Feedback to SSRN (Beta)
SSRN eLibrary Statistics:
Papers & Authors:
Abstracts:
489,370
Full Text Papers:
398,250
Authors:
228,711
Papers Received in Last 12 months:
69,655
Paper Downloads:
To date:
66,729,620
Last 12 months:
11,224,008
Last 30 days:
834,562
CiteReader: What's this?
Papers with
239,806
Total References:
8,539,827
Papers with Cites:
230,167
Total Citation
5,733,423
Papers with
78,859
Total Footnotes:
8,610,864
SSRN eLibrary Search Results
JEL Code: G13
1,867,611 Total downloads
Showing Papers 361 - 410 of 4,952
Sort By
Abstract Title, A-Z
Abstract Title, Z-A
Downloads, Ascending
Downloads, Descending
Date Posted, Ascending
Date Posted, Descending
A Chaos Expansion Approach Under Hybrid Volatility Models
Date Posted: September 09, 2012Last Revised: September 13, 201257 downloads
European Option Pricing under Jump Diffusion with Proportional Transaction Costs
Haipeng Xing ,
Yang Yu
and
TiongWee Lim
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: September 09, 201249 downloads
Maximal Affine Models for Multiple Commodities: A Note
Jaime Casassus ,
Peng Liu
and
Ke Tang
Date Posted: September 09, 201257 downloads
On Funding Costs and the Valuation of Derivatives
Bert-Jan Nauta
Date Posted: September 09, 2012Last Revised: October 12, 2012139 downloads
What Makes the VIX Tick?
Warren Bailey ,
Lin Zheng
and
Yinggang Zhou
Date Posted: September 09, 2012486 downloads
The True Invariant of an Arbitrage Free Portfolio: Finite Liquidity Effect
Anatoly B. Schmidt
Date Posted: September 08, 201228 downloads
An Analysis of the Main Determinants of Electricity Forward Prices and Forward Risk Premia
Álvaro Cartea and
Pablo Villaplana
Date Posted: September 07, 2012116 downloads
Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors 25th Australasian Finance and Banking Conference 2012
Serkan Arslanalp
and
Yin Liao
Date Posted: September 06, 2012Last Revised: October 31, 201286 downloads
Yes, FVA is a Cost for Derivatives Desks - A Note on 'Is FVA a Cost for Derivatives Desks?' by Prof. Hull and Prof. White
Antonio Castagna
Date Posted: September 05, 2012184 downloads
Derivatives Pricing
Ilya I. Gikhman
Date Posted: September 04, 201264 downloads
Low-High Basis Factor in the Commodity Futures Market
Daehwan Kim
Date Posted: September 01, 2012Last Revised: May 25, 2013122 downloads
Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound Reserve Bank of New Zealand Discussion Paper No. 2012/02, Midwest Finance Association 2013 Annual Meeting Paper
Leo Krippner
Date Posted: September 01, 201219 downloads
Fast Simulation of Levy Processes
Mitya Boyarchenko
Date Posted: August 31, 2012Last Revised: September 15, 201268 downloads
Robust Estimation of Shape Constrained State Price Density Surfaces
Markus Ludwig
Date Posted: August 31, 2012Last Revised: June 16, 2013151 downloads
Market Models for Credit Risky Portfolios Driven by Time-Inhomogeneous Levy Processes
Ernst Eberlein ,
Zorana Grbac
and
Thorsten Schmidt
affiliation not provided to SSRN
and
Chemnitz University of Technology
Date Posted: August 30, 201221 downloads
Pricing Fixed-Income Derivatives Under Increasing and Decreasing Interest Rate Cases Using a Skewness-Adjusted Binomial Interest Rate Tree
R. Stafford Johnson
and
Amit Sen
Date Posted: August 30, 201226 downloads
Some Misconceptions in Derivative Pricing
Kuo-Ping Chang
Date Posted: August 30, 201259 downloads
The Relationship between Spot and Futures CO2 Emission Allowance Prices in the EU-ETS Midwest Finance Association 2013 Annual Meeting Paper
Stefan Trueck
,
Wolfgang Hardle
and
Rafal Weron
Date Posted: August 29, 2012Last Revised: January 25, 2013114 downloads
A Model for Hedging Load and Price Risk in the Texas Electricity Market
Michael C. Coulon
,
Warren B. Powell
and
Ronnie Sircar
Date Posted: August 29, 201281 downloads
Lower Bound Approximation to Basket Option Values for Local Volatility Jump-Diffusion Models
Guoping Xu
and
Harry Zheng
Date Posted: August 29, 201237 downloads
Deriving the Rent Versus Buy Decision in the Absence of Expected Home Price Appreciation or Risk Premia
Cristian Voicu
and
Michael Joseph Seiler
Date Posted: August 28, 201222 downloads
On the Pricing of Salmon Futures and Options at Fish Pool
Christian-Oliver Ewald
,
Roy Nawar
and
Tak-Kuen Siu
Date Posted: August 28, 201285 downloads
Pricing of Derivatives on Commodity Indices
Johannes Rauch ,
Mikhail Krayzler
,
Bernhard Brunner and
Rudi Zagst
Date Posted: August 28, 2012
Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk 25th Australasian Finance and Banking Conference 2012
Yuji Sakurai and
Yoshihiko Uchida
Date Posted: August 28, 2012Last Revised: February 14, 2013137 downloads
Testing Alternative Measure Changes in Nonparametric Pricing and Hedging of European Options 25th Australasian Finance and Banking Conference 2012
