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JEL Code: G13
1,850,191 Total downloads
Showing Papers 341 - 390 of 4,934
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Unbiasedness and Risk Premiums in the Indian Currency Futures Market
Satish Kumar
and
Stefan Trueck
Date Posted: August 28, 201217 downloads
Unbiased Estimation of Option Prices: An Examination of the Return From Hedging Options Against Stocks ADVANCES IN FUTURES AND OPTIONS RESEARCH, Volume 7, 1994
J.S. Butler and
Barry Schachter
affiliation not provided to SSRN
Date Posted: May 03, 2000
UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts Energy Economics, Volume 30, Issue 3, pages 829-846, May 2008
Álvaro Cartea
Date Posted: October 04, 2006Last Revised: March 11, 20131078 downloads
UDROP: A Small Contribution to the New International Financial Architecture CEPR Working Paper No. 2138
Willem H. Buiter and
Anne Sibert
Date Posted: September 06, 1999
U.S. Presidential Elections and Implied Volatility: The Role of Political Uncertainty Journal of Banking and Finance, Forthcoming
John W. Goodell and
Sami Vähämaa
Date Posted: March 04, 2012Last Revised: December 31, 2012152 downloads
U.K. Asset Price Volatility Over the Last 50 Years Journal of Risk Spring 2000, 2, 63-77, Bank of England Working Paper No. 51
Nicola Anderson and
Francis Breedon
Date Posted: June 02, 1998Last Revised: July 16, 20125 downloads
Types of Liquidity and Limits to Arbitrage - The Case of Credit Default Swaps
Liang Guo
and
Karan Bhanot
affiliation not provided to SSRN
and
University of Texas at San Antonio - Department of Finance
Date Posted: May 17, 2010Last Revised: January 30, 2011105 downloads
Two Unconditionally Implied Parameters and Volatility Smiles and Skews
Nikolai Dokuchaev
Date Posted: June 01, 2004173 downloads
Two Thumbs Up: An Excel-Based 'Movie' To Teach Term Structure Dynamics
Scott Smart and
Craig W. Holden
Date Posted: September 18, 1996
Two Extensions to Forward Start Options Valuation
João Pedro Vidal Nunes and
Tiago Alcaria
affiliation not provided to SSRN
Date Posted: January 18, 2009
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves
Marco Bianchetti
Date Posted: January 29, 2009Last Revised: August 01, 20125729 downloads
Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves Risk Magazine, August 2010
Marco Bianchetti
Date Posted: September 15, 2011
Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option EUROPEAN FINANCE REVIEW, Vol. 1 No. 1, 1997
Avi Bick
Date Posted: October 09, 1997
Tweaking Implied Volatility
Charles J. Corrado and
Thomas W. Miller Jr.
Date Posted: September 02, 2004644 downloads
Tweaking Black-Scholes
Do-Sub Jung
and
Charles J. Corrado
affiliation not provided to SSRN
and
Deakin University - School of Accounting, Economics & Finance
Date Posted: January 22, 2009Last Revised: March 04, 2009217 downloads
Turnover: Liquidity or Uncertainty?
Alexander Barinov
Date Posted: January 15, 2009Last Revised: August 16, 2012224 downloads
Turbo-Charged Local Stochastic Volatility Models
Ghislain Vong
Date Posted: January 20, 2013Last Revised: March 11, 201368 downloads
Turbo Charging the Cheyette Model
Jesper Andreasen
Date Posted: December 05, 2010552 downloads
Tuition Inflation, Prepayment Programs, and the Mispricing of Tuition Prepayment Contracts
John D. Finnerty
Date Posted: March 13, 2007239 downloads
Truncation and Acceleration of the Tian Tree for the Pricing of American Put Options
Ting Chen
and
Mark S. Joshi
Date Posted: March 09, 2010501 downloads
Troubling Research on Troubled Assets: Charles Zheng on the U.S. Toxic Asset Auction Plan Econ Journal Watch, Vol. 8, No. 1, pp. 33-38, 2011
Linus Wilson
Date Posted: November 24, 2010Last Revised: March 29, 201253 downloads
Trinomial or Binomial: Accelerating American Put Option Price on Trees
Jiun Hong Chan ,
Mark S. Joshi ,
Robert Tang
and
Chao Yang
Date Posted: September 02, 20081316 downloads
Trend Derivatives: Pricing, Hedging, and Application to Executive Stock Options
Markus Leippold and
Juerg M. Syz
Date Posted: August 18, 2005408 downloads
Tree Surgery Risk Magazine, Vol. 8, Number 2, February 1995, Cass Business School Research Paper
