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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author Figlewski, Stephen
Showing results 1 to 11 of 11
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Issue Date
Title
Author(s)
4-Sep-2002
Assessing the Incremental Value of Option Pricing Theory Relative to an "Informationally Passive" Benchmark
Figlewski, Stephen
4-Sep-2002
Assessing the Incremental Value of Option Pricing Theory Relative to an ‘Informationally Passive’ Benchmark
Figlewski, Stephen
7-Dec-1998
Derivatives Risks, Old and New
Figlewski, Stephen
2-Feb-2009
Estimating the Implied Risk Neutral Density
Figlewski, Stephen
29-Jun-2003
Estimation Error in the Assessment of Financial Risk Exposure
Figlewski, Stephen
2-May-1994
Forecasting Volatility Using Historical Data
Figlewski, