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Event studies : a methodology review
Corrado, Charles Joseph - In: Accounting and finance : journal of the Accounting … 51 (2011) 1, pp. 207-234
Persistent link: https://www.econbiz.de/10009010535
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
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Special issue on risk management and financial derivatives
Corrado, Charles Joseph (contributor) - 2003
Persistent link: https://www.econbiz.de/10001849585
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S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Corrado, Charles Joseph - In: The journal of futures markets 16 (1996) 6, pp. 611-629
Persistent link: https://www.econbiz.de/10001206958
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Fundamentals of investments : valuation and management
Corrado, Charles J.; Jordan, Bradford D. - 2005 - 3. ed., internat. ed.
Persistent link: https://www.econbiz.de/10001803101
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Repricing and employee stock option valuation
Corrado, Charles Joseph (contributor) - In: Journal of banking & finance 25 (2001) 6, pp. 1059-1082
Persistent link: https://www.econbiz.de/10001580692
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Option pricing based on the generalized lambda distribution
Corrado, Charles Joseph - In: The journal of futures markets 21 (2001) 3, pp. 213-236
Persistent link: https://www.econbiz.de/10001556707
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Implied volatility skews and stock return skewness and kurtosis implied by stock option prices
Corrado, Charles Joseph - In: The European journal of finance 3 (1997) 1, pp. 73-85
Persistent link: https://www.econbiz.de/10001219143
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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A note on a simple, accurate formula to compute implied standard deviations
Corrado, Charles Joseph - In: Journal of banking & finance 20 (1996) 3, pp. 595-603
Persistent link: https://www.econbiz.de/10001197032