3

A comparative analysis of current credit risk models

Year:
2000
Language:
english
File:
PDF, 1.51 MB
english, 2000
4

Information Effects on the Bid-Ask Spread

Year:
1983
Language:
english
File:
PDF, 330 KB
english, 1983
7

The option pricing model and the risk factor of stock

Year:
1976
Language:
english
File:
PDF, 1.58 MB
english, 1976
9

Prototype risk rating system

Year:
2001
Language:
english
File:
PDF, 869 KB
english, 2001
11

Hedging Volatility in Foreign Currencies

Year:
1993
Language:
english
File:
PDF, 520 KB
english, 1993
13

Insuring versus Self-Insuring Operational Risk

Year:
2004
Language:
english
File:
PDF, 71 KB
english, 2004
14

Characterization of options

Year:
1977
Language:
english
File:
PDF, 895 KB
english, 1977
15

Hedging with a Volatility Term Structure

Year:
1995
Language:
english
File:
PDF, 479 KB
english, 1995
16

An economic assessment of capital requirements in the banking industry

Year:
1986
Language:
english
File:
PDF, 734 KB
english, 1986
20

Volatility-Decay Risk Premia

Year:
2014
Language:
english
File:
PDF, 1.78 MB
english, 2014
21

Pricing of Warrants and the Value of the Firm

Year:
1978
Language:
english
File:
PDF, 351 KB
english, 1978
22

New Financial Instruments for Hedging Changes in Volatility

Year:
1989
Language:
english
File:
PDF, 881 KB
english, 1989
23

Pricing of optional bonds

Year:
1983
Language:
english
File:
PDF, 990 KB
english, 1983
24

The determinants of the return on index bonds

Year:
1978
Language:
english
File:
PDF, 1012 KB
english, 1978
28

Are Banks Special?

Year:
2018
Language:
english
File:
PDF, 165 KB
english, 2018
29

Empirical tests of boundary conditions for CBOE options

Year:
1978
Language:
english
File:
PDF, 1.44 MB
english, 1978
30

Liquidation triggers and the valuation of equity and debt

Year:
2007
Language:
english
File:
PDF, 220 KB
english, 2007
31

A contingent claim analysis of a regulated depository institution

Year:
1991
Language:
english
File:
PDF, 1.10 MB
english, 1991
33

Dividend policy relevance in a levered firm - The binomial case

Year:
2018
Language:
english
File:
PDF, 784 KB
english, 2018
35

Information Effects on the Bid-Ask Spread

Year:
1983
Language:
english
File:
PDF, 872 KB
english, 1983
36

On the Boness and Black-Scholes Models for Valuation of Call Options

Year:
1978
Language:
english
File:
PDF, 906 KB
english, 1978
37

Stochastic equity volatility related to the leverage effect

Year:
1994
Language:
english
File:
PDF, 1.01 MB
english, 1994
38

Common Errors in the Valuation of Warrants and Options on Firms with Warrants

Year:
1991
Language:
english
File:
PDF, 397 KB
english, 1991
39

Day-of-the-Week Effect in High Moments

Year:
2005
Language:
english
File:
PDF, 121 KB
english, 2005
40

Stakeholders and the composition of the voting rights of the board of directors

Year:
2008
Language:
english
File:
PDF, 322 KB
english, 2008
44

Modern Developments in Financial Managementby Stewart C. S. Myers

Year:
1978
Language:
english
File:
PDF, 171 KB
english, 1978
45

A Balance Sheet Approach for Sovereign Debt

Year:
2011
Language:
english
File:
PDF, 295 KB
english, 2011
46

Special Issue on Risk Management: Introduction

Year:
2018
Language:
english
File:
PDF, 46 KB
english, 2018
47

A Note on "Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options"

Year:
1989
Language:
english
File:
PDF, 192 KB
english, 1989
48

Option performance measurement*

Year:
1984
Language:
english
File:
PDF, 465 KB
english, 1984
49

Credit Risk Spreads in Local and Foreign Currencies

Year:
2008
Language:
english
File:
PDF, 73 KB
english, 2008
50

Government Support of Investment Projects in the Private Sector: A Microeconomic Approach

Year:
2003
Language:
english
File:
PDF, 2.19 MB
english, 2003