer Verlag Publisher, 2006
Raquel M. Gaspar
Date Posted: July 17, 2006Last Revised: July 07, 200892 downloads
Finite Difference Based Calibration and Simulation
Jesper Andreasen and
Brian Norsk Huge
Date Posted: October 27, 2010Last Revised: October 30, 2010794 downloads
Financing Uncertain Growth
Jay Y. Li and
David C. Mauer
Date Posted: July 07, 201184 downloads
Financing and Takeovers Swiss Finance Institute Research Paper No. 06-22
Erwan Morellec and
Alexei Zhdanov
Date Posted: July 19, 2006549 downloads
Financial-Demand Based Commodity Pricing: A Theoretical Model for Financialization of Commodities
Peng Liu
,
Zhigang Qiu and
Ke Tang
Date Posted: October 19, 2011Last Revised: September 08, 2012234 downloads
Financial Trading, Spot Oil Prices, and Inventory: Evidence from the U.S. Crude Oil Market
Louis H. Ederington ,
Chitru S. Fernando ,
Kateryna V. Holland and
Thomas K Lee
Date Posted: March 15, 2012Last Revised: October 12, 201261 downloads
Financial Reporting Opacity and Expected Crash Risk: Evidence from Implied Volatility Smirks Contemporary Accounting Research, Forthcoming
Jeong-Bon Kim V
and
Liandong Zhang
Date Posted: July 27, 2010Last Revised: May 18, 2013250 downloads
Financial Press Coverage and Expected Stock Returns EFMA 2002 London Meetings
Christopher Gadarowski
Date Posted: May 09, 2001610 downloads
Financial Modeling and Option Theory with the Truncated Levy
Process International Journal of Theoretical and Applied Finance, Vol. 3, No. 1, Pp. 143, 2000
Andrew Matacz
Date Posted: April 21, 2000
Financial Modeling and Option Theory with the Truncated Levy
Process International Journal of Theoretical and Applied Finance, Vol. 3, No. 1, P. 143, 2000
Andrew Matacz
Date Posted: July 29, 2000406 downloads
Financial Markets as Adaptive Ecosystems
Marc Potters ,
Rama Cont and
Jean-Philippe Bouchaud
Date Posted: October 17, 1996
Financial Market Liquidity and the Distribution of Prices
Ian Domowitz and
Mahmoud El-Gamal
Date Posted: November 01, 1999648 downloads
Financial Market Analysis Can Go Mad (in the Search for Irrational Behaviour During the South Sea Bubble) Centre for Dynamic Macroeconomic Analysis Working Paper No. 0508
Gary S. Shea
Date Posted: August 16, 2005Last Revised: October 13, 2007247 downloads
Financial Management Modelling of the Performance of Nigerian Quoted Small and Medium-Sized Enterprises Journal of Financial Management and Analysis, Vol. 20, No. 1, 2007
Adolphus J. Toby
Date Posted: October 26, 2007
Financial Instruments Fair Value Accounting for (not against) the Banking Industry CFS Working Paper No. 2003/21
Günther Gebhardt ,
Rolf Reichardt
and
Carsten Wittenbrink
Date Posted: October 21, 20032247 downloads
Financial Innovations and Market Efficiency: The Case for Single Stock Futures Journal of Applied Finance, Vol. 15, No. 1, Spring/Summer 2005
James S. Ang and
Yingmei Cheng
Date Posted: August 20, 200513 downloads
Financial Innovation, Macroeconomic Stability and Systemic Crises Bank of England Working Paper No. 340
Prasanna Gai ,
Sujit Kapadia
,
Stephen Millard and
Ander Perez
Date Posted: March 31, 2008314 downloads
Financial Frictions and Risky Corporate Debt
Doriana Ruffino and
Jonathan Treussard
Date Posted: March 21, 2006120 downloads
Financial Econometrics International Library of Financial Econometrics, Forthcoming
Andrew W. Lo
Date Posted: June 14, 20073460 downloads
Financial Derivatives: Harnessing the Benefits and Containing the Dangers The Jerome Levy Economics Institute WORKING PAPER NO. 145
Willem Thorbecke
Date Posted: August 03, 1998873 downloads
Financial Contracting in the Presence of Multiple Indenture Provisions: An Option Pricing Framework
Don R. Rich and
Remigijus Leipus
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: December 20, 1998
Financial Contagion: A Local Correlation Analysis Research in International Business and Finance, Vol. 25, No. 1 pp. 11-25, 2011
A. Can Inci ,
Hsi-Cheng Li
and
Joseph McCarthy
affiliation not provided to SSRN
and
Bryant University
Date Posted: March 04, 2011
FEER Index - Forecasting Extreme Events Risk
Amitay Kauffmann
and
Gal Zahavi
Date Posted: May 31, 2012Last Revised: March 19, 2013147 downloads
Fed Funds Futures and the Federal Reserve
Jean-Sebastien Fontaine
Date Posted: February 17, 2009Last Revised: February 14, 201180 downloads
Fat Tails in Power Prices ERIM Report Series Reference No. ERS-2003-059-F&A
Ronald Huisman and
C. Huurman
Date Posted: October 15, 2003418 downloads
Fat Tails and Futures Markets Illiquidity: Theory and Evidence from Crude Oil and Natural Gas
Daniel P. Ahn
Date Posted: January 17, 2008
Faster Implied Volatilities via the Implicit Function Theorem Financial Review, Forthcoming
Michael A. Kelly
Date Posted: October 02, 2005175 downloads
Fast Trees for Options with Discrete Dividends
Nelson Areal and
Artur Rodrigues
Date Posted: February 24, 2011137 downloads
Fast Simulation of Levy Processes
Mitya Boyarchenko
Date Posted: August 31, 2012Last Revised: September 15, 201263 downloads
Fast Numerical Valuation of American, Exotic and Complex Options
M. A. H. Dempster and
J.P. Hutton
Date Posted: July 28, 1997776 downloads
Fast Ninomiya-Victoir Calibration of the Double-Mean-Reverting Model
Christian Bayer
,
Jim Gatheral
and
Morten Karlsmark
Date Posted: February 02, 201351 downloads
Fast Monte-Carlo Greeks for Financial Products with Discontinuous Pay-Offs
Jiun Hong Chan and
Mark S. Joshi
Date Posted: January 11, 2010Last Revised: November 28, 2010517 downloads
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