ALL TIME HITS
SSRN Top Ten Downloads for Derivatives
January 2, 1997 to January 6, 2003
| Downloads | Paper Title | ||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 5639 | Forecasting Volatility LOUIS H. EDERINGTON and WEI GUAN University of Oklahoma, Price College of Business and Delaware State University - School of Management Date posted to database: July 13, 1999 4449 | Risk Management Lessons from Long-Term Capital Management | PHILIPPE JORION University of California, Irvine - General Date posted to database: August 2, 1999 3201 | A Multifractal Model of Asset Returns | BENOIT B. MANDELBROT , ADLAI J. FISHER and LAURENT E. CALVET Yale University - International Center for Finance at Yale School of Management , New York University - Finance and Harvard University - Department of Economics Date posted to database: April 21, 1998 2747 | Valuing Real Options: Frequently Made Errors | PABLO FERNANDEZ IESE Business School - University of Navarra Date posted to database: July 20, 2001 2283 | Derivatives and Debt in Dynamic Corporate Finance | TIM ADAM Hong Kong University of Science & Technology - Department of Finance Date posted to database: December 12, 1996 2222 | A Framework for Valuing Corporate Securities | JAN ERICSSON and JOEL RENEBY McGill University - Faculty of Management and Stockholm School of Economics - Department of Finance Date posted to database: December 12, 1996 2010 | A Comparison of Bond Pricing Models in the Pricing of Credit Risk | MIIKKA TAUREN Schroder Salomon Smith Barney (UK) - General Date posted to database: June 4, 1999 1899 | High-Water Marks and Hedge Fund Management Contracts | WILLIAM N. GOETZMANN , JONATHAN E. INGERSOLL JR. and STEPHEN A. ROSS Yale School of Management, International Center for Finance , Yale School of Management, International Center for Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management Date posted to database: February 8, 1998 1765 | A New Approach to the Valuation of Interest Rate Derivatives: Arrow-Debreu Prices Implicit in the Term Structure of Interest Rates | PADIDEH JALALI and HOSSEIN B. KAZEMI University of Massachusetts at Amherst - Isenberg School of Management and University of Massachusetts at Amherst - General Date posted to database: October 12, 1998 1755 | Collectively Fluctuating Assets in the Presence of Arbitrage Opportunities and Option Pricing | ALEXANDER N. ADAMCHUK and SERGEI E. ESIPOV University of Chicago - General and Centre Solutions, Zurich Financial Services Group Date posted to database: February 2, 1999 |
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