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There are 10543 results for: content related to: What risks do corporate bond put features insure against?

  1. The Information Content of OTC Individual Put Option Implied Volatility for Credit Default Swap Spreads

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 4, August 2012, Pages: 491–516, Yuen Jung Park and Tong Suk Kim

    Version of Record online : 20 AUG 2012, DOI: 10.1111/j.2041-6156.2012.01080.x

  2. Anchoring and Probability Weighting in Option Prices

    Journal of Futures Markets

    Volume 37, Issue 6, June 2017, Pages: 614–638, R. Jared DeLisle, Dean Diavatopoulos, Andy Fodor and Kevin Krieger

    Version of Record online : 2 FEB 2017, DOI: 10.1002/fut.21833

  3. 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

  4. The Intraday and Overnight Behavior of SPY Options and Adjusted Delta Hedging

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 443–468, David P. Simon

    Version of Record online : 29 MAY 2012, DOI: 10.1002/fut.21558

  5. Business Cycles and Net Buying Pressure in the S&P 500 Futures Options

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 624–657, Kam C. Chan, Carl R. Chen and Peter P. Lung

    Version of Record online : 19 AUG 2010, DOI: 10.1111/j.1468-036X.2008.00477.x

  6. An Early-Exercise-Probability Perspective of American Put Options in the Low-Interest-Rate Era

    Journal of Futures Markets

    Volume 35, Issue 12, December 2015, Pages: 1154–1172, Daniel Wei-Chung Miao, Yung-Hsin Lee and Wan-Ling Chao

    Version of Record online : 18 DEC 2014, DOI: 10.1002/fut.21700

  7. An empirical test of heuristics and biases affecting real option valuation

    Strategic Management Journal

    Volume 25, Issue 3, March 2004, Pages: 269–284, Kent D. Miller and Zur Shapira

    Version of Record online : 4 NOV 2003, DOI: 10.1002/smj.374

  8. OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT

    Mathematical Finance

    Volume 14, Issue 3, July 2004, Pages: 383–401, Min Dai, Yue Kuen Kwok and Lixin Wu

    Version of Record online : 18 JUN 2004, DOI: 10.1111/j.0960-1627.2004.00196.x

  9. What Drives the Issuance of Putable Convertibles: Risk-Shifting, Asymmetric Information, or Taxes?

    Financial Management

    Volume 39, Issue 3, Autumn 2010, Pages: 1027–1068, Thomas J. Chemmanur and Karen Simonyan

    Version of Record online : 16 SEP 2010, DOI: 10.1111/j.1755-053X.2010.01103.x

  10. The role of put option contracts in supply chain management under inflation

    International Transactions in Operational Research

    Nana Wan and Xu Chen

    Version of Record online : 7 FEB 2017, DOI: 10.1111/itor.12372

  11. ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS

    Mathematical Finance

    Volume 24, Issue 4, October 2014, Pages: 821–854, Mark Davis, Jan Obłój and Vimal Raval

    Version of Record online : 7 FEB 2013, DOI: 10.1111/mafi.12021

  12. THE SURVIVAL ZONE FOR A BOND WITH BOTH CALL AND PUT OPTIONS EMBEDDED

    Journal of Financial Research

    Volume 21, Issue 4, Winter 1998, Pages: 419–430, Spiros H. Martzoukos and Theodore M. Barnhill Jr.

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00695.x

  13. Some easy-to-implement methods of calculating American futures option prices

    Journal of Futures Markets

    Volume 15, Issue 3, May 1995, Pages: 303–344, M. M. Chaudhury

    Version of Record online : 28 AUG 2006, DOI: 10.1002/fut.3990150304

  14. Early Exercise of Put Options on Stocks

    The Journal of Finance

    Volume 67, Issue 4, August 2012, Pages: 1423–1456, KATHRYN BARRACLOUGH and ROBERT E. WHALEY

    Version of Record online : 19 JUL 2012, DOI: 10.1111/j.1540-6261.2012.01752.x

  15. Binomial Interest Rate Trees and the Valuation of Bonds with Embedded Options

    Bond Evaluation, Selection, and Management, Second Edition

    R. Stafford Johnson, Pages: 451–485, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118267639.ch14

  16. The Profitability of Option-Based Contrarian Strategies: An Empirical Analysis

    International Review of Finance

    Volume 15, Issue 1, March 2015, Pages: 1–26, Tafadzwa Mugwagwa, Vikash Ramiah and Imad Moosa

    Version of Record online : 8 JAN 2015, DOI: 10.1111/irfi.12042

  17. On the Demand for Portfolio Insurance

    Risk Management and Insurance Review

    Volume 16, Issue 2, Fall 2013, Pages: 167–193, Andy Fodor, James S. Doran, James M. Carson and David P. Kirch

    Version of Record online : 21 OCT 2013, DOI: 10.1111/rmir.12009

  18. Valuation of American Futures Options: Theory and Empirical Tests

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 127–150, ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04495.x

  19. Stock Options as Lotteries

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1485–1527, BRIAN H. BOYER and KEITH VORKINK

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12152

  20. Financial Instruments

    2014 Interpretation and Application of International Financial Reporting Standards

    Bruce Mackenzie, Tapiwa Njikizana, Danie Coetsee, Raymond Chamboko, Blaise Colyvas, Brandon Hanekom, Edwin Selbst, Pages: 609–710, 2014

    Published Online : 1 MAR 2014, DOI: 10.1002/9781118870372.ch24