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Compensation Vega, Deregulation, and Risk-Taking: Lessons from the US Banking Industry

Belkhir, Mohamed; Chazi, Abdelaziz - In: Journal of Business Finance & Accounting 37 (2010) 9-10, pp. 1218-1247

Persistent link: https://www.econbiz.de/10008783813

Stock options oder stock appreciation rights - eine ökonomische Vergleichsrechnung

Ferstl, Jürgen - 1998

Persistent link: https://www.econbiz.de/10004000300

Stock repurchases and incentive compensation

Jolls, Christine - 1998

Persistent link: https://www.econbiz.de/10004359318

Verhaltens- und Modellrisiken bei der Bewertung von Executive Stock Options : SFAS Nr. 123 am deutschen Kapitalmarkt

Kirchner, Armin H. - 2007

Persistent link: https://www.econbiz.de/10004909970

Asset price volatility and option hedging in imperfectly elastic markets

Frey, Rüdiger - 1995

Persistent link: https://www.econbiz.de/10004299305

Managerial risk incentives and investment related agency costs

Belghitar, Yacine; Clark, Ephraim - In: International Review of Financial Analysis 38 (2015) C, pp. 191-197

firm based wealth delta has a significant, negative effect on agency costs for firms in all size categories. The … significance of managerial firm based wealth vega in reducing agency costs is concentrated in small firms, suggesting that vega …-averse managers the opportunity to diversify outside the firm. …

Persistent link: https://www.econbiz.de/10011264503

Efficient greek estimation in generic swap-rate market models

Joshi, Mark; Yang, Chao - In: Algorithmic Finance 1 (2011) 1, pp. 17-33

We first develop an efficient algorithm to compute Deltas of interest rate derivatives for a number of standard market models. The computational complexity of the algorithms is shown to be proportional to the number of rates times the number of factors per step. We then show how to extend the...

Persistent link: https://www.econbiz.de/10010840410

FAST AND ACCURATE PRICING AND HEDGING OF LONG-DATED CMS SPREAD OPTIONS

JOSHI, MARK; YANG, CHAO - In: International Journal of Theoretical and Applied … 13 (2010) 06, pp. 839-865

volatility skews. …

Persistent link: https://www.econbiz.de/10008506137

Option market making under inventory risk

Stoikov, Sasha; Sağlam, Mehmet - In: Review of Derivatives Research 12 (2009) 1, pp. 55-79

Persistent link: https://www.econbiz.de/10004999620

Executive stock options, gender diversity in the top management team, and firm risk taking

Baixauli-Soler, J. Samuel; Belda-Ruiz, Maria; … - In: Journal of Business Research 68 (2015) 2, pp. 451-463

Drawing on agency theory and the behavioral agency model (BAM), this study aims to clarify the influence of executive stock options (ESOs) granted to the top management team (TMT) on firm risk taking. In addition, we also consider the effect of gender diversity in the TMT on the relationship...

Persistent link: https://www.econbiz.de/10011117161

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