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Full Text Papers: 393,564
Authors: 226,645
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SSRN eLibrary Search Results
JEL Code: G13
1,850,902 Total downloads
Showing Papers 3,251 - 3,300 of 4,933
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Employee Stock Options as Warrants
Journal of Banking and Finance, Forthcoming
Allan Eberhart
Georgetown University
Date Posted: February 03, 2005
Accepted Paper Series

Incl. Electronic Paper Start-up Entry Strategies: Employer vs. Nonemployer Firms
FEEM Working Paper No. 13.05
 Michele Moretto and Gianpaolo Rossini
University of Padua - Department of Economics and University of Bologna - Department of Economics
Date Posted: February 03, 2005
Working Paper Series
91 downloads

Incl. Electronic Paper Yes, Implied Volatilities Are Not Informationally Efficient. An Empirical Estimate Using Options on Interest Rate Futures Contracts.
University of Florence Economics Working Paper No. 137
 Giulio Cifarelli
University of Florence - Dipartimento di Scienze Economiche
Date Posted: February 03, 2005
Working Paper Series
98 downloads

Incl. Fee Electronic Paper 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
Bond University , Australian National University and Australian National University (ANU)
Date Posted: February 02, 2005
Accepted Paper Series
26 downloads

Incl. Electronic Paper Pricing Prepayment Option in C&I Loans at Origination

 Didier Cossin and Hongze Abraham Lu
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: February 02, 2005
Working Paper Series
453 downloads

Incl. Electronic Paper Betting on Hitler - The Value of Political Connections in Nazi Germany
Quarterly Journal of Economics, Forthcoming
 Hans-Joachim Voth and Thomas Ferguson
Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and University of Massachusetts at Boston - Department of Political Science
Date Posted: February 02, 2005
Accepted Paper Series
798 downloads

Incl. Fee Electronic Paper Impact of Warrant Introductions on the Behaviour of Underlying Stocks: Australian Evidence
Accounting and Finance, Vol. 45, No. 1, pp. 127-144, March 2005
 Michael J. Aitken and Reuben Segara
University of New South Wales (UNSW) - School of Banking and Finance and University of Sydney - School of Business
Date Posted: February 02, 2005
Accepted Paper Series
25 downloads

Incl. Electronic Paper Valuation of Commodity Derivatives with an Unobservable Convenience Yield
 Constantin Mellios
University of Cergy-Pontoise - THEMA
Date Posted: February 01, 2005
Working Paper Series
274 downloads

Incl. Electronic Paper Are European Corporate Bond and Default Swap Markets Segmented?
 Didier Cossin and Hongze Abraham Lu
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Date Posted: January 28, 2005
Working Paper Series
232 downloads

Asymptotic Normality of Narrow-band Least Squares in the Stationary Fractional Cointegration Model and Volatility Forecasting
Journal of Econometrics, Forthcoming
 Bent Jesper Christensen and Morten Ørregaard Nielsen
University of Aarhus - Department of Economics and Queen's University (Canada) - Department of Economics
Date Posted: January 28, 2005
Accepted Paper Series

Incl. Electronic Paper Can Structural Models Price Default Risk? New Evidence from Bond and Credit Derivative Markets
EFA 2005 Moscow Meetings Paper
 Jan Ericsson , Joel Reneby and Hao Wang
McGill University , Stockholm School of Economics - Department of Finance and Tsinghua University
Date Posted: January 27, 2005
Last Revised: October 16, 2008
Working Paper Series
1651 downloads

Incl. Electronic Paper Estimation of a Stochastic Volatility Model Using Pricing and Hedging Information
 Jason Fink
James Madison University - College of Business
Date Posted: January 25, 2005
Working Paper Series
205 downloads

Incl. Electronic Paper Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities
FEDS Working Paper No. 2004-56, AFA 2006 Boston Meetings Paper, Journal of Econometrics, Forthcoming
 Tim Bollerslev , Michael S. Gibson and Hao Zhou
Duke University - Finance , Federal Reserve Board and PBC School of Finance, Tsinghua University
Date Posted: January 25, 2005
Last Revised: March 13, 2009
Accepted Paper Series
2102 downloads

Incl. Electronic Paper Weather Derivative Pricing and the Impact of El Nino on US Temperature: The Statistics of Optimal Categorical Predictions
 Stephen Jewson and Jeremy Penzer
Risk Management Solutions and London School of Economics
Date Posted: January 24, 2005
Working Paper Series
200 downloads

Incl. Electronic Paper Weather Derivative Pricing and the Detrending of Meteorological Data: Three Alternative Representations of Damped Linear Detrending
 Stephen Jewson and Jeremy Penzer
Risk Management Solutions and London School of Economics
Date Posted: January 24, 2005
Working Paper Series
309 downloads

Predictable Dynamics in the S&P 500 Index Options Implied Volatility Surface
Journal of Business, Vol. 79, No. 3, pp. 1591-1635, May 2006
 Silvia Goncalves and Massimo Guidolin
University of Montreal - Department of Economics and Bocconi University - Department of Finance
Date Posted: January 21, 2005
Accepted Paper Series

