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Opciones financieras y productos estructurados
15 references·0 citing·37 second hop
Opciones financieras y productos estructurados (2003)Opciones financieras y productos estructu…Theory of rational option pricing (2005)Theory of rational option pri…Expected Option Returns (2001)Expected Option ReturnsThe Encyclopedia of Trading Strategies (2000)The Encyclopedia of Trading S…Recovering Risk Aversion from Option Prices and Realized Returns (2000)Recovering Risk Aversion from…Modelling Fixed Income Securities and Interest Rate Options. (1996)Modelling Fixed Income Securi…Interest-rate option models (1996)Interest-rate option modelsA Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)A Simple Approach to Valuing …Futures, Options, and Swaps (1994)Futures, Options, and SwapsCommon Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Time-Dependent Variance and the Pricing of Bond Options (1987)Time-Dependent Variance and t…Options on the Spot and Options on Futures (1985)Options on the Spot and Optio…Bond Price Dynamics and Options (1983)Bond Price Dynamics and Optio…Term Structure Modeling Using Exponential Splines (1982)Term Structure Modeling Using…A note on an analytical valuation formula for unprotected American call options on stocks with known dividends (1979)A note on an analytical valua…The valuation of warrants: Implementing a new approach (1977)The valuation of warrants: Im…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The Pricing of Options on Default-Free Bonds (1982)Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques (1985)An exact and explicit solution for the valuation of American put options (2006)The valuation of compound options (1979)Tests of an American Option Pricing Model on the Foreign Currency Options Market (1987)On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives (2003)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)An equilibrium characterization of the term structure (1977)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)THE TAX‐ADJUSTED YIELD CURVE (1975)A continuous time approach to the pricing of bonds (1979)Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (2003)Zero-Coupon Yield Curves: Technical Documentation (2008)The euro area sovereign debt crisis: Identifying flight-to-liquidity and the spillover mechanisms (2013)Prices of State-Contingent Claims Implicit in Option Prices (1978)On estimating the expected return on the market (1980)Implied Binomial Trees (1994)Characteristics of Risk and Return in Risk Arbitrage (2001)Demand-Based Option Pricing (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Stock Market Uncertainty and the Stock-Bond Return Relation (2005)Model Specification and Risk Premia: Evidence from Futures Options (2007)Ex Ante Skewness and Expected Stock Returns (2012)Common factors in international bond returns (2003)The Most General Methodology to Create a Valid Correlation Matrix for Risk Management and Option Pricing Purposes (2011)Interest‐Rate Modelling (2014)Judging the Risk of Financial Instruments: Problems and Potential Remedies (2005)Investigating the Performance of Alternative Default-Risk Models: Option-Based Versus Accounting-Based Approaches (2006)On the dynamic links between commodities and Islamic equity (2016)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Credit Spreads and Business Cycle Fluctuations (2012)
this work references cited by second hop

References

  • 2005Theory of rational option pricing7,161 cited
  • 1995A Simple Approach to Valuing Risky Fixed and Floating Rate Debt2,090 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2000Recovering Risk Aversion from Option Prices and Realized Returns837 cited
  • 2001Expected Option Returns771 cited
  • 1982Term Structure Modeling Using Exponential Splines323 cited
  • 1996Interest-rate option models275 cited
  • 1977The valuation of warrants: Implementing a new approach254 cited
  • 1979A note on an analytical valuation formula for unprotected American call options on stocks with known dividends237 cited
  • 1994Futures, Options, and Swaps213 cited
  • 1996Modelling Fixed Income Securities and Interest Rate Options.176 cited
  • 1983Bond Price Dynamics and Options102 cited
  • 1987Time-Dependent Variance and the Pricing of Bond Options91 cited
  • 2000The Encyclopedia of Trading Strategies67 cited
  • 1985Options on the Spot and Options on Futures64 cited

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