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JEL Code: G13
1,854,366 Total downloads
Showing Papers 4,301 - 4,350 of 4,934
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On the Rate of Convergence of Binomial Greeks 22nd Australasian Finance and Banking Conference 2009
Pai-Ta Shih
Date Posted: August 15, 2009154 downloads
Zero Bound, Option-Implied PDFs, and Term Structure Models
Date Posted: May 28, 2008Last Revised: May 31, 2009137 downloads
ZABR -- Expansions for the Masses
Jesper Andreasen and
Brian Norsk Huge
Date Posted: January 07, 2012814 downloads
You Don't Have to Bother Newton for Implied Volatility
Minqiang Li
Date Posted: December 20, 2006995 downloads
Yield Curve Smoothing and Residual Variance of Fixed Income Positions
Raphael Douady
Date Posted: December 23, 200981 downloads
Yield Curve Fitting with Term Structure Models: Empirical Evidence from the Euro Market Revista de Economía Aplicada, Vol. 13, No. 39, 2005,
Javier F. Navas
Date Posted: November 20, 2007335 downloads
Yield Curve Construction with Tension Splines
Leif B. G. Andersen
Date Posted: December 19, 20052502 downloads
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
Date Posted: February 03, 200598 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, 2012181 downloads
Y2K Options and the Liquidity Premium in Treasury Bond Markets FRB of New York Staff Report No. 266
Zhenyu Wang and
Suresh M. Sundaresan
Date Posted: November 01, 200691 downloads
Would Position Limits Have Made any Difference to the 'Flash Crash' on May 6, 2010
Bernard Lee
,
Shih-Fen Cheng
and
Annie Koh
Date Posted: November 03, 2010Last Revised: March 30, 2011285 downloads
Would Greater Transparency Increase or Decrease Contracting Costs? JOURNAL OF FINANCIAL ENGINEERING, Vol 4 No 2, June 1995
Michael F. Ferguson and
Corinne M. Bronfman
Date Posted: August 25, 1998
Would a Stricter Fed Policy and Financial Regulation Have Averted the Financial Crisis? Cato Policy Analysis Series, No. 648
Jagadeesh Gokhale and
Peter VanDoren
Date Posted: October 13, 2009185 downloads
Worst-of Options and Correlation Skew Under a Stochastic Correlation Framework International Journal of Theoretical and Applied Finance, Vol. 15, No. 7, 2012
Jacinto Marabel Romo
Date Posted: May 07, 2012Last Revised: March 09, 201334 downloads
Worst Fluctuation Method for Fast Value-at-Risk Estimates
Jean-Philippe Bouchaud and
Marc Potters
Date Posted: October 21, 1999478 downloads
Worst Case Pricing of Rainbow Options Discussion Paper No. 217
Juergen Topper
Date Posted: December 18, 2001595 downloads
Wishart Quadratic Term Structure Models Les Cahiers du CREF of HEC Montreal Working Paper No. 03-10
Christian Gourieroux and
Razvan Sufana
Date Posted: July 18, 2005427 downloads
Why We Have Always Used the Black-Scholes-Merton Option Pricing Formula
Charles J. Corrado
Date Posted: March 11, 2009Last Revised: April 06, 2009705 downloads
Why VAR Fails: Long Memory and Extreme Events in Financial Markets
Cornelis A. Los
Date Posted: December 10, 2004580 downloads
Why VAR Fails: Long Memory and Extreme Events in Financial Markets The ICFAI Journal of Financial Economics, Vol. 3, No. 3, pp. 19-36, September 2005
Cornelis A. Los
Date Posted: June 04, 2008
Why the Rotation Count Algorithm Works Tinbergen Institute Discussion Paper No. 2006-065/2
Roger Lord
Date Posted: August 03, 2006770 downloads
Why the Law Hates Speculators: Regulation and Private Ordering in the Market for OTC Derivatives Duke Law Journal, Vol. 48, p. 701, 1999
Lynn A. Stout
Date Posted: November 21, 2000
Why the Law Hates Speculators: Regulation and Private Ordering in the Market for OTC Derivatives
Lynn A. Stout
Date Posted: October 21, 1998
Why Long Term Forward Rates (Almost) Always Slope Downwards IFA Working Paper No. 299
Stephen M. Schaefer and
Roger H. Brown
Date Posted: March 27, 2000475 downloads
Why is the Index Smile So Steep? EFMA 2003 Helsinki Meetings
Nicole Branger
and
Christian Schlag
Date Posted: October 11, 2002432 downloads
Why is Portfolio Insurance Attractive to Investors?
