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The dynamics of implied volatility surfaces
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Decision making : recent developments and worldwide …, (pp. 197-211). 2010
Persistent link: https://www.econbiz.de/10009152462
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The dynamics of the S&P 500 implied volatility surface
Skiadopoulos, George; Hodges, Stewart D.; Clewlow, Les - In: Review of derivatives research 3 (1999) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10001493260
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A generalization of the Sharpe ratio and its applications to valuation bounds and risk measures
Hodges, Stewart D. - 1998
Persistent link: https://www.econbiz.de/10001752066
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Options : recent advances in theory and practice
Hodges, Stewart D. (contributor)
Persistent link: https://www.econbiz.de/10000804448
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(1990). - X, 181 S. - Enth. 11 Beitr.
Hodges, Stewart D. (ed.) - 1990
Persistent link: https://www.econbiz.de/10000804449
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(1992). - XIII, 313 S. - Enth. 16 Beitr.
Hodges, Stewart D. (ed.)
Persistent link: https://www.econbiz.de/10000804450
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The favorite-longshot bias in S&P 500 and FTSE 100 index futures options : the return to bets and the cost of insurance
Tompkins, Robert G.; Ziemba, William T.; Hodges, Stewart D. - In: Handbook of sports and lottery markets, (pp. 161-180). 2008
Persistent link: https://www.econbiz.de/10003779564
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Term-structure slope risk : convexity revisited
Hodges, Stewart D.; Parekh, Naru - In: The journal of fixed income 16 (2006) 3, pp. 54-59
Persistent link: https://www.econbiz.de/10003422034
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Fixed odds bookmaking with stochastic betting demands
Hodges, Stewart D.; Lin, Hao; Liu, Lan - In: European financial management : the journal of the … 19 (2013) 2, pp. 399-417
Persistent link: https://www.econbiz.de/10009732072
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No good deals : no bad models
Boyarchenko, Nina; Cerrato, Mario; Crosby, John; … - 2013
Persistent link: https://www.econbiz.de/10009722399