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Browsing by Author "Figlewski, Stephen"
Showing results 1 to 11 of 11
| Thumbnail | Number | Issue Date | Title | Author(s) | | S-DRP-02-07 | 4-Sep-2002 | Assessing the Incremental Value of Option Pricing Theory Relative to an
‘Informationally Passive’ Benchmark | Figlewski, Stephen |
| FIN-02-022 | 4-Sep-2002 | Assessing the Incremental Value of Option Pricing Theory Relative to an
"Informationally Passive" Benchmark | Figlewski, Stephen |
| FIN-98-033 | 7-Dec-1998 | Derivatives Risks, Old and New | Figlewski, Stephen |
| FIN-08-004 | 2-Feb-2009 | Estimating the Implied Risk Neutral Density | Figlewski, Stephen |
| S-DRP-03-10 | 29-Jun-2003 | Estimation Error in the Assessment of Financial Risk Exposure | Figlewski, Stephen |
| FIN-94-032 | 2-May-1994 | Forecasting Volatility Using Historical Data | Figlewski, Stephen |
| S-CDM-00-09 | 6-Nov-2000 | Is the "Leverage Effect" a Leverage Effect? | Figlewski, Stephen; Wang, Xiaozu |
| FIN-00-037 | 6-Nov-2000 | Is the "Leverage Effect" a Leverage Effect? | Figlewski, Stephen; Wang, Xiaozu |
| FIN-94-023 | 1994 | Program Trading and Stock Index Arbitrage | Canina, Linda; Figlewski, Stephen |
| FIN-95-019 | 1995 | Remembering Fischer Black | Figlewski, Stephen |
| IS-98-01 | Jan-1998 | Uncovering Hidden Structure in Bond Futures Trading | Chen, Fei; Figlewski, Stephen; Heisler, Jeffrey; Weigend, Andreas S. |
Showing results 1 to 11 of 11
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