Dennis Vrecko
and
Nicole Branger
Date Posted: December 09, 2009Last Revised: December 17, 2009229 downloads
Why Forward Sales of Housing Survive? - A Theoretical Model
Chung Yim Edward Yiu
Date Posted: September 17, 200846 downloads
Why Firms Use Currency Derivatives J. OF FINANCE, Vol. 52 No. 4, September 1997
Christopher Geczy ,
Bernadette A. Minton and
Catherine M. Schrand
Date Posted: July 17, 1997
Why Does Implied Risk Aversion Smile? FAME Research Paper No. 47
Alexandre Ziegler
Date Posted: March 25, 2003247 downloads
Why Does Higher Variability of Trading Activity Predict Lower Expected Returns?
Alexander Barinov
Date Posted: September 01, 2010Last Revised: September 24, 201272 downloads
Why Do Option Introductions Depress Stock Prices? An Empirical Study of Diminishing Short-Sale Constraints DePaul University Working Paper
Bartley R. Danielsen and
Sorin M. Sorescu
Date Posted: May 09, 2000520 downloads
Why Do Foreign Firms Have Less Idiosyncratic Risk than U.S. Firms? ECGI - Finance Working Paper No. 246/2009
Söhnke M. Bartram ,
Gregory W. Brown
and
Rene M. Stulz
Date Posted: June 08, 2009206 downloads
Why Do Firms Issue Convertible Bonds? Evidence from the Field
Ming Dong ,
Marie Dutordoir
and
Chris Veld
Date Posted: August 12, 2011Last Revised: May 08, 2013354 downloads
Why Do Financial Intermediaries Buy Put Options from Companies?
Stanley B. Gyoshev ,
Todd R. Kaplan ,
Samuel H. Szewczyk and
George P. Tsetsekos
Date Posted: December 04, 2012Last Revised: January 06, 201339 downloads
Why did the Crisis of 2008 Happen?
Nassim Nicholas Taleb
Date Posted: August 29, 2010Last Revised: November 16, 20129624 downloads
Why Are Those Options Smiling? Univ. of Oklahoma Center for Financial Studies Working Paper
Louis H. Ederington and
Wei Guan
Date Posted: December 29, 20001298 downloads
Why are Put Options So Expensive? AFA 2004 San Diego Meetings; University of Illinois at Chicago Working Paper
Oleg Bondarenko
Date Posted: April 29, 20033111 downloads
Why Adding Firm Value with a Put Feature in Debt Contracts is Better than Renegotiation
Christian Koziol
Date Posted: March 21, 2006
Why a Volatility Index Can Be Useful in the Spanish Financial Market?
Maria T. Gonzalez-Perez
and
Alfonso Novales Cinca
Date Posted: September 09, 200938 downloads
Who Trades Futures and How: Evidence from the Heating Oil Futures Market Journal of Business, Vol. 75, No. 2, April 2002
Louis H. Ederington and
Jae Ha Lee
Date Posted: September 14, 2001
Who Trades Futures and How: Evidence from the Heating Oil Futures Market
Louis H. Ederington and
Jae Ha Lee
Date Posted: December 20, 2000959 downloads
Who Buys and Who Sells Options: The Role of Options in a General Equilibrium Model with Background Risk
Guenter Franke ,
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: July 20, 1998
Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk Journal of Economic Theory, 1998
Guenter Franke ,
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: May 20, 1998
Which Currency Hedging Strategy is Best? MIT Sloan Research Paper No. 5003-13
Wei Chen
,
Mark Kritzman
and
David Turkington
Date Posted: May 22, 201334 downloads
Where is the Value in High Frequency Trading? Quarterly Journal of Finance, Volume 2 (3), 2012, 1-46
Álvaro Cartea and
José Penalva
Date Posted: June 01, 2011Last Revised: March 11, 2013243 downloads
Where is the Value in High Frequency Trading?
Álvaro Cartea and
José Penalva
Date Posted: November 21, 2010Last Revised: February 17, 20121843 downloads
When to Put All Your Eggs in One Basket? When Diversification Increases Portfolio Risk! Financial Engineering News, p. 4, January-February 2005
Cornelis A. Los
Date Posted: June 04, 2008
When to Put All Your Eggs in One Basket... When Diversification Increases Portfolio Risk!
Cornelis A. Los
Date Posted: November 17, 2004610 downloads
When the Bubble is Going to Burst
Jing Chen
Date Posted: December 05, 19981098 downloads
When Is Time Continuous? MIT Laboratory of Financial Engineering (LFE) Working Paper No. LFE-1033-98
Dimitris Bertsimas ,
Leonid Kogan and
Andrew W. Lo
Date Posted: September 02, 19981721 downloads
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