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1,850,695 Total downloads
Showing Papers 641 - 690 of 4,933
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The Peter Pan Contract - A Futures Contract that Never Matures London Business School Institute of Finance and Accounting Working Paper 212
Anthony Neuberger
Date Posted: July 05, 1998
The Performance of Vix Option Pricing Models: Empirical Evidence Beyond Simulation Journal of Futures Markets, Vol. 31, No. 3, pp. 251-281, 2010
Zhiguang Wang
and
Robert T. Daigler
Date Posted: July 10, 2011
The Performance of Simple Dynamic Commodity Strategies
Devraj Basu and
Joelle Miffre
Date Posted: March 04, 2009Last Revised: April 01, 2009806 downloads
The Performance of Multi-factor Term Structure Models for Pricing and Hedging Caps and Swaptions
Joost Driessen ,
Pieter Klaassen and
Bertrand Melenberg
Date Posted: November 06, 20001167 downloads
The Performance of Covered Calls and Protective Puts
John Board and
Charles Sutcliffe
Date Posted: August 25, 1998
The Perception of Time, Risk and Return During Periods of Speculation
Emanuel Derman
Date Posted: January 11, 20022037 downloads
The Payment System and Derivative Instruments HBS Working Paper 95-028
André Perold
Date Posted: September 16, 1999
The Order Flow of Discount Certificates and Issuer Pricing Behavior Journal of Banking and Finance, Forthcoming
Rainer Baule
Date Posted: February 13, 2009Last Revised: August 18, 2011308 downloads
The Options Embedded within Pension Plans: Types, Valuation Principles and Effects on Optimal Investment Policies Bankers, Markets & Investors, Forthcoming
Katarzyna Romaniuk
Date Posted: June 01, 2010
The Option Value of Vacant Land
Joseph T. L. Ooi ,
C. F. Sirmans and
Geoffrey K. Turnbull
Date Posted: December 19, 2006211 downloads
The Option Value of Non-Recourse Lending and Inflated Asset Prices
Andrey D. Pavlov and
Susan M. Wachter
Date Posted: March 13, 2002246 downloads
The Option Value of Forest Concessions in Brazilian Amazon Pesquisa e Planejamento Economico, Vol. 30, No. 3, December 2000
Ajax R. Moreira ,
Katia Rocha
,
Eustáquio José Reis and
Leonardo Carvalho
Date Posted: September 23, 2002
The Option to Repurchase Stock
David L. Ikenberry and
Theo Vermaelen
Date Posted: August 23, 1998
The Option Pricing Model and the Risk Factor of Stock Journal of Financial Economics (JFE), Vol. 3, No. 1/2, 1976
Dan Galai and
Ronald W. Masulis
Date Posted: October 06, 2009276 downloads
The Optimal Timing and Equilibrium Pricing for IPO
Zhuming Chen
and
Can Chen
Date Posted: June 24, 201152 downloads
The Optimal Mix of Bank and Market Debt: An Asset Pricing Approach EFA 2003 Annual Conference Paper No. 485
Dirk Hackbarth
,
Chris Hennessy and
Hayne E. Leland
Date Posted: March 23, 2003868 downloads
The Optimal Method for Pricing Bermudan Options by Simulation
Alfredo Ibanez
and
Carlos Velasco
Date Posted: November 18, 2009Last Revised: February 05, 2012188 downloads
The Optimal Investment Policy for the Pension Benefit Guaranty Corporation
Katarzyna Romaniuk
Date Posted: June 16, 2010Last Revised: March 14, 201157 downloads
The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty European Financial Management, Vol. 6, No. 4, December 2000
Bruce G. Resnick and
Glen A. Larsen Jr.
