Similar Search Results

Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data

Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1994

Persistent link: https://www.econbiz.de/10000883101

Market efficiency and index option pricing : an empirical study based on the Swiss financial market

Chesney, Marc (contributor) - 1992

Persistent link: https://www.econbiz.de/10000137888

Predicting premature exercise of an American put on stocks : theory and empirical evidence

Chesney, Marc - In: The European journal of finance 2 (1996) 1, pp. 21-39

Persistent link: https://www.econbiz.de/10001205314

Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data

Chesney, Marc - In: Finanzmarkt und Portfolio-Management 9 (1995) 1, pp. 35-60

Persistent link: https://www.econbiz.de/10001221976

Arbitrage trading and index option pricing at SOFFEX : an empirical study using daily and intradaily data

Chesney, Marc; Gibson, Rajna; Loubergé, Henri - 1996

Persistent link: https://www.econbiz.de/10000938031

A measure of the risk of default for highly indebted countries : a theoretical approach applied to six LDCs

Chesney, Marc; Morisset, Jacques - 1992

Persistent link: https://www.econbiz.de/10000846452

Options Listing and the Volatility of the Underlying Asset : A Study on the Derivative Market Function

Chesney, Marc - 2009

There is a lot of misunderstanding about derivative markets. Many people believes that they are a kind of casinos and have no utility to the investors. This work looks on the effects of options introduction in the Brazilian market, seeking for another benefit for this introduction: changes in...

Persistent link: https://www.econbiz.de/10013157950

Asset Pricing : Finanzderivate und ihre Systemrisiken

Chesney, Marc; Krakow, Jonathan; Maranghino-Singer, Brigitte - 2022 - 2. Auflage

Zinssätze und Anleihen -- Futures und Forwards -- Swaps -- Optionen -- Grundlegende Modelle der Optionsbepreisung -- Kritische Analyse bestehender Finanzmodelle und problematische Entwicklungen auf den Finanzmärkten.

Persistent link: https://www.econbiz.de/10013270842

Asset Pricing : Finanzderivate und ihre Systemrisiken

Chesney, Marc; Krakow, Jonathan; Maranghino-Singer, Brigitte - 2018 - 1. Auflage 2018

Persistent link: https://www.econbiz.de/10011776749

Asset Pricing : Finanzderivate und ihre Systemrisiken

Chesney, Marc; Krakow, Jonathan; Maranghino-Singer, Brigitte - 2018

Persistent link: https://www.econbiz.de/10014018662