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Hedging with stock index futures : theory and application in a new market

Figlewski, Stephen - In: The journal of futures markets 5 (1985) 2, pp. 183-199

Persistent link: https://www.econbiz.de/10001128568

Estimation of the optimal futures hedge

Cecchetti, Stephen G.; Cumby, Robert; Figlewski, Stephen - 1986

Persistent link: https://www.econbiz.de/10000731985

Tailing the hedge : why and how

Figlewski, Stephen - In: The journal of futures markets 11 (1991) 2, pp. 201-212

Persistent link: https://www.econbiz.de/10001102720

The pricing of convexity risk and time decay in options markets

Figlewski, Stephen - In: Journal of banking & finance 18 (1994) 1, pp. 73-91

Persistent link: https://www.econbiz.de/10001156045

Market risk and model risk for a financial institution writing options

Green, Tracy Clifton; Figlewski, Stephen - In: The journal of finance : the journal of the American … 54 (1999) 4, pp. 1465-1499

Persistent link: https://www.econbiz.de/10001395780

Hedging with financial futures for institutional investors : from theory to practice

Figlewski, Stephen; John, Kose; Merrick, John J. - 1986

Persistent link: https://www.econbiz.de/10004018341

Lecture Notes on Futures and Options Part I : Forwards and Futures

Figlewski, Stephen - 2022

In over 40 years teaching finance, I have put together hundreds of PowerPoint slides for MBA and Undergraduate level courses on Futures, Options, Derivatives and related topics. I provide them here for download and use without restriction, with the caveat that while I have done my best to make...

Persistent link: https://www.econbiz.de/10014238198

Hedging with financial futures for institutional investors : from theory to practice

Figlewski, Stephen - 1986

Persistent link: https://www.econbiz.de/10013542525