Przemyslaw Stan Stilger

University of Manchester - Manchester Business School

Booth Street West

Manchester, M15 6PB

United Kingdom

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 35,436

SSRN RANKINGS

Top 35,436

in Total Papers Downloads

1,326

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

A Comparative Study of Formulas for Choosing the Economically Most Advantageous Tender

Number of pages: 51 Posted: 06 Jul 2015
Przemyslaw Stan Stilger, Jan Siderius and Erik M. van Raaij
University of Manchester - Manchester Business School, Negometrix and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 369 (84,355)

Abstract:

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Tendering, Bid evaluation formulas, Bid selection

2.

What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?

Number of pages: 74 Posted: 28 Mar 2014 Last Revised: 03 Nov 2016
Przemyslaw Stan Stilger, Alexandros Kostakis and Ser-Huang Poon
University of Manchester - Manchester Business School, University of Liverpool Management School and University of Manchester - Manchester Business School
Downloads 327 (96,685)
Citation 8

Abstract:

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Option-Implied Information, Risk-Neutral Skewness, Hedging Pressure, Overvaluation, Short Selling Constraints.

3.

Positive Stock Information in Out-of-the-Money Option Prices

Number of pages: 69 Posted: 06 Jun 2017 Last Revised: 07 Jun 2018
Queen Mary University of London, School of Economics and Finance, University of Liverpool Management School, Queen Mary, University of London, School of Economics and Finance and University of Manchester - Manchester Business School
Downloads 241 (133,620)

Abstract:

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Option-Implied Information, Price Discovery, Risk-Neutral Skewness, Stock Underpricing, Downside Risk

4.

Multi-Level Monte Carlo Simulations with Importance Sampling

Number of pages: 30 Posted: 03 Jun 2013 Last Revised: 21 Mar 2014
Przemyslaw Stan Stilger and Ser-Huang Poon
University of Manchester - Manchester Business School and University of Manchester - Manchester Business School
Downloads 207 (154,635)

Abstract:

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Importance sampling, Simulation, Stochastic volatility

5.

Pricing and Risk Management with Stochastic Volatility Using Importance Sampling

Number of pages: 31 Posted: 30 Oct 2012 Last Revised: 20 Mar 2014
Przemyslaw Stan Stilger, Simon Acomb and Ser-Huang Poon
University of Manchester - Manchester Business School, Acomb Financial Research Limited and University of Manchester - Manchester Business School
Downloads 182 (174,079)
Citation 1

Abstract:

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Importance sampling, Simulation, Stochastic volatility