Leen T. Verdonk
Date Posted: June 01, 2001
Treasury Yields and Corporate Bond Yield Spreads: An Empirical Analysis Board of Governors of the Federal Reserve System Finance and Economics DiscussionSeries FEDS Paper Number: 96-20
Gregory R. Duffee
Date Posted: May 09, 1998
Transform Analysis for Pricing American Options Under Low-Dimensional Stochastic Volatility Models
Natalia Beliaeva
and
Sanjay K. Nawalkha
Date Posted: December 28, 2009123 downloads
Transform Analysis and Asset Pricing for Affine Jump-Diffusions
Darrell Duffie ,
Jun Pan and
Kenneth J. Singleton
Date Posted: April 03, 19991796 downloads
Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Market - Implications for Construction of Repeat Sales Price Indices
Chung Yim Edward Yiu ,
K.W. Chau and
Siu Kei Wong
Date Posted: September 12, 2008115 downloads
Transaction Tax and Market Quality of the Taiwan Stock Index Futures Journal of Futures Market, Forthcoming
Robin K. Chou and
George H. K. Wang
Date Posted: June 06, 2006250 downloads
Transaction Exposure, Forward Foreign Exchange Contracts and Exchange Rate Risk International Journal of Business
Arindam Bandopadhyaya
Date Posted: February 04, 1998
Transaction Costs and Trading Activity in the Index Futures Market: The Case of the Transaction Tax Reduction in Taiwan EFMA 2003 Helsinki Meetings
Huimin Chung
,
Mei-Ying Liu
,
Soushan Wu
and
Fu-Ju Yang
Date Posted: May 16, 2003318 downloads
Transaction Costs and the Implied Volatility Smile
George M. Constantinides
Date Posted: April 03, 1997
Transaction Costs and Stochastic Dominance Efficiency in the Index Futures Options Market
Michal Czerwonko
and
Stylianos Perrakis
Date Posted: March 16, 2006148 downloads
Transaction Cost Discovery by Decomposition of the Error Term: A Bootstrapping Approach International Journal of Business and Finance Research, Vol. 5, No. 2, pp. 113-121, 2011
Ariful Hoque
Date Posted: July 03, 201128 downloads
Traffic Light Options
Peter Løchte Jørgensen
Date Posted: March 21, 2006305 downloads
Traffic Light Options Journal of Banking and Finance, Vol. 31, No. 12, 2007
Peter Løchte Jørgensen
Date Posted: January 15, 2013
Trading Volume and Price Variability: Evidence on Lead-Lag Relations from Granger-Causality Tests
Sanjai Bhagat and
Sanjiv Bhatia
Date Posted: July 05, 1998
Trading Volatility: At What Cost?
Robert E. Whaley
Date Posted: May 07, 201325 downloads
Trading the Tradesports NFL Market: An Analysis of Liquidity and Pricing Efficiency
Feng Zhou
and
Philip F. O'Connor
Date Posted: July 05, 2007105 downloads
Trading Rules Over Fundamentals: A Stock Price Formula for High Frequency Trading, Bubbles and Crashes
Date Posted: January 01, 2012Last Revised: January 23, 20121114 downloads
Trading Restrictions and Stock Prices HBS Finance Working Paper No. 05-079
Robin M. Greenwood
Date Posted: March 17, 2006421 downloads
Trading Relative Performance with Alpha Indexes
Jacob S. Sagi and
Robert E. Whaley
Date Posted: October 16, 2010Last Revised: November 23, 2012865 downloads
Trading on the Information Content of Open Interest: Evidence from the US Equity Options Market McGill Finance Research Centre Working Paper
Rafiqul Bhuyan and
Mo Chaudhury
Date Posted: October 27, 20011002 downloads
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, 2005420 downloads
Trading in Derivatives When the Underlying is Scarce
Snehal Banerjee
and
Jeremy J. Graveline
Date Posted: November 20, 2011Last Revised: January 15, 2013113 downloads
Trading Halts and Information Asymmetry
Woo-Baik Lee
,
Jong Won Park
and
Steven J. Jordan
affiliation not provided to SSRN
Date Posted: January 18, 2010120 downloads
Trading Costs and the Relative Rates of Price Discovery in Stock, Futures, and Option Markets
Jeff Fleming ,
Barbara Ostdiek and
Robert E. Whaley
Date Posted: October 24, 1999
Trading Basis Part 2
Date Posted: May 31, 2007Last Revised: April 15, 2009337 downloads
Trading Basis Part 1
Date Posted: May 31, 2007Last Revised: April 15, 2009508 downloads
Trading Activity, Realized Volatility and Jumps
Pierre Giot ,
Sébastien Laurent and
Mikael Petitjean
Date Posted: January 19, 2009109 downloads
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