Incl. Electronic Paper Stock Options and Managers' Incentives to Cheat
 Marc Chesney and Rajna Gibson
University of Zurich - Swiss Banking Institute (ISB) and University of Geneva - Graduate School of Business (HEC-Geneva)
Date Posted: January 20, 2005
Working Paper Series
132 downloads

Incl. Electronic Paper Commodity Futures in India

 Rajesh Chakrabarti
Indian School of Business
Date Posted: January 18, 2005
Working Paper Series
1732 downloads

Incl. Electronic Paper Macro Factors in the Term Structure of Credit Spreads
BIS Working Paper No. 203
 Jeffery D. Amato and Maurizio Luisi
Goldman Sachs International and Quantitative Investment Solutions (QIS)
Date Posted: January 17, 2005
Working Paper Series
727 downloads

Incl. Electronic Paper The Value of Fighting Irreversible Demise by Softening the Irreversible Cost
CentER Discussion Paper Series No. 2005-26
 Alessandro Sbuelz and Paul Magis
Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics and affiliation not provided to SSRN
Date Posted: January 16, 2005
Working Paper Series
35 downloads

Incl. Electronic Paper Electricity Spot Price Dynamics: Beyond Financial Models
 Graeme Guthrie and Steen Videbeck
Victoria University of Wellington - School of Economics & Finance and Cornell University
Date Posted: January 14, 2005
Working Paper Series
652 downloads

Incl. Electronic Paper Executive Stock Option Valuation Under Multiple Severance Risks
DePaul University, Department of Finance
 Gurupdesh S. Pandher
University of British Columbia - Faculty of Management
Date Posted: January 14, 2005
Working Paper Series
172 downloads

Incl. Electronic Paper Trading Institutions and Price Discovery: The Cash and Futures Markets for Crude Oil
FRB of Atlanta Working Paper No. 2004-28
 Albert Ballinger , Gerald P. Dwyer and Ann B. Gillette
affiliation not provided to SSRN , University of Carlos III and Kennesaw State University - Michael J. Coles College of Business
Date Posted: January 13, 2005
Working Paper Series
420 downloads

Incl. Electronic Paper Affine Processes for Dynamic Mortality and Actuarial Valuations
Cass Business School Research Paper
 Enrico Biffis
Imperial College Business School
Date Posted: January 12, 2005
Working Paper Series
433 downloads

Incl. Electronic Paper The Fair Value of Guaranteed Annuity Options
Cass Business School Research Paper
 Enrico Biffis and Pietro Millossovich
Imperial College Business School and City University London - Sir John Cass Business School
Date Posted: January 12, 2005
Working Paper Series
513 downloads

Incl. Electronic Paper A Bidimensional Approach to Mortality Risk
Cass Business School Research Paper
 Enrico Biffis and Pietro Millossovich
Imperial College Business School and City University London - Sir John Cass Business School
Date Posted: January 12, 2005
Working Paper Series
273 downloads

Incl. Electronic Paper Digital Premium
Journal of Derivatives, Vol. 10, No. 3, p. 66, 2003
 Arthur M. Berd and Vivek Kapoor
General Quantitative, LLC and Standard & Poor's
Date Posted: January 12, 2005
Last Revised: December 28, 2011
Accepted Paper Series
148 downloads

Incl. Electronic Paper An Empirical Analysis of Structural Models of Corporate Debt Pricing
 João C. A. Teixeira
University of the Azores - Department of Economics and Business
Date Posted: January 10, 2005
Working Paper Series
326 downloads

Incl. Electronic Paper Rare Event Risk and Heterogeneous Beliefs: The Case of Incomplete Markets
Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
 Stephan Dieckmann
University of Pennsylvania - Finance Department
Date Posted: January 10, 2005
Last Revised: April 08, 2011
Accepted Paper Series
289 downloads

Incl. Electronic Paper A Theory of Takeovers and Disinvestment
EFA 2005 Moscow Meetings Paper
 Bart M. Lambrecht and Stewart C. Myers
Lancaster University - Management School and Massachusetts Institute of Technology (MIT)
Date Posted: January 09, 2005
Working Paper Series
1030 downloads

Incl. Electronic Paper Valuing Real Options with Implied Binomial Trees
 Tom Arnold , Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business , University of Otago - Department of Finance and Quantitative Analysis and Washington and Lee University - Department of Business Administration
Date Posted: January 08, 2005
Working Paper Series
690 downloads

Incl. Electronic Paper Valuing Real Options using Implied Binomial Trees and Commodity Futures Options
 Tom Arnold , Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business , University of Otago - Department of Finance and Quantitative Analysis and Washington and Lee University - Department of Business Administration
Date Posted: January 08, 2005
Working Paper Series
866 downloads

