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Intra-market correlations in the bond markets : extending empirical regularities from the equity markets
Goldberg, Robert S.; Ronn, Ehud I. - In: The journal of fixed income 27 (2018) 3, pp. 23-36
Persistent link: https://www.econbiz.de/10011803829
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Quantifying and explaining the new-issue premium in the post-Glass-Steagall corporate bond market
Goldberg, Robert S.; Ronn, Ehud I. - In: The journal of fixed income 23 (2013) 1, pp. 43-55
Persistent link: https://www.econbiz.de/10009783219
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Option prices in the equity, index and commodity markets : the "message from markets"
Ronn, Ehud I. - In: Options - 45 years since the publication of the …, (pp. 433-449). 2023
Persistent link: https://www.econbiz.de/10014366690
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Binomial trees as dynamical systems
Galeeva, Roza - In: International journal of theoretical and applied finance 3 (2000) 3, pp. 569-570
Persistent link: https://www.econbiz.de/10001524423
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Deriving better second-order derivatives
Galeeva, Roza - In: The journal of derivatives : JOD 30 (2022) 2, pp. 32-48
Persistent link: https://www.econbiz.de/10014231104
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Measuring correlation risk for energy derivatives
Galeeva, Roza; Hoogland, Jiri; Eydeland, Alexander - In: Risk management in commodity markets : from shipping to …, (pp. 81-89). 2008
Persistent link: https://www.econbiz.de/10003787692
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Binomial trees as dynamical systems
Galeeva, Roza - In: Physica A: Statistical Mechanics and its Applications 292 (2001) 1, pp. 519-535
One of the simplest and very popular techniques for pricing an option or other derivative involves constructing what is known as a binomial tree. This is a tree which represents the possible paths, that might be followed by the underlying assets price. We will view this tree as a dynamical...
Persistent link: https://www.econbiz.de/10011057350
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A multi-attribute comparative evaluation of relative risk for a sample of banks
Ronn, Ehud I. - In: Journal of banking & finance 11 (1987) 3, pp. 499-523
Persistent link: https://www.econbiz.de/10003664577
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Was Enron's business model fundamentally flawed?
Ronn, Ehud I. - In: Risk management : challenge and opportunity ; with 125 …, (pp. 671-677). 2005
Persistent link: https://www.econbiz.de/10002449483
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Characterizing the hedging policies of commodity price‐sensitive corporations
Boroumand, Raphaël H.; Goutte, Stéphane; Ronn, Ehud I. - In: Journal of Futures Markets 40 (2019) 8, pp. 1264-1281
Persistent link: https://www.econbiz.de/10012189101