1

On the Use of Numeraires in Option Pricing

Year:
2002
Language:
english
File:
PDF, 544 KB
english, 2002
2

General Properties of Option Prices

Year:
1996
Language:
english
File:
PDF, 1.06 MB
english, 1996
4

General Properties of Option Prices

Year:
1996
Language:
english
File:
PDF, 2.02 MB
english, 1996
5

On the failure of mutual fund industry regulation

Year:
2018
Language:
english
File:
PDF, 1.31 MB
english, 2018
6

Liquidation triggers and the valuation of equity and debt

Year:
2007
Language:
english
File:
PDF, 220 KB
english, 2007
8

On the Use of Numeraires in Option Pricing

Year:
2002
Language:
english
File:
PDF, 262 KB
english, 2002
9

Dividend policy relevance in a levered firm - The binomial case

Year:
2018
Language:
english
File:
PDF, 784 KB
english, 2018
11

Analytic Pricing of Employee Stock Options

Year:
2008
Language:
english
File:
PDF, 340 KB
english, 2008
12

Bargaining with an agenda

Year:
2004
Language:
english
File:
PDF, 239 KB
english, 2004
14

Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models

Year:
2003
Language:
english
File:
PDF, 263 KB
english, 2003
15

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

Year:
2008
Language:
english
File:
PDF, 322 KB
english, 2008
17

A Balance Sheet Approach for Sovereign Debt

Year:
2011
Language:
english
File:
PDF, 295 KB
english, 2011
18

Special Issue on Risk Management: Introduction

Year:
2018
Language:
english
File:
PDF, 46 KB
english, 2018
19

An interesting matrix exponent formula

Year:
1997
Language:
english
File:
PDF, 116 KB
english, 1997
20

Credit Risk Spreads in Local and Foreign Currencies

Year:
2008
Language:
english
File:
PDF, 73 KB
english, 2008
21

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

Year:
2003
Language:
english
File:
PDF, 2.19 MB
english, 2003
22

Flow auctions

Year:
2016
Language:
english
File:
PDF, 417 KB
english, 2016
23

Investment in Financial Structured Products from a Rational Choice Perspective

Year:
2009
Language:
english
File:
PDF, 574 KB
english, 2009
26

Analytic Pricing of Employee Stock Options

Year:
2006
Language:
english
File:
PDF, 284 KB
english, 2006
27

Analytic Pricing of Employee Stock Options

Year:
2008
Language:
english
File:
PDF, 2.76 MB
english, 2008
28

Liquidation Triggers and the Valuation of Equity and Debt

Year:
2003
Language:
english
File:
PDF, 303 KB
english, 2003
29

Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions

Year:
1998
Language:
english
File:
PDF, 104 KB
english, 1998
31

Brokerage Commissions and Institutional Trading Patterns

Year:
2009
Language:
english
File:
PDF, 388 KB
english, 2009
32

Stakeholders and the Composition of the Voting Rights of the Board of Directors

Year:
2008
Language:
english
File:
PDF, 129 KB
english, 2008
33

By the Light of Day: The Effect of the Switch to Winter Time on Stock Markets

Year:
2018
Language:
english
File:
PDF, 1.63 MB
english, 2018
37

Counterparty Risk in Exchange-Traded Notes (ETNs)

Year:
2013
Language:
english
File:
PDF, 6.62 MB
english, 2013
39

Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models

Year:
2004
Language:
english
File:
PDF, 511 KB
english, 2004
40

Credit Risk Spreads in Local and Foreign Currencies

Year:
2012
Language:
english
File:
PDF, 769 KB
english, 2012
41

Prospect Theory and Utility Theory: Temporary Versus Permanent Attitude towards Risk

Year:
2013
Language:
english
File:
PDF, 226 KB
english, 2013