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An analysis of market-index certificates of deposit
10 references·4 citing·30 second hop
An analysis of market-index certificates of deposit (1990)An analysis of market-index certificates …Theory of rational option pricing (2005)Theory of rational option pri…Valuation of American call options on dividend-paying stocks (1982)Valuation of American call op…The information content of option prices and a test of market efficiency (1978)The information content of op…COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA (1978)COMMON STOCK VOLATILITY EXPEC…Good Intentions and Unintended Evil: The Case Against Selective Credit Allocation (1977)Good Intentions and Unintende…STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES (1976)STANDARD DEVIATIONS OF STOCK …Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The Valuation of Option Contracts and a Test of Market Efficiency (1972)The Valuation of Option Contr…THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY (1972)THE VALUATION OF OPTION CONTR…The order flow of discount certificates and issuer pricing behavior (2011)The order flow of discount ce…The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market (2008)The price-setting behavior of…Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates (2008)Credit risk and bank margins …The Valuation of Structured Products: Empirical Findings for the Swiss Market (2005)The Valuation of Structured P…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Risk, Return, and Equilibrium: Empirical Tests (1973)Pricing European Currency Options: A Comparison of the Modified Black- Scholes Model and a Random Variance Model (1989)20 Testing option pricing models (1995)SKEWNESS AND KURTOSIS IN S&P 500 INDEX RETURNS IMPLIED BY OPTION PRICES (1996)An Economic Theory of Democracy. (1958)On the Management of Financial Guarantees (1992)Beyond the Washington consensus (1998)61. Capitalism and Freedom (2002)Is Financial Globalization Beneficial? (2007)The Theory of Economic Regulation (2021)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Stock Returns and Volatility (1990)Risk and Volatility: Econometric Models and Financial Practice (2004)An Empirical Examination of the Black-Scholes Call Option Pricing Model (1979)Option Prices as Predictors of Equilibrium Stock Prices (1982)The quality of market volatility forecasts implied by S&P 100 index option prices (1998)Tests of the Black-Scholes and Cox Call Option Valuation Models (1980)Do option markets correctly price the probabilities of movement of the underlying asset? (2001)The predictive power of implied volatility: Evidence from 35 futures markets (2003)Stock market volatility and the information content of stock index options (1992)Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns (2001)Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2005)Option pricing: A simplified approach (1979)A contingent-claims valuation of convertible securities (1977)THE VALUATION OF AMERICAN PUT OPTIONS (1977)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY718 cited
  • 1976STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES642 cited
  • 1972The Valuation of Option Contracts and a Test of Market Efficiency612 cited
  • 1978The information content of option prices and a test of market efficiency485 cited
  • 1982Valuation of American call options on dividend-paying stocks319 cited
  • 1978COMMON STOCK VOLATILITY EXPECTATIONS IMPLIED BY OPTION PREMIA227 cited
  • 1977Good Intentions and Unintended Evil: The Case Against Selective Credit Allocation208 cited

Cited by

  • 2008Credit risk and bank margins in structured financial products: Evidence from the German secondary market for discount certificates64 cited
  • 2005The Valuation of Structured Products: Empirical Findings for the Swiss Market62 cited
  • 2011The order flow of discount certificates and issuer pricing behavior51 cited
  • 2008The price-setting behavior of banks: An analysis of open-end leverage certificates on the German market43 cited

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