1

A Simple Formula to Compute the Implied Standard Deviation

Year:
1988
Language:
english
File:
PDF, 756 KB
english, 1988
2

Hedging Volatility in Foreign Currencies

Year:
1993
Language:
english
File:
PDF, 520 KB
english, 1993
3

Hedging volatility risk

Year:
2006
Language:
english
File:
PDF, 191 KB
english, 2006
5

Stock index futures arbitrage in the Japanese markets

Year:
1989
Language:
english
File:
PDF, 1.83 MB
english, 1989
6

The new market for volatility trading

Year:
2010
Language:
english
File:
PDF, 478 KB
english, 2010
7

Options on stock indices and options on futures

Year:
1989
Language:
english
File:
PDF, 657 KB
english, 1989
9

The Price of Options Illiquidity

Year:
2001
Language:
english
File:
PDF, 371 KB
english, 2001
10

New Financial Instruments for Hedging Changes in Volatility

Year:
1989
Language:
english
File:
PDF, 881 KB
english, 1989
11

The determinants of the return on index bonds

Year:
1978
Language:
english
File:
PDF, 1012 KB
english, 1978
12

The Effects of World Events on Stock Market Variables

Year:
1974
Language:
english
File:
PDF, 388 KB
english, 1974
15

The behavior of prices in the Nikkei spot and futures market

Year:
1989
Language:
english
File:
PDF, 2.61 MB
english, 1989
17

Inflation Uncertainties and Returns on Bonds

Year:
1983
Language:
english
File:
PDF, 267 KB
english, 1983
18

Inflation risk premium implied by options

Year:
2014
Language:
english
File:
PDF, 510 KB
english, 2014
19

Altering the terms of executive stock options

Year:
2000
Language:
english
File:
PDF, 335 KB
english, 2000
22

A Note on Risk, Return, and Equilibrium: Empirical Tests

Year:
1976
Language:
english
File:
PDF, 284 KB
english, 1976
24

Asset Characteristics and Systematic Risk

Year:
1978
Language:
english
File:
PDF, 1.03 MB
english, 1978
25

Options on the Spot and Options on Futures

Year:
1985
Language:
english
File:
PDF, 346 KB
english, 1985
27

The Price of Options Illiquidity

Year:
2001
Language:
english
File:
PDF, 95 KB
english, 2001
28

A Simple Formula to Compute the Implied Standard Deviation

Year:
1988
Language:
english
File:
PDF, 659 KB
english, 1988
32

Acknowledgement

Year:
1998
Language:
english
File:
PDF, 30 KB
english, 1998
33

On Rescissions in Executive Stock Options*

Year:
2005
Language:
english
File:
PDF, 261 KB
english, 2005
36

Modern Developments in Financial Managementby Stewart C. S. Myers

Year:
1978
Language:
english
File:
PDF, 171 KB
english, 1978
38

Asset Pricing and Ambiguity: Empirical Evidence

Year:
2018
Language:
english
File:
PDF, 3.30 MB
english, 2018
40

The Effect of Model Misspecification on Tests of the Efficient Market Hypothesis

Year:
1977
Language:
english
File:
PDF, 353 KB
english, 1977
41

A Simple Model of Non-Stationarity of Systematic Risk

Year:
1977
Language:
english
File:
PDF, 416 KB
english, 1977
42

The Optimal Duration of Growth Investments and Search

Year:
1979
Language:
english
File:
PDF, 1.28 MB
english, 1979
44

Asset Pricing and Ambiguity: Empirical Evidence

Year:
2012
Language:
english
File:
PDF, 297 KB
english, 2012
48

New Financial Instruments for Hedge Changes in Volatility

Year:
1989
Language:
english
File:
PDF, 846 KB
english, 1989
49

Implied Interest Rates

Year:
1986
Language:
english
File:
PDF, 294 KB
english, 1986
50

How Do Insiders Trade?

Year:
2016
Language:
english
File:
PDF, 600 KB
english, 2016