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RobHayward option [5 articles]

最近 RobHayward さんのライブラリに追加された論文の中から タグ option. You can also see everyone's option.
  • A primer on hedge funds
    Journal of Empirical Finance, Vol. 6, No. 3. (September 1999), pp. 309-331.
    by William Fung, David A Hsieh
    posted to option hedge fund capm by RobHayward on 2008-05-01 13:27:31 as **
  • The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market
    Global Finance Journal, Vol. 17, No. 1. (September 2006), pp. 50-74.
    by Sascha Wilkens, Klaus Roder
    posted to information option by RobHayward on 2006-09-29 17:28:15 as **
  • Pricing currency options in the presence of time-varying volatility and non-normalities
    Journal of Multinational Financial Management, Vol. 16, No. 3. (July 2006), pp. 291-314.
    by GC Lim, GM Martin, VL Martin
    posted to option volatility by RobHayward on 2006-05-21 07:58:34 as **
  • A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
    Working Paper No. 06/105
    by Renzo G Avesani, Garcia, Jing Li
    posted to option volatility by RobHayward on 2006-05-15 20:51:09 as **
  • Recovering Market Expectations of FOMC Rate Changes with Options on Federal Funds Futures.
    Federal Reserve Bank of Cleveland Working Paper 05/07
    by John
    posted to option sentiment smile volatility by RobHayward on 2006-04-11 20:50:33 as **
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