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Madan, Dilip B.


 SSRN Author Rank: 506 by Downloads
 Professor, Finance
 

University of Maryland - Robert H. Smith School of Business


 College Park, MD 20742-1815
 United States
 301-405-2127 (Phone)
 301-314-9157 (Fax)
 email address

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. Madan, Dilip B.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
23,011
Total
Citations
973
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Stochastic Volatility for Levy Processes | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper
Working Paper Series
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Yor, Marc
Universite Paris
Posted:
04 Jun 02
1,746
(4,166)
86

2.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Zhang, Frank Xiaoling
Morgan Stanley
Posted:
08 Mar 01
1,418
(6,015)
12

3.  
Understanding the Role of Recovery in Default Risk Models: Empirical Comparisons and Implied Recovery Rates | Show Abstract | Download |
FDIC CFR Working Paper No. 06, EFA 2004 Maastricht Meetings Paper No. 3584, FEDS Working Paper, AFA 20004 Meetings
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Zhang, Frank Xiaoling
Morgan Stanley
Posted:
24 Oct 03
1,209
(7,814)
36

4.  
A Theory of Volatility Spreads | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-028
Working Paper Series
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
02 Feb 06
1,156
(8,442)
31

5.  
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
10 Oct 00
1,140
(8,633)
175

6.   Incl. Electronic Paper
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
07 Apr 99
Last Revised:
15 Dec 99
1,070
(9,573)
122

7.   Incl. Electronic Paper
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
08 Jan 07
Last Revised:
29 Jul 10
1,057
(9,757)
34

8.  
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
30 May 06
773
(15,763)
6

9.  
Pricing Options on Realized Variance | Show Abstract | Download |
EFA 2005 Moscow Meetings Paper
Working Paper Series
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Yor, Marc
Universite Paris
Posted:
11 Mar 05
Last Revised:
30 Jan 10
751
(16,443)
24

10.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
20 Apr 99
646
(20,475)
3

11.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Eberlein, Ernst
University of Freiburg
Posted:
15 Jan 07
575
(23,996)
12

12.  
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
30 May 06
509
(28,288)
 

13.  
From Local Volatility to Local Levy Models | Show Abstract | Download |
Quantitative Finance, Vol. 4, No. 5, October 2004
Accepted Paper Series
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Yor, Marc
Universite Paris
Posted:
15 Jan 07
463
(32,068)
13

14.  
Illiquid Markets as a Counterparty: An Introduction to Conic Finance | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-115
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Cherny, Alexander S.
Moscow State University
Posted:
28 Jan 10
Last Revised:
11 May 10
435
(34,733)
12

15.  
Cherny, Alexander S.
Moscow State University
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
30 May 06
406
(37,869)
 

16.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Kapadia, Nikunj
University of Massachusetts at Amherst - Department of Finance & Operations Management
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
20 Sep 01
398
(38,848)
177

17.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
13 Jan 07
396
(39,086)
 

18.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Zhang, Frank Xiaoling
Morgan Stanley
Posted:
30 Dec 04
387
(40,205)
37

19.   Incl. Electronic Paper
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Posted:
03 Jun 04
Last Revised:
04 Apr 05
376
(41,675)
5

20.  
Variance Swap Portfolio Theory | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-114
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
03 May 10
316
(51,239)
 

21.  
The S&P 500 Index as a Sato Process Travelling at the Speed of the VIX | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-117
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Yor, Marc
Universite Paris
Posted:
28 Jan 10
Last Revised:
13 May 10
292
(56,214)
 

22.  
Conic Coconuts: The Pricing of Contingent Capital Notes Using Conic Finance | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-135
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
08 Jul 10
Last Revised:
23 Nov 10
291
(56,432)
8

23.  
Conic Financial Markets and Corporate Finance | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-121
Working Paper Series
Schoutens, Wim
KU Leuven - Department of Mathematics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
04 Feb 10
Last Revised:
13 May 10
269
(61,681)
7

24.  
The Valuation of Structured Products Using Markov Chain Models | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-142
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
04 Mar 10
Last Revised:
14 May 11
259
(64,309)
4

25.  
Corcuera, José Manuel
University of Barcelona - Faculty of Mathematics
Guillaume, Florence
University of Antwerp
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
14 Feb 11
253
(65,964)
 

26.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
30 Jul 99
251
(66,547)
1

27.   Incl. Electronic Paper
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Guntay, Levent
Federal Deposit Insurance Corporation (FDIC)
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
14 Apr 02
Last Revised:
26 Jun 02
247
(67,711)
17

