Similar Search Results - EconBiz

How financial theory applies to catastrophe-linked derivatives : an empirical test of several pricing models

Balbás de la Corte, Alejandro; Rodríguez Longarela, Iñaki - In: The journal of risk and insurance : the journal of the … 66 (1999) 4, pp. 551-582

Persistent link: https://www.econbiz.de/10001485802

Open and Closed Positions and Stock Index Futures Volatility

Carchano, Oscar - 2012

In this paper we analyze the relationship between volatility in index futures markets and the number of open and closed positions. We observe that, in general both positions are positively correlated with contemporaneous volatility, and the opposite effect is detected on the following day for...

Persistent link: https://www.econbiz.de/10013113557

Valuing long-term commodity assets

Schwartz, Eduardo S. - In: Journal of energy finance & development 3 (1998) 2, pp. 85-99

Persistent link: https://www.econbiz.de/10001445708

A general stochastic volatility model for the pricing and forecasting of interest rate derivatives

Trolle, Anders B.; Schwartz, Eduardo S. - 2006

Persistent link: https://www.econbiz.de/10003343404

A general stochastic volatility model for the pricing of interest rate derivatives

Trolle, Anders B.; Schwartz, Eduardo S. - In: The review of financial studies 22 (2009) 5, pp. 2007-2057

Persistent link: https://www.econbiz.de/10003886038

Commercial office space : testing the implications of real options models with competitive interactions

Schwartz, Eduardo S.; Torous, Walter N. - In: Real estate economics : journal of the American Real … 35 (2007) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10003487055

Patents and R&D as real options

Schwartz, Eduardo S. - In: Economic notes : economic review of Banca Monte dei … 33 (2004) 1, pp. 23-54

Persistent link: https://www.econbiz.de/10003690172

Homeownership as a constraint on asset allocation

Cauley, Stephen Day; Pavlov, Andrey D.; Schwartz, Eduardo S. - In: The journal of real estate finance and economics 34 (2007) 3, pp. 283-311

Persistent link: https://www.econbiz.de/10003491276

Optimal carbon abatement in a stochastic equilibrium model with climate change

Hambel, Christoph; Kraft, Holger; Schwartz, Eduardo S. - 2015

Persistent link: https://www.econbiz.de/10010510666

Commodity and asset pricing models : an integration

Cortazar, Gonzalo; Kovacevic, Ivo; Schwartz, Eduardo S. - 2013

Persistent link: https://www.econbiz.de/10009772484

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