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Incorporating risk into the budget decision making process : an option theoretic approach

Swidler, Steven Mark - In: Journal of public budgeting, accounting & financial … 19 (2007) 4, pp. 450-471

Persistent link: https://www.econbiz.de/10003818378

Simultaneous option prices and an implied risk free rate of interest : a test of the Black-Scholes model

Swidler, Steven Mark - In: Geld, Banken und Versicherungen : Beiträge zum ... … 3 (1985) 2, pp. 1077-1086

Persistent link: https://www.econbiz.de/10001009776

Simultaneous option prices and an implied risk-free rate of interest : a test of the Black-Scholes model

Swidler, Steven Mark - In: Journal of economics & business 38 (1986) 2, pp. 155-164

Persistent link: https://www.econbiz.de/10001015510

Examining statistical differences between using returns and yields to maturity in bond market event studies

Swidler, Steven Mark - In: Economics letters 34 (1990) 2, pp. 163-168

Persistent link: https://www.econbiz.de/10001096979

Microeconomics demystified

Depken, Craig A. - 2006

Persistent link: https://www.econbiz.de/10003075537

Information about bank risk in options prices

Swidler, Steven Mark; Wilcox, James A. - In: Journal of banking & finance 26 (2002) 5, pp. 1033-1057

Persistent link: https://www.econbiz.de/10001665099

Implied volatilities and transaction costs

Swidler, Steven Mark - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 437-447

Persistent link: https://www.econbiz.de/10001129736

Economic forecasts, rationality, and the processing of new information over time

Swidler, Steven Mark - In: Journal of money, credit and banking : JMCB 22 (1990) 1, pp. 65-76

Persistent link: https://www.econbiz.de/10001083462

The informational content of US listed options on foreign equity securities : the case of Telmex and the peso devaluation

Buttimer, Richard J.; Swidler, Steven Mark - In: Journal of international financial markets, … 8 (1998) 2, pp. 189-204

Persistent link: https://www.econbiz.de/10001402087

Hedging House Price Risk with Futures Contracts after the Bubble Burst

Schorno, Patrick J. - 2015

This paper extends the existing literature on managing house price risk. While previous work finds that a hedger would have reduced a large amount of variance in housing returns in Las Vegas, Nevada using Chicago Mercantile Exchange (CME) futures contracts, we show that neither static nor...

Persistent link: https://www.econbiz.de/10013033439