28.  
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Guntay, Levent
Federal Deposit Insurance Corporation (FDIC)
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
10 Jul 01
243
(68,850)
4

29.  
Local Volatility Enhanced by a Jump to Default | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-119
Working Paper Series
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
13 May 10
241
(69,442)
7

30.  
Equilibrium Asset Pricing: With Non-Gaussian Factors and Exponential Utilities | Show Abstract | Download |
Quantitative Finance, Vol. 6, No. 6, pp. 455-463, December 2006
Accepted Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
15 Jan 07
241
(69,442)
3

31.  
Accounting to Acceptability: With Applications to the Pricing of Ones Own Credit Risk | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-113
Working Paper Series
Eberlein, Ernst
University of Freiburg
Gehrig, Thomas
University of Vienna - Faculty of Business, Economics, and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
03 May 10
235
(71,268)
 

32.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Yor, Marc
Universite Paris
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
233
(71,922)
22

33.  
On Correlating Lévy Processes | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-118
Working Paper Series
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
13 May 10
230
(73,252)
4

34.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
26 Jul 07
209
(80,466)
9

35.  
Designing Countercyclical and Risk Based Aggregate Deposit Insurance Premia | Show Abstract | Download |
FDIC, Center For Financial Research Working Paper No. WP 2007-02
Working Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Posted:
22 Feb 07
198
(84,926)
6

36.  
Capital Requirements, the Option Surface, Market, Credit and Liquidity Risk | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-136
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Eberlein, Ernst
University of Freiburg
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
31 Jan 11
Last Revised:
25 Oct 11
195
(86,259)
1

37.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Vicente Alvarez, Juan Jose
Morgan Stanley
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
20 Sep 10
194
(86,692)
4

38.  
Average Rate Contingent Claims with Emphasis on Catastrophe Loss Options | Show Abstract | Download |
Journal of Financial and Quantitative Analysis
Accepted Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Posted:
07 Aug 01
192
(87,620)
5

39.  
Non Gaussian Models of Dependence in Returns | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-112
Working Paper Series
Khanna, Ajay
affiliation not provided to SSRN
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
14 May 10
185
(90,810)
1

40.   Incl. Electronic Paper
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
28 Aug 09
Last Revised:
29 Feb 12
178
(94,172)
17

41.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
07 Jan 09
175
(95,675)
1

42.  
Corcuera, José Manuel
University of Barcelona
De Spiegeleer, Jan
Jabre Capital Partners
Ferreiro-Castilla, Albert
Universidad Autonoma de Madrid
Kyprianou, Andreas E.
University of Bath
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
05 Nov 11
169
(98,705)
4

43.  
Simple Processes and the Pricing and Hedging of Cliquets | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-111
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
03 Feb 10
Last Revised:
03 May 10
169
(98,705)
1

44.  
Tenor Specific Pricing | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS-06-143
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
31 Jan 11
Last Revised:
23 Feb 12
165
(100,887)
1

45.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
10 May 10
163
(101,998)
10

46.  
Pricing and Hedging Basket Options to Prespecified Levels of Acceptability | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-147
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
30 Jan 11
157
(105,521)
7

47.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
15 Mar 11
150
(109,871)
1

48.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
13 May 10
147
(111,774)
1

49.  
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
18 Mar 13
139
(117,298)
 

50.  
S&P 500 Index Option Surface Drivers and their Real World and Risk Neutral Covariations | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-130
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
20 Sep 10
Last Revised:
20 Nov 10
137
(118,741)
 

51.  
Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-132
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
20 Sep 10
Last Revised:
23 Nov 10
126
(127,235)
1

52.  
Joint Risk Neutral Laws and Hedging | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-140
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
08 May 10
Last Revised:
27 Jan 11
124
(128,923)
2

53.  
Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Panayotov, George
Georgetown University - Robert Emmett McDonough School of Business
Posted:
20 Mar 12
122
(130,533)
 

54.  
The Distribution of Returns at Longer Horizons | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-146
Working Paper Series
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
30 Jan 11
106
(144,940)
 

55.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
13 Dec 11
104
(146,942)
1

56.  
Execution Costs and Efficient Execution Frontiers | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-131
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
20 Sep 10
Last Revised:
23 Nov 10
100
(150,995)
 

57.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
14 May 11
81
(173,172)
5

58.  
On Pricing Risky Loans and Collateralized Fund Obligations | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-145
Working Paper Series
Eberlein, Ernst
University of Freiburg
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
30 Jan 11
80
(174,530)
 

59.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
20 May 11
Last Revised:
21 Nov 11
75
(181,367)
2

60.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
16 Apr 13
Last Revised:
25 Mar 14
73
(184,332)
 

