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1,853,079 Total downloads
Showing Papers 481 - 530 of 4,933
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The Valuation of Multivariate Equity Options by Means of Copulas: Theory and Application to the European Derivatives Market Journal of Derivatives & Hedge Funds, Vol. 16, pp. 303-318, 2011
Ivan Slavchev
and
Sascha Wilkens
Date Posted: March 20, 2008Last Revised: January 22, 2011
The Valuation of Long-Term Exchange Options in the German Electricity Market
Jan Marckhoff
Date Posted: May 13, 200960 downloads
The Valuation of Interest Rate Digital Options and Range Notes Revisited European Financial Management, 1998
Patrick Navatte and
Francois Quittard-Pinon
Date Posted: October 21, 1998
The Valuation of Interest Rate Derivatives in a Multi-Factor Term Structure Model with Deterministic Components
Louis Scott
Date Posted: August 25, 1998
The Valuation of Inflation-Indexed and FX Convertible Bonds
Yoram Landskroner
and
Alon Raviv
Date Posted: January 29, 2004564 downloads
The Valuation of Employee Stock Options - How Good is the Standard? EFA 2003 Annual Conference Paper
Peter Raupach
Date Posted: April 11, 2003571 downloads
The Valuation of Deposit Insurance in an Arbitrage-free Basel II Consistent Framework
Oliver Entrop
and
Marco Wilkens
Date Posted: March 06, 2007101 downloads
The Valuation of Default Risk in Corporate Bonds and Interest Rate Swaps
Soren S. Nielsen and
Ehud I. Ronn
Date Posted: June 13, 1998
The Valuation of Correlation-Dependent Credit Derivatives Using a Structural Model
John C. Hull ,
Mirela Predescu
and
Alan White
Date Posted: March 21, 2005962 downloads
The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices
Claus Munk
Date Posted: October 19, 1998256 downloads
The Valuation of Contingent Claims Under Portfolio Constraints:
Reservation Buying and Selling Prices European Finance Review, Vol. 3, No. 3
Claus Munk
Date Posted: March 29, 2001
The Valuation of Compound Options and American Calls on Dividend Paying Stocks with Time-Varying Volatility THE J. OF FINANCIAL ENGINEERING, Vol. 5 No. 3, September 1996
Steven B. Raymar and
Aamir M. Sheikh
Date Posted: November 21, 1996
The Valuation of Callable Bonds with Floored CMS-spread Coupons
David Skovmand
and
Peter Løchte Jørgensen
Date Posted: March 02, 200798 downloads
The Valuation of Callable Bonds with Floored CMS-Spread Coupons Wilmott Magazine, pp. 106-125, November 2007
Peter Løchte Jørgensen and
David Skovmand
Date Posted: December 06, 2012
The Valuation of American-style Swaptions in a Two-factor Spot Futures Model
Sandra Peterson ,
Richard C. Stapleton and
Marti G. Subrahmanyam
affiliation not provided to SSRN
,
University of Strathclyde, Glasgow - Department of Accounting and Finance
and
New York University - Stern School of Business
Date Posted: January 15, 2000499 downloads
The Valuation of American Options on Multiple Assets
Jerome Detemple and
Mark Broadie
Date Posted: October 02, 1999
The Valuation of American Options on Bonds J. OF BANKING AND FINANCE
T. S. Ho ,
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: June 05, 1997
The Valuation and Strategic Use of the Recharacterization Option for Traditional to Roth IRA Conversions
David L. Stowe
,
Andy Fodor
and
John D. Stowe
Date Posted: January 13, 2011Last Revised: July 15, 2012221 downloads
The Valuation and Behavior of Black-Scholes Options Subject to Intertemporal Default Risk REVIEW OF DERIVATIVES RESEARCH, Vol. 1 No. 1
Don R. Rich
affiliation not provided to SSRN
Date Posted: May 03, 2000
The Usefulness of Sfas 119 Disclosures About Derivatives Risk: the Case of Foreign Exchange Derivatives
M.H. Franco Wong
Date Posted: September 09, 1996
The Usefulness of SFAS 119 Derivatives Disclosures for Assessing the Foreign Exchange Risk Exposure of Manufacturing Firms
M.H. Franco Wong
Date Posted: September 01, 1997
The Use of Weather Forecasts in the Pricing of Weather Derivatives
Stephen Jewson
and
Rodrigo Caballero
Date Posted: June 26, 2003628 downloads
The Use of Derivatives in Nordic Firms
Tor Brunzell
,
Mats Hansson
and
Eva Liljeblom
Date Posted: November 19, 2009Last Revised: December 13, 2009158 downloads
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects REVIEW OF FINANCIAL STUDIES, Vol. 9 No. 1
Donald B. Keim and
Ananth Madhavan
