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1

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

EDUARDO S. SCHWARTZ

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 2.33 MB

english, 1997

2

Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Year:

1978

Language:

english

File:

PDF, 702 KB

english, 1978

3

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Schwartz, Eduardo, Smith, James E.

Journal:

Management Science

Year:

2000

Language:

english

File:

PDF, 520 KB

english, 2000

4

Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1992

Language:

english

File:

PDF, 515 KB

english, 1992

5

Strategic asset allocation

Michael J. Brennan, Eduardo S. Schwartz, Ronald Lagnado

Journal:

Journal of Economic Dynamics and Control

Year:

1997

Language:

english

File:

PDF, 1.55 MB

english, 1997

6

Valuing American Options by Simulation: A Simple Least-Squares Approach

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

Review of Financial Studies

Year:

2001

Language:

english

File:

PDF, 884 KB

english, 2001

7

Patents and R&D as Real Options

Eduardo S. Schwartz

Journal:

Year:

2004

Language:

english

File:

PDF, 217 KB

english, 2004

8

Liquidity and the Law of One Price: The Case of the Futures-Cash Basis

RICHARD ROLL, EDUARDO SCHWARTZ, AVANIDHAR SUBRAHMANYAM

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 297 KB

english, 2007

9

The pricing of equity-linked life insurance policies with an asset value guarantee

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Journal of Financial Economics

Year:

1976

Language:

english

File:

PDF, 1.07 MB

english, 1976

10

The valuation of warrants: Implementing a new approach

Eduardo S. Schwartz

Journal:

Journal of Financial Economics

Year:

1977

Language:

english

File:

PDF, 769 KB

english, 1977

11

Savings bonds, retractable bonds and callable bonds

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Journal of Financial Economics

Year:

1977

Language:

english

File:

PDF, 1.24 MB

english, 1977

12

A continuous time approach to the pricing of bonds

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Journal of Banking & Finance

Year:

1979

Language:

english

File:

PDF, 1.26 MB

english, 1979

13

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

LONGSTAFF, FRANCIS A., SCHWARTZ, EDUARDO S.

Journal:

The Journal of Finance

Year:

1995

Language:

english

File:

PDF, 1.61 MB

english, 1995

14

Evaluating Natural Resource Investments

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Business

Year:

1985

Language:

english

File:

PDF, 392 KB

english, 1985

15

Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates

Kristian R. Miltersen and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Year:

1998

Language:

english

File:

PDF, 2.59 MB

english, 1998

16

Commodity Price Forecasts, Futures Prices, and Pricing Models

Cortazar, Gonzalo, Millard, Cristobal, Ortega, Hector, Schwartz, Eduardo S.

Journal:

Management Science

Year:

2018

Language:

english

File:

PDF, 1.93 MB

english, 2018

17

Theory of Storage and the Pricing of Commodity Claims

Martin J. Nielsen, Eduardo S. Schwartz

Journal:

Review of Derivatives Research

Year:

2004

Language:

english

File:

PDF, 360 KB

english, 2004

18

Part 2: A Conference in Honor of Merton H. Miller's Contributions to Finance and Economics || Arbitrage in Stock Index Futures

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Business

Year:

1990

Language:

english

File:

PDF, 628 KB

english, 1990

19

Investment Under Uncertaintyby Avinash K. Dixit; Robert S. Pindyck

Review by: Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1994

Language:

english

File:

PDF, 138 KB

english, 1994

20

Expected commodity returns and pricing models

Cortazar, Gonzalo, Kovacevic, Ivo, Schwartz, Eduardo S.

Journal:

Energy Economics

Year:

2015

Language:

english

File:

PDF, 969 KB

english, 2015

21

Variance Risk Premia in Energy Commodities

Trolle, Anders B, Schwartz, Eduardo S

Journal:

The Journal of Derivatives

Year:

2010

Language:

english

File:

PDF, 1.15 MB

english, 2010

22

ECG-based Heartbeat Classification for Arrhythmia Detection: A Survey

Luz, Eduardo Joséda S., Schwartz, William Robson, Chávez, Guillermo Cámara, Menotti, David

Journal:

Computer Methods and Programs in Biomedicine

Year:

2015

Language:

english

File:

PDF, 1.57 MB

english, 2015

23

Time-Invariant Portfolio Insurance Strategies

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1988

Language:

english

File:

PDF, 520 KB

english, 1988

24

Papers and Proceedings of the Thirty-Fifth Annual Meeting of the American Finance Association, Atlantic City, New Jersey, September 16-18, 1976 || The Valuation of American Put Options

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1977

Language:

english

File:

PDF, 417 KB

english, 1977

25

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Francis A. Longstaff, Pedro Santa-Clara and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 1.80 MB

english, 2001

26

Rational Pricing of Internet Companies

Schwartz, Eduardo S., Moon, Mark

Journal:

Financial Analysts Journal

Year:

2000

Language:

english

File:

PDF, 175 KB

english, 2000

27

Homeownership as a Constraint on Asset Allocation

Stephen Day Cauley, Andrey D. Pavlov, Eduardo S. Schwartz

Journal:

The Journal of Real Estate Finance and Economics

Year:

2007

Language:

english

File:

PDF, 675 KB

english, 2007

28

Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange

Julio J. Lucia, Eduardo S. Schwartz

Journal:

Review of Derivatives Research

Year:

2002

Language:

english

File:

PDF, 619 KB

english, 2002

29

Valuing debt options: Empirical evidence

Bruce Dietrich-Campbell, Eduardo Schwartz

Journal:

Journal of Financial Economics

Year:

1986

Language:

english

File:

PDF, 1.31 MB

english, 1986

30

Portfolio Insurance and Financial Market Equilibrium

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Business

Year:

1989

Language:

english

File:

PDF, 333 KB

english, 1989

31

Papers and Proceedings of the Forty-Fourth Annual Meeting of the America Finance Association, New York, New York, December 28-30, 1985 || Integration vs. Segmentation in the Canadian Stock Market

Philippe Jorion and Eduardo Schwartz

Journal:

The Journal of Finance

Year:

1986

Language:

english

File:

PDF, 301 KB

english, 1986

32

Cash Flow Multipliers and Optimal Investment Decisions

Kraft, Holger, Schwartz, Eduardo

Journal:

European Financial Management

Year:

2015

Language:

english

File:

PDF, 241 KB

english, 2015

33

THE CASE FOR CONVERTIBLES*

Brennan, Michael J., Schwartz, Eduardo S.

Journal:

Journal of Applied Corporate Finance

Year:

1988

Language:

english

File:

PDF, 104 KB

english, 1988

34

Investment Under Uncertainty in Information Technology: Acquisition and Development Projects

Schwartz, Eduardo S., Zozaya-Gorostiza, Carlos

Journal:

Management Science

Year:

2003

Language:

english

File:

PDF, 223 KB

english, 2003

35

The Swaption Cube

Trolle, Anders B., Schwartz, Eduardo S.

Journal:

Review of Financial Studies

Year:

2014

Language:

english

File:

PDF, 961 KB

english, 2014

36

Evaluating Environmental Investments: A Real Options Approach

Cortazar, Gonzalo, Schwartz, Eduardo S., Salinas, Marcelo

Journal:

Management Science

Year:

1998

Language:

english

File:

PDF, 335 KB

english, 1998

37

The Valuation of Commodity Contingent Claims

Cortazar, Gonzalo, Schwartz, Eduardo S

Journal:

The Journal of Derivatives

Year:

1994

Language:

english

File:

PDF, 997 KB

english, 1994

38

Proceedings of 15th Annual Conference of the Western Finance Association, June 19-21, 1980, San Diego, California || Analyzing Convertible Bonds

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Year:

1980

Language:

english

File:

PDF, 1.06 MB

english, 1980

39

Papers and Proceedings, Forty-ninth Annual Meeting, American Finance Association, Atlanta, Georgia, December 28-30, 1989 || Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

Rajna Gibson and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1990

Language:

english

File:

PDF, 436 KB

english, 1990

40

A Two-Factor Model of the Term Structure: An Approximate Analytical Solution

Stephen M. Schaefer and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Year:

1984

Language:

english

File:

PDF, 838 KB

english, 1984

41

Theory of Financial Decision Makingby Jonathan E. Ingersoll,

Review by: Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1988

Language:

english

File:

PDF, 174 KB

english, 1988

42

Papers and Proceedings, Forty-Second Annual Meeting, American Finance Association, San Francisco, CA, December 28-30, 1983 || Optimal Financial Policy and Firm Valuation

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1984

Language:

english

File:

PDF, 453 KB

english, 1984

43

Time-Dependent Variance and the Pricing of Bond Options

Stephen M. Schaefer and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1987

Language:

english

File:

PDF, 544 KB

english, 1987

44

Papers and Proceedings Fifty-Seventh Annual Meeting, American Finance Association, New Orleans, Louisiana January 4-6, 1997 || The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 1.93 MB

english, 1997

45

Investment under Uncertainty in Information Technology: Acquisition and Development Projects

Eduardo S. Schwartz and Carlos Zozaya-Gorostiza

Journal:

Management Science

Year:

2003

Language:

english

File:

PDF, 628 KB

english, 2003

46

Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee

Brennan, Michael J., Schwartz, Eduardo S.

Journal:

Journal of Financial and Quantitative Analysis

Year:

1977

Language:

english

File:

PDF, 80 KB

english, 1977

47

Commodity index risk premium

Cortazar, Gonzalo, Ortega, Hector, Rojas, Maximiliano, Schwartz, Eduardo S.

Journal:

Journal of Commodity Markets

Year:

2020

File:

PDF, 4.65 MB

2020

48

A model of R&D valuation and the design of research incentives

Jason C. Hsu, Eduardo S. Schwartz

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 3.42 MB

english, 2008

49

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Francis A. Longstaff, Pedro Santa-Clara, Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

2001

Language:

english

File:

PDF, 777 KB

english, 2001

50

Determinants of GNMA Mortgage Prices

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Real Estate Economics

Year:

1985

File:

PDF, 1.29 MB

1985