61.  
Short Positions, Rally Fears and Option Markets | Show Abstract | Download |
Robert H. Smith School Research Paper No. RHS 06-120
Working Paper Series
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
Last Revised:
13 May 10
73
(184,332)
2

62.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
18 Mar 13
Last Revised:
25 Mar 14
62
(201,362)
 

63.  
Two Processes for Two Prices | Show Abstract | Download |
Robert H. Smith School Research Paper
Working Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
24 Jun 13
59
(206,564)
 

64.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
18 Mar 13
49
(225,296)
 

65.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
18 Mar 13
48
(227,346)
1

66.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Schoutens, Wim
KU Leuven - Department of Mathematics
Posted:
18 Mar 13
44
(235,930)
 

67.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Yor, Marc
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
38
(249,294)
 

68.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Schoutens, Wim
KU Leuven - Department of Mathematics
Yor, Marc
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
37
(251,745)
 

69.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Posted:
25 Mar 14
35
(261,945)
 

70.  
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Yor, Marc
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
33
(261,945)
1

71.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Yor, Marc
University of Paris 6 Pierre et Marie Curie
Posted:
18 Mar 13
24
(290,395)
 

72.  
Self-Decomposability and Option Pricing | Show Abstract | Download |
Mathematical Finance, Vol. 17, No. 1, pp. 31-57, January 2007
Accepted Paper Series
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Yor, Marc
Universite Paris
Posted:
13 Dec 06
24
(290,395)
27

73.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Pistorius, Martijn
Imperial College London
Posted:
18 Mar 13
19
(309,531)
 

74.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
18 Mar 13
13
(333,150)
 

75.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
18 Mar 13
11
(345,099)
 

76.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
26 Mar 14
10
(345,099)
 

77.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
25 Mar 14
7
(356,477)
 

78.  
Stochastic Processes in Finance | Show Abstract |
Annual Review of Financial Economics, Vol. 2, pp. 277-314, 2010
Accepted Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
12 Nov 10
 

79.  
Hedge Fund Performance: Sources and Measures | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 3, pp. 267-282, 2009
Accepted Paper Series
Eberlein, Ernst
University of Freiburg
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
28 Jan 10
 

80.  
The Fine Structure of Asset Returns: An Empirical Investigation | Show Abstract |
Journal of Business, Vol. 75, No. 2, April 2002
Accepted Paper Series
Geman, Hélyette
University of London, Birkbeck College - School of Economics, Mathematics and Statistics
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Yor, Marc
Universite Paris
Posted:
03 May 02
 

81.  
A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads | Show Abstract |
Wharton Financial Institutions Center Working Paper No. 01-07
Working Paper Series
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Guntay, Levent
Federal Deposit Insurance Corporation (FDIC)
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
14 May 01
 

82.  
Optimal Investment in Derivative Securities | Show Abstract |
Finance and Stochastics, Vol. 5 Issue 1
Accepted Paper Series
Carr, Peter
New York University (NYU) - Courant Institute of Mathematical Sciences
Jin, Xing
University of Maryland - Robert H. Smith School of Business
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
19 Mar 01
 

83.  
A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads | Show Abstract |
Journal of Financial and Quantitative Analysis, March 2000
Accepted Paper Series
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Posted:
19 Apr 00
 

84.  
Acharya, Sankarshan
University of Illinois at Chicago - Department of Finance
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
10 Aug 99
 

85.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Soubra, Badih
affiliation not provided to SSRN
Senbet, Lemma W.
University of Maryland - Robert H. Smith School of Business
Posted:
03 Aug 99
 

86.  
Hedging Contingent Claims on Semimartingales | Show Abstract |
Finance and Stochastics, Vol. 3, Iss. 1, 1999
Accepted Paper Series
Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
11 Dec 98
 

87.  
Acharya, Sankarshan
University of Illinois at Chicago - Department of Finance
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Posted:
25 Aug 98
 

88.  
Pricing S&P 500 Index Options Using a Hilbert Space Basis | Show Abstract |
FRB Atlanta Working Paper #96-21
Working Paper Series
Abken, Peter A.
Bank of America
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Ramamurtie, B. Sailesh
affiliation not provided to SSRN
Posted:
02 May 97
 

89.  
Abken, Peter A.
Bank of America
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Ramamurtie, B. Sailesh
affiliation not provided to SSRN
Posted:
05 Sep 96
 

90.  
Madan, Dilip B.
University of Maryland - Robert H. Smith School of Business
Unal, Haluk
University of Maryland - Robert H. Smith School of Business
Posted:
05 May 95
 


Records 1 - 90 of 90 matches
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