Narrow search
Showing 1 - 10 of 18
Cover Image
CUTTING EDGE: OPTION PRICING Maximum draw-down and directional trading - Maximum draw-down measures the worst drop in a market in a given time period. The author shows how to price...
Vecer, Jan - In: Risk : managing risk in the world's financial markets 19 (2006) 12, pp. 88
Persistent link: https://www.econbiz.de/10007393834
Cover Image
Options on a traded account: Vacation calls, vacation puts and passport options
Shreve, Steven E.; Vecer, Jan - In: Finance and stochastics 4 (2000) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10008217579
Cover Image
Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects
Chiara, Nicola; Garvin, Michael J.; Vecer, Jan - In: Journal of infrastructure systems 13 (2007) 2, pp. 97-104
Persistent link: https://www.econbiz.de/10007735394
Cover Image
Options: Unified Asian pricing - Pricing Asian options has traditionally been very complex. However, solutions have recently become much simpler, as the author demonstrates with a...
Vecer, Jan - In: Risk : managing risk in the world's financial markets 15 (2002) 6, pp. 113-118
Persistent link: https://www.econbiz.de/10007036380
Cover Image
UPGRADING YOUR PASSPORT - A look at new variations of the passport option with more desirable properties.
Vecer, Jan; Shreve, Steven - In: Risk : managing risk in the world's financial markets 13 (2000) 7, pp. 81-83
Persistent link: https://www.econbiz.de/10007048615
Cover Image
Capital markets regulation : how can accounting research contribute?
Taylor, Stephen - In: Australian accounting review 19 (2009) 4, pp. 319-325
Persistent link: https://www.econbiz.de/10009884376
Cover Image
Security design and the allocation of voting rights: Evidence from the Australian IPO market
Taylor, Stephen; Whittred, Greg - In: The journal of corporate finance : contracting, … 4 (1998) 2, pp. 107-132
Persistent link: https://www.econbiz.de/10007350658
Cover Image
Security design and the allocation of voting rights: Evidence from the Australian IPO market
Taylor, Stephen; Whittred, Greg - In: The journal of corporate finance : contracting, … 4 (1997) 2, pp. 107-132
Persistent link: https://www.econbiz.de/10007362238
Cover Image
The association between audit quality, accounting disclosures and firm-specific risk: Evidence from initial public offerings
Lee, Philip; Stokes, Donald; Taylor, Stephen; Walter, Terry - In: Journal of accounting and public policy 22 (2003) 5, pp. 377-400
Persistent link: https://www.econbiz.de/10006886390
Cover Image
The effect of a preliminary notification letter on response to a postal survey of young people
Taylor, Stephen; Lynn, Peter - In: Journal of the Market Research Society : JMRS 40 (1998) 2, pp. 165-174
Persistent link: https://www.econbiz.de/10006700849