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RobHayward option [8 articles]

Recent papers added to RobHayward library classified by the tag option. You can also see everyone's option.
  • The Equity Risk Premium: A Solution
    Journal of Monetary Economics, Vol. 22 (1988), pp. 117-131.
    by Thomas A Rietz
    posted to tails smile option erp equity capm behaviour by RobHayward on 2008-09-24 16:11:06 as **
  • The Practitioner's Perspective: Bleed or Blowup? Why Do We Prefer Asymmetric Payoffs?
    Journal of Behavioral Finance, Vol. 5, No. 1. (2004), pp. 2-7.
    by Nassim N Taleb
    posted to behaviour option risk by RobHayward on 2008-08-12 14:00:47 as **
  • Optimal Currency Hedging
    (April 2003)
    by Rui Albuquerque
    posted to behaviour derivative forward hedge option by RobHayward on 2008-08-05 06:32:01 as **
  • A primer on hedge funds
    Journal of Empirical Finance, Vol. 6, No. 3. (September 1999), pp. 309-331.
    by William Fung, David A Hsieh
    posted to capm fund hedge option by RobHayward on 2008-05-01 13:27:31 as **
  • The informational content of option-implied distributions: Evidence from the Eurex index and interest rate futures options market
    Global Finance Journal, Vol. 17, No. 1. (September 2006), pp. 50-74.
    by Sascha Wilkens, Klaus Roder
    posted to information option by RobHayward on 2006-09-29 17:28:15 as **
  • Pricing currency options in the presence of time-varying volatility and non-normalities
    Journal of Multinational Financial Management, Vol. 16, No. 3. (July 2006), pp. 291-314.
    by GC Lim, GM Martin, VL Martin
    posted to option volatility by RobHayward on 2006-05-21 07:58:34 as **
  • A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket
    Working Paper No. 06/105
    by Renzo G Avesani, Garcia, Jing Li
    posted to option volatility by RobHayward on 2006-05-15 20:51:09 as **
  • Recovering Market Expectations of FOMC Rate Changes with Options on Federal Funds Futures.
    Federal Reserve Bank of Cleveland Working Paper 05/07
    by John
    posted to option sentiment smile volatility by RobHayward on 2006-04-11 20:50:33 as **
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