Date Posted: June 18, 2000
The Optimal Alternative to the Delta Hedge in the Black and Scholes' (1973) World
Katarzyna Romaniuk
Date Posted: May 23, 2010Last Revised: May 27, 2010108 downloads
The Official Closing Versus Last Trade Price for Nasdaq Stocks: Implications for Empirical Research and Automatic Equity Option Exercise
Patrick Catania
and
Edwin D. Maberly
Date Posted: July 27, 2005232 downloads
The Non-Monotonicity of Value-at-Risk and the Validity of Risk Measures over Different Horizons
Jonathan Treussard
Date Posted: August 16, 2005248 downloads
The New South-African Volatility Index: New SAVI
Antonie Kotze
,
Angelo Joseph
and
Rudolf Oosthuizen
Date Posted: January 10, 201329 downloads
The Need for Futures Markets in Currencies Cato Journal, Vol. 31, No. 3, 2011
Milton Friedman
Date Posted: April 16, 20134 downloads
The Most Likely Stream
Date Posted: November 03, 2012114 downloads
The Monotonicity of the Option-Value/Risk Relation: A Note
Robert R. Bliss
Date Posted: April 02, 2001168 downloads
The Modified Dividend-Price Ratio
Ioannis Neokosmidis
and
Vassilis Polimenis
affiliation not provided to SSRN
and
Aristotle University of Thessaloniki
Date Posted: November 26, 2012Last Revised: December 13, 201260 downloads
The Minimum Variance Hedge Ratio Under Stochastic Interest Rates Management Science, Vol. 46, Issue 5, pp. 658-668
Abraham Lioui and
Patrice Poncet
Date Posted: April 19, 2000
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
The Maximum Entropy Distribution of an Asset Inferred from Option Prices J. OF FINANCIAL AND QUANTITATIVE ANALYSIS, March 1996
Peter W. Buchen and
Michael Kelly
Date Posted: May 03, 2000
The Mathematical Foundations of Barrier Option-Pricing Theory ADVANCES IN FUTURES AND OPTIONS RESEARCH, Volume 7, 1994
Don R. Rich
affiliation not provided to SSRN
Date Posted: May 03, 2000
The Market Value of Corporate Votes: Theory and Evidence from Option Prices Journal of Finance, Forthcoming
Avner Kalay ,
Oguzhan Karakas
and
Shagun Pant
Date Posted: January 26, 2011Last Revised: April 28, 2013369 downloads
The Market Value and Dynamic Interest Rate Risk of Swaps Paper ID: 96-44
Andrew H. Chen and
Mo Chaudhury
Date Posted: January 23, 19971309 downloads
The Market Price of Credit Risk: The Impact of Asymmetric Information
Kay Giesecke and
Lisa R. Goldberg
Date Posted: October 08, 2003Last Revised: April 21, 2009960 downloads
The Market Microstructure of the European Climate Exchange
Bruce Mizrach and
Yoichi Otsubo
Date Posted: June 07, 2010Last Revised: February 09, 2013404 downloads
The Margin-Volatility Relationship: A Test Based on Extreme Price Movements London Business School Institute of Finance and Accounting Working Paper 191
Francois M. Longin
Date Posted: May 11, 2000
The Main Risks of an FX Options Portfolio, Some Untimely Considerations of an Option Trader
Antonio Castagna
Date Posted: August 29, 2005605 downloads
The Long-run Risks Model: What Differences Can an Extra Volatility Factor Make?
Guofu Zhou and
Yingzi Zhu
Date Posted: May 13, 2009Last Revised: March 10, 2013554 downloads
The Long-Run Negative Drift Of Post-Listing Stock Returns
Bala G. Dharan and
David L. Ikenberry
Date Posted: April 11, 1995
The Liquidity Effect in Option Pricing: An Empirical Analysis International Journal of Business and Finance Research, Vol. 5, No. 2, pp. 35-43, 2011
Shih-Ping Feng
Date Posted: July 03, 201166 downloads
The Linear Digital Model
Paul F. Romanelli
Date Posted: January 24, 2012Last Revised: May 02, 201273 downloads
The Limits of Arbitrage J. OF FINANCE, Vol. 52 No. 1, March 1997
Andrei Shleifer and
Robert W. Vishny
Date Posted: January 16, 1997
The LIBOR/SABR Market Models: A Critical Review
Sanjay K. Nawalkha
Date Posted: December 26, 2009741 downloads
The LIBOR Market Model: A Critical Review
Sanjay K. Nawalkha
Date Posted: April 29, 2009253 downloads
The Large Maturity Smile for the Heston Model
Martin Forde
and
Antoine Jacquier
Date Posted: November 27, 2009Last Revised: June 04, 2012
The Issuer Effect on Default Risk Insured Municipal Bond Yields Journal of Economics and Finance, Vol. 18 No. 3, Fall 1994
C. Steven Cole ,
Pu Liu and
Stanley D. Smith
affiliation not provided to SSRN
and
University of Central Florida
Date Posted: July 18, 2001
The Irony in the Derivatives Discounting Part II: The Crisis Wilmott Journal, Vol. 2, pp. 301-316, 2010
Marc P. A. Henrard
Date Posted: September 28, 2011
The Irony in the Derivatives Discounting Part II: The Crisis
Marc P. A. Henrard
Date Posted: July 14, 2009Last Revised: December 19, 20092436 downloads
The Irony in the Derivatives Discounting Wilmott Magazine, pp. 92-98, July 2007
Marc P. A. Henrard
Date Posted: February 25, 2009
The Irony in the Derivatives Discounting
Marc P. A. Henrard
Date Posted: March 14, 20072551 downloads
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