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There are 27183 results for: content related to: Pricing Stocks and Bonds

  1. Pricing Derivatives by Arbitrage

    Modern Financial Systems: Theory and Applications

    Edwin H. Neave, Pages: 179–205, 2011

    Published Online : 13 DEC 2011, DOI: 10.1002/9781118267714.ch9

  2. Option pricing for the transformed-binomial class

    Journal of Futures Markets

    Volume 26, Issue 8, August 2006, Pages: 759–788, António Câmara and San-Lin Chung

    Version of Record online : 21 JUN 2006, DOI: 10.1002/fut.20218

  3. Financial Theory

    Numerical Methods in Finance and Economics: A MATLAB®-Based Introduction

    Paolo Brandimarte, Pages: 23–133, 2006

    Published Online : 18 APR 2006, DOI: 10.1002/9780470080498.ch2

  4. Option Pricing with Heterogeneous Expectations

    Financial Review

    Volume 33, Issue 4, November 1998, Pages: 81–92, Chen Guo

    Version of Record online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01398.x

  5. ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS

    Mathematical Finance

    Volume 5, Issue 3, July 1995, Pages: 197–232, Elyégs Jouini and Hédi Kallal

    Version of Record online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1995.tb00065.x

  6. Integration and arbitrage in the Spanish financial markets: An empirical approach*

    Journal of Futures Markets

    Volume 20, Issue 4, April 2000, Pages: 321–344, Alejandro Balbás, Iñaki R. Longarela and Ángel Pardo

    Version of Record online : 29 MAR 2000, DOI: 10.1002/(SICI)1096-9934(200004)20:4<321::AID-FUT2>3.0.CO;2-J

  7. Marketable Securities Portfolios

    Modern Financial Systems: Theory and Applications

    Edwin H. Neave, Pages: 307–338, 2011

    Published Online : 13 DEC 2011, DOI: 10.1002/9781118267714.ch14

  8. Introduction to Derivatives

    Simulation and Optimization in Finance: Modeling with MATLAB, @RISK, or VBA

    Dessislava A. Pachamanova, Frank J. Fabozzi, Pages: 475–529, 2011

    Published Online : 6 DEC 2011, DOI: 10.1002/9781118267752.ch13

  9. Example in Finance

    Introduction to Stochastic Analysis

    Vigirdas Mackevičius, Pages: 195–215, 2013

    Published Online : 23 APR 2013, DOI: 10.1002/9781118603338.ch12

  10. Does Market Incompleteness Matter?

    Econometrica

    Volume 70, Issue 5, September 2002, Pages: 1805–1839, David K. Levine and William R. Zame

    Version of Record online : 10 FEB 2004, DOI: 10.1111/1468-0262.00354

  11. ESTIMATING A RISKY TERM STRUCTURE OF BRADY BONDS

    The Manchester School

    Volume 73, Issue s1, September 2005, Pages: 99–127, ANEEL KESWANI

    Version of Record online : 5 AUG 2005, DOI: 10.1111/j.1467-9957.2005.00463.x

  12. Empirical Asset Pricing: Eugene Fama, Lars Peter Hansen, and Robert Shiller

    The Scandinavian Journal of Economics

    Volume 116, Issue 3, July 2014, Pages: 593–634, John Y. Campbell

    Version of Record online : 20 MAY 2014, DOI: 10.1111/sjoe.12070

  13. Elementary Financial Calculus

    Financial Statistics and Mathematical Finance: Methods, Models and Applications

    Ansgar Steland, Pages: 1–44, 2012

    Published Online : 20 JUN 2012, DOI: 10.1002/9781118316443.ch1

  14. Toward A Convergence Theory For Continuous Stochastic Securities Market Models

    Mathematical Finance

    Volume 1, Issue 1, January 1991, Pages: 55–59, Walter Willinger and Murad S. Taqqu

    Version of Record online : 6 DEC 2006, DOI: 10.1111/j.1467-9965.1991.tb00004.x

  15. Pension Plan Funding, Technology Choice, and the Equity Risk Premium

    The Scandinavian Journal of Economics

    Volume 113, Issue 3, September 2011, Pages: 493–524, David C. Webb

    Version of Record online : 11 MAY 2011, DOI: 10.1111/j.1467-9442.2011.01657.x

  16. The Valuation of Options with Restrictions on Preferences and Distributions

    Journal of Futures Markets

    Volume 21, Issue 12, December 2001, Pages: 1091–1117, António Câmara

    Version of Record online : 5 OCT 2001, DOI: 10.1002/fut.2201

  17. TESTING THE PREDICTIVE POWER OF EX-POST EFFICIENT PORTFOLIOS

    Journal of Financial Research

    Volume 11, Issue 3, Fall 1988, Pages: 241–254, Haim Levy and Zvi Lerman

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1988.tb00085.x

  18. Financial Activity and Capital Formation

    Modern Financial Systems: Theory and Applications

    Edwin H. Neave, Pages: 461–489, 2011

    Published Online : 13 DEC 2011, DOI: 10.1002/9781118267714.ch21

  19. The Canadian Investment Opportunity Set, 1967-1993

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 15, Issue 3, September 1998, Pages: 213–229, Bob Korkie and Harry Turtle

    Version of Record online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1998.tb00163.x

  20. No-Arbitrage Pricing

    Financial Derivatives: Pricing and Risk Management

    Robert W. Kolb, James A. Overdahl, Pages: 333–350, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266403.ch24