carneym's finance [10 articles] Export

Recent papers added to carneym's library classified by the tag finance. You can also see everyone's finance.

	Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 22, No. 4. (1987), pp. 419-438. by Louis O. Scott posted to applications finance by carneym on 2005-05-16 12:37:50 as
	Implied Volatilities and Transaction Costs [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 27, No. 3. (1992), pp. 437-447. by Steve Swidler, J. David Diltz posted to applications finance by carneym on 2005-05-16 12:34:05 as along with 1 person hirose30
	Characteristics of Risk and Return in Risk Arbitrage [My Copy] The Journal of Finance, Vol. 56, No. 6. (2001), pp. 2135-2175. by Mark Mitchell, Todd Pulvino posted to applications finance by carneym on 2005-05-16 12:31:55 as
	Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 18, No. 3. (1983), pp. 345-354. by William E. Sterk posted to applications finance by carneym on 2005-05-16 12:14:07 as along with 1 person syoyo
	The Probability of a Trade at the Ask: An Examination of Interday and Intraday Behavior [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 27, No. 2. (1992), pp. 209-227. by David C. Porter posted to applications finance by carneym on 2005-05-16 12:10:43 as
	Abstract--How Diversification Reduces Risk: Some Further Evidence [My Copy] by Randolph Westerfield posted to applications finance by carneym on 2005-05-16 12:08:39 as
	Chaos and Nonlinear Dynamics: Application to Financial Markets [My Copy] The Journal of Finance, Vol. 46, No. 5. (1991), pp. 1839-1877. by David A. Hsieh posted to applications finance by carneym on 2005-05-16 11:55:39 as
	A Simple Nonparametric Approach to Derivative Security Valuation [My Copy] The Journal of Finance, Vol. 51, No. 5. (1996), pp. 1633-1652. by Michael Stutzer posted to applications finance by carneym on 2005-05-16 11:48:54 as along with 1 person chaikorn
	A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks [My Copy] The Journal of Finance, Vol. 49, No. 3. (1994), pp. 851-889. by James M. Hutchinson, Andrew W. Lo, Tomaso Poggio posted to applications finance by carneym on 2005-05-16 11:42:35 as along with 1 person chaikorn
	Implications of Nonlinear Dynamics for Financial Risk Management [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 28, No. 1. (1993), pp. 41-64. by David A. Hsieh posted to applications finance by carneym on 2005-05-16 11:40:47 as

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