Jamie Alcock and
Godfrey Smith
Date Posted: August 28, 2012Last Revised: February 16, 201350 downloads
Unbiasedness and Risk Premiums in the Indian Currency Futures Market
Satish Kumar
and
Stefan Trueck
Date Posted: August 28, 201218 downloads
The Term Structure of Variance Swaps, Risk Premia and the Expectation Hypothesis
Yacine Ait-Sahalia ,
Mustafa Karaman
and
Loriano Mancini
Date Posted: August 27, 2012378 downloads
SPM Extension
Christian Kamtchueng
Date Posted: August 26, 2012Last Revised: September 17, 201244 downloads
Evaluating Natural Resource Investments Under Different Model Dynamics: Managerial Insights European Financial Management, Vol. 18, Issue 4, pp. 543-575, 2012
Andrianos E. Tsekrekos
,
Mark B. Shackleton and
Rafał Wojakowski
affiliation not provided to SSRN
Date Posted: August 23, 2012
Allocating Risk Through Contract: Evidence from M&A and Policy Implications
John C. Coates, IV
Date Posted: August 22, 2012Last Revised: August 23, 2012577 downloads
Pricing and Hedging Quanto Options in Energy Markets
Fred Espen Benth
,
Nina Lange
and
Tor Age Myklebust
Date Posted: August 22, 2012Last Revised: November 29, 2012144 downloads
An Improved Algorithm for Pricing Derivatives Using Sobol Quasirandom Sequences
Marcos Eugenio da Silva
Date Posted: August 21, 201243 downloads
Comparing First, Second and Third Generation Commodity Indices
Joelle Miffre
Date Posted: August 21, 2012196 downloads
Industry Loss Warranties: Contract Features, Pricing, and Central Demand Factors Journal of Risk Finance, Vol. 13, No. 1, pp. 13-31, 2012
Nadine Gatzert and
Hato Schmeiser
Date Posted: August 21, 2012
The Merits of Pooling Claims Revisited Journal of Risk Finance Vol. 13, No. 3, pp. 184-198, 2012
Nadine Gatzert and
Hato Schmeiser
Date Posted: August 21, 2012
Macro-Prudential Policy and the Conduct of Monetary Policy Banque de France Working Paper No. 390
Denis Beau
,
Laurent Clerc
and
Benoit Mojon
affiliation not provided to SSRN
Date Posted: August 20, 201297 downloads
A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 25th Australasian Finance and Banking Conference 2012
David E. Allen ,
Michael McAleer ,
Robert J. Powell
and
Abhay Kumar-Singh
Date Posted: August 19, 201283 downloads
Does the Stock Market Expect Upcoming Merger Activity?
Ulugbek Saidiev
Date Posted: August 14, 2012Last Revised: May 30, 201318 downloads
Income Distribution in Multinational Firms through Transfer Pricing
José G. Vargas-Hernández
Date Posted: August 11, 2012Last Revised: January 28, 201378 downloads
Arbitrage-Free Analytical Bound on the Cost of Illiquidity in Equity Markets
Stillian Ghaidarov
Date Posted: August 10, 201227 downloads
Pricing Options on Stocks with Known Dividends: A Note on Hull's Popular Book
Qiang Liu
and
Shuxin Guo
Date Posted: August 10, 2012Last Revised: February 04, 201378 downloads
Contingent Convertible ('CoCo') Bonds: A First Empirical Assessment of Selected Pricing Models
Sascha Wilkens
and
Nastja Bethke
Date Posted: August 09, 2012Last Revised: April 11, 2013413 downloads
Hedging Emerging Market Bonds and the Rise of the Credit Default Swap International Review of Financial Analysis, Vol. 16, No. 5, 2007
Frank S. Skinner and
Julinda Nuri
Date Posted: August 08, 201224 downloads
Rare Events and Investor Risk Aversion: Evidence from Crude Oil Options
Marie-Hélène Gagnon
and
Gabriel J. Power
Date Posted: August 08, 201241 downloads
Swapping Headline for Core Inflation: An Asset Liability Management Approach Southwestern Finance Association 2013 Annual Meeting Paper, Albuquerque NM, European Business Research Conference Proceedings, Rome 2012.
Nicolas Fulli-Lemaire
and
Ernesto Palidda
Date Posted: August 08, 2012Last Revised: March 07, 201385 downloads
Concept and Mathematics of Islamic Financial Engineering 8th International Conference on Islamic Economics and Finance,
20 December 2011, Doha, Qatar
Nadi Serhan Aydin
and
Martin Rainer
Date Posted: August 06, 2012Last Revised: August 08, 2012167 downloads
Finite Maturity Optimal Stopping of Levy Processes with Running Cost, Stopping Cost and Terminal Gain
Budhi Arta Surya
Date Posted: August 06, 201258 downloads
Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance IMF Working Paper No. WP/12/194
Tiago Severo
Date Posted: August 06, 2012109 downloads
Segmenting Supply Chain Risk Using E/CTRM Systems: Unifying Theory of Commodity Hedging and Arbitrage
Michael Mack Frankfurter
Date Posted: August 06, 2012205 downloads
Commodity Futures Returns and Idiosyncratic Volatility
Joelle Miffre ,
Ana-Maria Fuertes and
Adrián Fernández-Pérez
Date Posted: August 01, 2012Last Revised: October 26, 2012151 downloads
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
3.407 seconds
