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1
The dynamics of implied volatility surfaces
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Decision making : recent developments and worldwide …
,
(pp. 197-211)
.
2010
Persistent link: https://www.econbiz.de/10009152462
Saved in:
2
The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George
;
Hodges, Stewart D.
;
Clewlow, Les
- In:
Review of derivatives research
3
(
1999
)
3
,
pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
Saved in:
3
A generalization of the Sharpe ratio and its applications to valuation bounds and risk measures
Hodges, Stewart D.
-
1998
Persistent link: https://www.econbiz.de/10001752066
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4
Options : recent advances in theory and practice
Hodges, Stewart D.
(
contributor
)
Persistent link: https://www.econbiz.de/10000804448
Saved in:
5
(1990). - X, 181 S. - Enth. 11 Beitr.
Hodges, Stewart D.
(
ed.
)
-
1990
Persistent link: https://www.econbiz.de/10000804449
Saved in:
6
(1992). - XIII, 313 S. - Enth. 16 Beitr.
Hodges, Stewart D.
(
ed.
)
Persistent link: https://www.econbiz.de/10000804450
Saved in:
7
The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.
;
Ziemba, William T.
;
Hodges, Stewart D.
- In:
Handbook of sports and lottery markets
,
(pp. 161-180)
.
2008
Persistent link: https://www.econbiz.de/10003779564
Saved in:
8
Term-structure slope risk : convexity revisited
Hodges, Stewart D.
;
Parekh, Naru
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 54-59
Persistent link: https://www.econbiz.de/10003422034
Saved in:
9
Fixed odds bookmaking with stochastic betting demands
Hodges, Stewart D.
;
Lin, Hao
;
Liu, Lan
- In:
European financial management : the journal of the …
19
(
2013
)
2
,
pp. 399-417
Persistent link: https://www.econbiz.de/10009732072
Saved in:
10
No good deals : no bad models
Boyarchenko, Nina
;
Cerrato, Mario
;
Crosby, John
; …
-
2013
Persistent link: https://www.econbiz.de/10009722399
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