Incl. Electronic Paper Valuation of Guaranteed Annuity Options in Affine Term Structure Models
 Yue Kuen Kwok and Chi Chiu Chu
Hong Kong University of Science & Technology - Department of Mathematics and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
Date Posted: January 07, 2005
Working Paper Series
193 downloads

Incl. Electronic Paper Real Option Valuation using NPV

 Tom Arnold and Timothy Falcon Crack
University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Finance and Quantitative Analysis
Date Posted: January 07, 2005
Working Paper Series
1756 downloads

Incl. Electronic Paper Construction of Arbitrage-Free Implied Trees: A New Approach

 Tobias Herwig
d-fine GmbH
Date Posted: January 07, 2005
Working Paper Series
262 downloads

Incl. Fee Electronic Paper European Real Options: An Intuitive Algorithm for the Black-Scholes Formula
Journal of Applied Finance, Vol. 14, No. 1, Spring/Summer 2004
 Vinay T. Datar and Scott H. Mathews
Seattle University and The Boeing Company
Date Posted: January 06, 2005
Accepted Paper Series
30 downloads

Incl. Electronic Paper Issues in the Pricing of Synthetic CDOs
 Christopher C. Finger
RiskMetrics Group - MSCI
Date Posted: January 06, 2005
Working Paper Series
1937 downloads

Incl. Electronic Paper Quantitative Selection of Long-Short Hedge Funds
FAME Research Paper No. 94
 Kaifeng Kevin Chen and Alexander Passow
Universite de Lausanne and International Center FAME
Date Posted: January 05, 2005
Working Paper Series
1073 downloads

Incl. Electronic Paper Can the Tradeoff Theory Explain Debt Structure?
AFA 2005 Philadelphia Meetings Paper
 Dirk Hackbarth , Chris Hennessy and Hayne E. Leland
University of Illinois at Urbana-Champaign - College of Business , London Business School and University of California, Berkeley - Walter A. Haas School of Business
Date Posted: January 05, 2005
Working Paper Series
945 downloads

Incl. Electronic Paper Identifying Term Structure Volatility from the LIBOR-swap Curve
 Samuel Brodsky Thompson
Arrowstreet Capital, L.P.
Date Posted: January 04, 2005
Working Paper Series
382 downloads

Incl. Electronic Paper Distribution of Occupation Times for CEV Diffusions and Pricing of Alpha-quantile Options
 Yue Kuen Kwok and Kwai Sun Leung
Hong Kong University of Science & Technology - Department of Mathematics and Hong Kong University of Science & Technology (HKUST)
Date Posted: January 03, 2005
Working Paper Series
141 downloads

Incl. Electronic Paper Constant Maturity Credit Default Swap Pricing with Market Models
 Damiano Brigo
Department of Mathematics, Imperial College, London
Date Posted: January 03, 2005
Working Paper Series
1077 downloads

Incl. Electronic Paper Pricing Participating Policies with Rate Guarantees and Bonuses
 Yue Kuen Kwok and Chi Chiu Chu
Hong Kong University of Science & Technology - Department of Mathematics and Hong Kong University of Science & Technology (HKUST) - Department of Mathematics
Date Posted: January 03, 2005
Working Paper Series
88 downloads

Incl. Electronic Paper Characterization of Optimal Stopping Regions of American Path Dependent Options
 Yue Kuen Kwok and Min Dai
Hong Kong University of Science & Technology - Department of Mathematics and National University of Singapore (NUS) - Department of Mathematics
Date Posted: January 03, 2005
Working Paper Series
136 downloads

Incl. Electronic Paper A Semi-explicit Approach to Canary Swaptions in HJM one-factor Model
Economics Working Paper Archive No. 0310008
 Marc P. A. Henrard
OpenGamma
Date Posted: December 31, 2004
Working Paper Series
219 downloads

Incl. Electronic Paper An Evaluation of the Base Correlation Framework for Synthetic CDOs
Date Posted: December 31, 2004
Working Paper Series
1065 downloads

Incl. Electronic Paper Waiting for Returns: Using Space-Time Duality to Calibrate Financial Diffusions
 Mark J. Kamstra and Moshe A. Milevsky
York University - Schulich School of Business and York University - Schulich School of Business
Date Posted: December 31, 2004
Working Paper Series
129 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
University of Richmond - E. Claiborne Robins School of Business and University of Otago - Department of Finance and Quantitative Analysis
Date Posted: December 30, 2004
Accepted Paper Series

Incl. Electronic Paper Comparisons of Alternative Quasi-Monte Carlo Sequences for American Option Pricing

 Jennifer X.F. Jiang and John R. Birge
Northwestern University - Department of Industrial Engineering and Management Sciences and University of Chicago - Booth School of Business
Date Posted: December 29, 2004
Working Paper Series
484 downloads

The Volatility Risk Premium Embedded in Currency Options
Journal of Financial and Quantitative Analysis, Forthcoming
 Buen Sin Low and Shaojun Zhang
Nanyang Technological University (NTU) - Division of Banking & Finance and Hong Kong Polytechnic University
Date Posted: December 29, 2004
Accepted Paper Series


 

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