Date Posted: November 29, 1995
The Underlying Dynamics of Credit Correlations Journal of Credit Risk, Vol. 3, No. 2, p. 27
Arthur M. Berd
,
Robert F. Engle and
Artem B. Voronov
Date Posted: November 06, 2005Last Revised: January 16, 2012399 downloads
The Uncertain Mortality Intensity Framework: Pricing and Hedging Unit-Linked Life Insurance Contracts
Jing Li and
Alexander Szimayer
Date Posted: July 14, 2010Last Revised: June 13, 201156 downloads
The True Invariant of an Arbitrage Free Portfolio: Finite Liquidity Effect
Anatoly B. Schmidt
Date Posted: September 08, 201228 downloads
The Trend is Your Friend: Absence of Pin Risk in Trend Options and Time Diversification
Markus Leippold and
Juerg M. Syz
Date Posted: September 09, 2005234 downloads
The Transmission of Swap Spreads and Volatilities in the International Swap Markets
Young Ho Eom ,
Jun Uno and
Marti G. Subrahmanyam
Date Posted: March 02, 2002354 downloads
The Traditional Hedging Model Revisited with a Non Observable Convenience Yield 22nd Australasian Finance and Banking Conference 2009
Constantin Mellios
and
Pierre Six
Date Posted: August 23, 2009Last Revised: May 29, 2011284 downloads
The Trade-Off Theory Revisited: On the Effect of Operating Leverage
Kristoffer J. Glover
and
Gerhard Hambusch
Date Posted: March 16, 201333 downloads
The Tractable 'Quadratic' Class of Growth and Interest Rate Processes MIT Department of Economics Working Paper No. 06-17
Xavier Gabaix
Date Posted: June 13, 2006113 downloads
The Timing and Terms of Takeovers Under Uncertainty: A Real Options Approach JIMS Working Paper No. 3/2001
Bart M. Lambrecht
Date Posted: December 11, 20011038 downloads
The Theory of Professional Valuation: Towards Postneoclassic Synthesis
Andrey Igorevich Artemenkov
and
Igor Lvovich Artemenkov
Date Posted: January 16, 200889 downloads
The Theory of Financial Intermediation 96-32
Franklin Allen and
Anthony M. Santomero
Date Posted: September 10, 1996
The Theory of Finance in a Nutshell
Riccardo Cesari and
Carlo D'Adda
Date Posted: March 06, 2008511 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, 2012346 downloads
The Term Structure of Sovereign Spreads in Emerging Markets: A Calibration Approach for Structural Models IPEA Discussion Paper No. 1048
Katia Rocha
and
Francisco A. Alcaraz Garcia
Date Posted: October 15, 2004214 downloads
The Term Structure of Simple Forward Rates with Jump Risk
Paul Glasserman and
Steven G. Kou
Date Posted: June 07, 2000540 downloads
The Term Structure of Risk Premia: New Evidence from the Financial Crisis ECB Working Paper No. 1165
Tobias Berg
Date Posted: April 08, 2010135 downloads
The Term Structure of Risk Premia: Evidence from CDS Spreads
Tobias Berg
Date Posted: May 22, 2009Last Revised: January 07, 2013295 downloads
The Term Structure of Interest-Rate Futures Prices EFA 2001 Barcelona Meetings
Richard C. Stapleton and
Marti G. Subrahmanyam
Date Posted: December 13, 1999787 downloads
The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims THE GENEVA PAPERS ON RISK AND INSURANCE THEORY, Vol. 21 No. 1
Marti G. Subrahmanyam
Date Posted: May 26, 1998
The Term Structure of Implied Volatility in Symmetric Models with Applications to Heston
Stefano De Marco
and
Claude Martini
Date Posted: June 13, 2010Last Revised: November 20, 2010220 downloads
The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds
Philipp Schuster
and
Marliese Uhrig-Homburg
Date Posted: April 02, 2012Last Revised: March 15, 2013188 downloads
The Telescoping Overlap Problem in Options Data AFA 2002 Atlanta Meetings
Charlotte Strunk Hansen ,
Nagpurnanand R. Prabhala and
Bent Jesper Christensen
Date Posted: December 20, 2001299 downloads
The Tail Wags the Dog: Time-Varying Information Shares in the Bund Market BIS Working Paper No. 224
Christian Upper and
Thomas Werner
Date Posted: September 25, 200774 downloads
The Tactical and Strategic Value of Commodity Futures
Claude B. Erb and
Campbell R. Harvey
Date Posted: February 03, 20057214 downloads
The Synchronized and Long-Lasting Structural Change on Commodity Markets: Evidence from High Frequency Data
Nicolas Maystre and
David Bicchetti
Date Posted: May 12, 201270 downloads
The Swaption Cube
Anders B. Trolle and
Eduardo S. Schwartz
Date Posted: October 28, 2010Last Revised: July 21, 2012467 downloads
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