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JEL Code: G1
12,991,434 Total downloads
Showing Papers 5,061 - 5,110 of 36,701
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Calculating Prepayment Penalties in a Transparent Manner
Wolfgang Breuer
and
Claudia Kreuz
Date Posted: August 30, 2007Last Revised: March 31, 2008149 downloads
Calculating Prices and Sensitivities for Path-Independent Derivative Securities in Multifactor Models
Gregory A. Willard
Date Posted: December 18, 1996
Calculating Stock Market Index Closing Value Using Risk Function Curve Equation, Logistic, B-Spline Curve and Polar Conversion Techniques
Sidharta Chatterjee
Date Posted: December 22, 2008207 downloads
Calculating the Duration of a Fixed-Coupon Bond
Stylianos Paganopoulos
affiliation not provided to SSRN
Date Posted: July 16, 2008Last Revised: June 21, 2011153 downloads
Calculating the VIX in Excel
Tom Arnold and
John H. Earl
Date Posted: March 08, 20083441 downloads
Calculating VAR in a Non-Normal Framework
Shijun Liu
Date Posted: September 28, 2010169 downloads
Calculation of Volatility in a Jump-Diffusion Model Journal of Derivatives, Vol. 11, No. 2, 2003
Javier F. Navas
Date Posted: November 20, 2007Last Revised: December 05, 2007311 downloads
Cálculo de Betas (Calculating Betas) Análisis Financiero, No. 116, pp. 6-13, 2011,
Ignacio Velez-Pareja
Date Posted: March 04, 2011Last Revised: February 06, 2012603 downloads
Calendar Anomalies and Turkish Real Estate Investment Trusts (REITs) International Journal of Economics and Finance, Vol. 4, No. 3, pp. 230-236, March 2012
Ali Hepsen
Date Posted: February 24, 201259 downloads
Calendar Anomalies in Athens Exchange Stock Market - An Application of GARCH Models and the Neural Network Radial Basis Function
Eleftherios Giovanis
Date Posted: September 09, 2008262 downloads
Calendar Anomalies in Developed EU Stock Markets International Journal of Economics, Vol.6, No.1, June 2012
Andreas G. Georgantopoulos and
Anastasios Tsamis
Date Posted: May 21, 2012Last Revised: February 14, 2013
Calendar Anomalies in Stock Index Futures
Oscar Carchano
and
Ángel Pardo Tornero
Date Posted: November 13, 2011246 downloads
Calendar Anomalies in the Indian Stock Market
Anokhi Parikh
Date Posted: March 09, 2009Last Revised: May 05, 2010
Calendar Based Mean Reversion Risk and Digital Signal Processing
C. Kenneth Jones
Date Posted: March 19, 2009Last Revised: March 10, 201156 downloads
Calendar Based Risk, Firm Size, and the Random Walk Hypothesis
C. Kenneth Jones
Date Posted: February 16, 2005Last Revised: March 12, 2009174 downloads
Calendar Effects in Fifty-Five Stock Market Indices Global Journal of Finance and Management, Vol. 1, No. 2, 2009
Eleftherios Giovanis
Date Posted: March 23, 2010
Calendar Effects on Stock Returns Across Multiple States
Henry Aray
and
Betty Agnani
Date Posted: April 10, 201155 downloads
Calendar Spreads, Risk Premium and the Convenience Yield
Sami Attaoui
,
Constantin Mellios
and
Pierre Six
Date Posted: July 29, 2009440 downloads
Calibrating and Pricing with Stochastic-Local Volatility Model
Yu Tian
,
Zili Zhu
,
Fima Klebaner
and
Kais Hamza
Date Posted: November 30, 2012243 downloads
Calibrating Exotic Models to Vanilla Models
Christian Ekstrand
Date Posted: May 14, 201098 downloads
Calibrating Libor Market Models
Morten Bjerregaard Pedersen
Date Posted: September 07, 19981598 downloads
Calibrating Option Pricing Models with Heuristics NATURAL COMPUTING IN COMPUTATIONAL FINANCE, Anthony Brabazon, Michael O'Neill, Dietmar Maringer, eds., Vol. 4, Springer, 2011
Manfred Gilli and
Enrico Schumann
Date Posted: March 08, 2010Last Revised: March 15, 2013802 downloads
Calibrating Risk-neutral Default Correlation ICER Working Paper No. 12/2005
Elisa Luciano
Date Posted: August 30, 2005173 downloads
Calibrating Structural Models: A New Methodology Based on Stock and Credit Default Swap Data Quantitative Finance, Vol. 11, Issue 12, pp. 1745-1759, 2011
Santiago Forte
Date Posted: July 21, 2008Last Revised: January 19, 2012
Calibrating the CreditMetrics Correlation Concept - Empirical Evidence from Germany Financial Markets and Portfolio Management, Vol. 18, No. 4, pp. 358-382, 2004
Lutz Hahnenstein
Date Posted: November 02, 2004
Calibrating the Nelson-Siegel-Svensson Model
Manfred Gilli ,
Stefan Grosse
and
Enrico Schumann
Date Posted: September 16, 2010Last Revised: April 22, 2011275 downloads
