Adam Schwartz

Washington and Lee University - Department of Business Administration

Lexington, VA 24450

United States

SCHOLARLY PAPERS

11

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CITATIONS
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9

Scholarly Papers (11)

1.

Implied Binomial Trees in Excel Without Vba

Number of pages: 21 Posted: 08 May 2004
Tom Arnold, Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration
Downloads 4,615 (1,699)
Citation 5

Abstract:

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Option Pricing, Implied Binomial Tree, Excel

2.

Valuing Real Options Using Implied Binomial Trees and Commodity Futures Options

Number of pages: 38 Posted: 08 Jan 2005
Tom Arnold, Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration
Downloads 1,003 (21,383)

Abstract:

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Real Options, Implied Binomial Trees, Commodity Futures Options, Commodities

3.

Valuing Real Options with Implied Binomial Trees

Number of pages: 13 Posted: 08 Jan 2005
Tom Arnold, Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration
Downloads 769 (31,205)

Abstract:

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Real Options, Implied Binomial Trees

4.

Implementing Risk-Averse Implied Binomial Trees: Additional Theory, Empirics, and Extensions

Number of pages: 46 Posted: 03 Jul 2005 Last Revised: 14 Jun 2009
Tom Arnold, Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration
Downloads 522 (52,104)

Abstract:

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Binomial Option Pricing, Implied Binomial Trees, Physical Probabilities, Risk-Neutral Probabilities, Calibration, Representative Agent, Risk-Averse Probabilities, Hedge Funds

5.

Pricing European and American Derivatives Under a Jump-Diffusion Process: A Bivariate Tree Approach

Number of pages: 50 Posted: 23 Jun 2003
Jimmy E. Hilliard and Adam Schwartz
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Washington and Lee University - Department of Business Administration
Downloads 437 (64,981)

Abstract:

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jump-diffusion, bivariate tree, options

6.

Inferring Risk-Averse Probability Distributions from Option Prices Using Implied Binomial Trees: Additional Theory and Extensions

Number of pages: 19 Posted: 01 Jun 2009
Tom Arnold, Timothy Falcon Crack and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business, University of Otago - Department of Accountancy and Finance and Washington and Lee University - Department of Business Administration
Downloads 205 (147,426)
Citation 1

Abstract:

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Binomial Option Pricing, Implied Binomial Trees, Physical Probabilities, Risk-Neutral Probabilities, Calibration, Representative Agent, Risk-Averse Probabilities

7.

Short Maturity Options and Jump Memory: An Empirical Analysis

Number of pages: 40 Posted: 26 Nov 2002
Tom Arnold, Jimmy E. Hilliard and Adam Schwartz
University of Richmond - E. Claiborne Robins School of Business, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Washington and Lee University - Department of Business Administration
Downloads 179 (166,997)

Abstract:

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options, jump-memory, jump-diffusions, SPX, genetic

8.

Clustering of College Football Spreads

Number of pages: 19 Posted: 11 Oct 2011
Washington and Lee University - Department of Business Administration, University of Mississippi - Department of Finance and University of Mississippi - Department of Finance
Downloads 62 (348,946)

Abstract:

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College Football, Betting Spreads, Clustering

9.

Bivariate Binomial Options Pricing (with an Application to American Futures Options with Stochastic Interest Rates)

Posted: 17 Aug 1999
Jimmy E. Hilliard, Adam Schwartz and Alan L. Tucker
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, Washington and Lee University - Department of Business Administration and Pace University - Lubin School of Business

Abstract:

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10.

Pricing Options on Traded Assets Under Stochastic Interest Rates and Volatility: A Binomial Approach

The Journal of Financial Engineering, Vol. 6, No. 4, December 1997
Posted: 19 May 1998
Jimmy E. Hilliard and Adam Schwartz
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Washington and Lee University - Department of Business Administration

Abstract:

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Binomial Option Pricing Under Stochastic Volatility and Correlated State Variables

J. OF DERIVATIVES, Fall 1996
Posted: 29 Aug 1996
Jimmy E. Hilliard and Adam Schwartz
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Washington and Lee University - Department of Business Administration

Abstract:

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Binomial Option Pricing Under Stochastic Volatility and Correlated State Variables

Posted: 15 Mar 1995
Jimmy E. Hilliard and Adam Schwartz
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Washington and Lee University - Department of Business Administration

Abstract:

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