Similar Search Results - EconBiz

Options and volatility

Abken, Peter A.; Nandi, Saikat - In: Economic Review (1996) Dec, pp. 21-35

Because volatility of the underlying asset price is a critical factor affecting option prices and hedge ratios, the modeling of volatility and its dynamics is of vital interest to traders, investors, and risk managers. This modeling is a difficult task because the path of volatility during the...

Persistent link: https://www.econbiz.de/10005361144

Pricing and hedging index options under stochastic volatility : an empirical examiniation

Nandi, Saikat - 1996

Persistent link: https://www.econbiz.de/10000958009

Valuation models for default-risky securities : an overview

Nandi, Saikat - In: Economic review 83 (1998) 4, pp. 22-35

Persistent link: https://www.econbiz.de/10001352539

Asymmetric information about volatility : how does it affect implied volatility, option prices and market liquidity?

Nandi, Saikat - In: Review of derivatives research 3 (1999) 3, pp. 215-236

Persistent link: https://www.econbiz.de/10001493258

Treasury auctions : what do the recent models and results tell us?

Nandi, Saikat - In: Economic review 82 (1997) 4, pp. 4-15

Persistent link: https://www.econbiz.de/10001234406

How important is the correlation between returns and volatility in a stochastic volatility model? : Empirical evidence from pricing and hedging in the S&P 500 index options market

Nandi, Saikat - In: Journal of banking & finance 22 (1998) 5, pp. 589-610

Persistent link: https://www.econbiz.de/10001243308

Valuation of default-risky interest-rate swaps

Abken, Peter A. - 1991 - Rev

Persistent link: https://www.econbiz.de/10000825965

An empirical evaluation of value at risk by scenario simulation

Abken, Peter A. - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 12-29

Persistent link: https://www.econbiz.de/10001500033

Over-the-counter financial derivatives : risky business?

Abken, Peter A. - In: Economic review 79 (1994) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10001169346

Innovations in modeling the term structure of interest rates

Abken, Peter A. - In: Economic review 75 (1990) 4, pp. 2-27

Persistent link: https://www.econbiz.de/10001104457

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the