Calibrating Volatility Surfaces via Relative-Entropy Minimization
Marco Avellaneda ,
Craig A. Friedman
,
Richard Holmes and
Dominick J. Samperi
Date Posted: February 01, 19972486 downloads
Calibrating Your Intuition
Capital Allocation for Market and Credit Risk IMF Working Paper No. 02/99
Paul H. Kupiec
Date Posted: February 15, 2006209 downloads
Calibration and Computation of Household Portfolio Models University of Cyprus Department of Economics Working Paper No. 00-04
Alexander Michaelides and
Michael Haliassos
Date Posted: October 16, 2000786 downloads
Calibration and Implementation of Convertible Bond Models
Leif B. G. Andersen and
Dan Buffum
Date Posted: March 28, 20034500 downloads
Calibration and Monte Carlo Pricing of the SABR-Hull-White Model for Long-Maturity Equity Derivatives
Bin Chen
,
Lech A. Grzelak and
Cornelis W. Oosterlee
Date Posted: February 25, 2011278 downloads
Calibration of a Nonlinear Feedback Option Pricing Model Quantitative Finance, Vol. 7(1), 2007, pp. 95-110
Simona Sanfelici
Date Posted: March 29, 2013Last Revised: April 02, 20133 downloads
Calibration of CDO Tranches with the Dynamical Generalized-Poisson Loss Model
Damiano Brigo ,
Andrea Pallavicini
and
Roberto Torresetti
Date Posted: May 11, 2006Last Revised: April 30, 2010564 downloads
Calibration of Interest Rate Models - Transition Market Case CERGE-EI Working Paper No. 237
Martin Vojtek
Date Posted: November 13, 2005156 downloads
Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach Rapport Interne CMAP Working Paper No. 490
Rama Cont and
Peter Tankov
Date Posted: November 22, 20023263 downloads
Calibration of Local Stochastic Volatility Models to Market Smiles: A Monte-Carlo Approach Risk Magazine, September 2009
Pierre Henry-Labordere
Date Posted: October 24, 2009Last Revised: August 19, 20111206 downloads
Calibration of Stochastic Volatility Models: An Optimal Control
Approach
Min Dai
,
Ling Tang
and
Xingye Yue
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: October 21, 201282 downloads
Calibration of Structural Credit Risk Models: Implied Sensitivities and Liquidity Discounts
Date Posted: September 27, 2004352 downloads
Calibration of the Heston Stochastic Local Volatility Model: A Finite Volume Scheme
Bernd Engelmann
,
Frank Koster
and
Daniel Oeltz
affiliation not provided to SSRN
and
affiliation not provided to SSRN
Date Posted: April 26, 2011Last Revised: February 13, 2012368 downloads
Calibration of the Libor Market Model Using Correlations Implied by CMS Spread Options Applied Mathematical Finance, Vol. 17, No. 5, 2010
Jan van Heys
and
Reik H. Boerger
affiliation not provided to SSRN
and
RWE AG
Date Posted: November 15, 2009Last Revised: August 17, 2011
Calibration of the Multi-Currency LIBOR Market Model
Kay F. Pilz and
Erik Schlogl
affiliation not provided to SSRN
and
University of Technology, Sydney (UTS) - School of Finance and Economics
Date Posted: January 19, 201196 downloads
Calibration of the Structural Model of Corporate Bond Spreads
Peter Lerner (Ret.) and
Chunchi Wu
Date Posted: December 15, 2005169 downloads
Calibration, Simulation and Hedging in a Heston Libor Market Model with Stochastic Basis
Ahsan Amin
Date Posted: November 08, 2010537 downloads
Call Auction Algorithm Design and Market Manipulation Journal of Multinational Financial Management, Vol. 16, pp. 184-198, 2006
Carole Comerton-Forde
and
James Rydge
Date Posted: May 16, 2005
Call Auctions with Contingent Orders
Serkan Imisiker
and
Isa Emin Hafalir
Date Posted: January 30, 2011Last Revised: February 24, 201129 downloads
Call-Option Compensation and the Manager's Intertemporal Risk-Taking Behavior
Katarzyna Romaniuk
Date Posted: October 09, 201221 downloads
Call-Put Implied Volatility Spreads and Option Returns
James S. Doran ,
Andy Fodor
and
Danling Jiang
Date Posted: July 15, 2010Last Revised: February 27, 2013259 downloads
Callable Bond Revisited Financial Management, Forthcoming
John Banko
and
Lei Zhou
Date Posted: August 29, 2009128 downloads
Callable Defaultable Bonds: Valuation, Hedging, and Optimal Exercise Boundaries
Jennifer N. Carpenter and
Viral V. Acharya
Date Posted: January 20, 2000
Callable Risky Perpetual Debt with Protection Period NHH Dept. of Finance & Management Science Discussion Paper No. 22/2005
Aksel Mjøs
and
Svein-Arne Persson
Date Posted: March 06, 2005Last Revised: September 28, 2008132 downloads
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