Narrow search
Showing 1 - 10 of 658
Cover Image
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon - In: Finance and stochastics 12 (2008) 2, pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Cover Image
An institutional evaluation of pension funds and life insurance companies
Broeders, Dirk; Chen, An; Koos, Birgit - 2009
Persistent link: https://www.econbiz.de/10003912624
Cover Image
Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
Cover Image
Essays on the pricing, hedging and informational content of options
Horn, David - 2011
Persistent link: https://www.econbiz.de/10009378786
Cover Image
Implied volatility spreads and expected market returns
Atilgan, Yigit; Bali, Turan G.; Demirtas, K. Ozgur - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 87-101
Persistent link: https://www.econbiz.de/10011389785
Cover Image
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque - In: Research bulletin / The Institute of Cost Accountants … 41 (2015) 1, pp. 103-110
Persistent link: https://www.econbiz.de/10011420532
Cover Image
Retail clientele and option returns
Choy, Siu Kai - In: Journal of banking & finance 51 (2015), pp. 26-42
Persistent link: https://www.econbiz.de/10011377259
Cover Image
Why do options prices predict stock returns? : evidence from analyst tipping
Lin, Tse-Chun; Lu, Xiaolong - In: Journal of banking & finance 52 (2015), pp. 17-28
Persistent link: https://www.econbiz.de/10011377291
Cover Image
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi - In: Asia-Pacific financial markets 22 (2015) 2, pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Cover Image
Abnormal returns, risk, and options in large data sets
Caserta, Silvia; Daníelsson, Jón; Vries, Casper G. de - 1998
Large data sets in finance with millions of observations have becomewidely available. Such data sets enable the construction of reliablesemi-parametric estimates of the risk associated with extreme pricemovements. Our approach is based on semi-parametric statisticalextreme value analysis, and...
Persistent link: https://www.econbiz.de/10011299966