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1

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

2

Convertible Bonds: Valuation and Optimal Strategies for Call and Conversion

M. J. Brennan and E. S. Schwartz

Journal:

The Journal of Finance

Year:

1977

Language:

english

File:

PDF, 375 KB

english, 1977

3

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

4

Corporate Income Taxes, Valuation, and the Problem of Optimal Capital Structure

M. J. Brennan and E. S. Schwartz

Journal:

The Journal of Business

Year:

1978

Language:

english

File:

PDF, 1.17 MB

english, 1978

5

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

6

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

7

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

8

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

9

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

10

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

11

On the Geometric Mean Index: A Note

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Year:

1985

Language:

english

File:

PDF, 322 KB

english, 1985

12

An Equilibrium Model of Bond Pricing and a Test of Market Efficiency

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Year:

1982

Language:

english

File:

PDF, 1.49 MB

english, 1982

13

Papers and Proceedings of the Fortieth Annual Meeting of the American Finance Association, Washington, D.C., December 28-30, 1981 || Regulation and Corporate Investment Policy

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1982

Language:

english

File:

PDF, 372 KB

english, 1982

14

Papers and Proceedings Thirty-Eighth Annual Meeting American Finance Association, Atlanta, Georgia, December 28-30, 1979 || Conditional Predictions of Bond Prices and Returns

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Year:

1980

Language:

english

File:

PDF, 432 KB

english, 1980

15

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

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Business

Year:

1979

Language:

english

File:

PDF, 2.59 MB

english, 1979

16

Bond Pricing and Market Efficiency

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Financial Analysts Journal

Year:

1982

Language:

english

File:

PDF, 1.11 MB

english, 1982

17

Consistent Regulatory Policy under Uncertainty

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Bell Journal of Economics

Year:

1982

Language:

english

File:

PDF, 390 KB

english, 1982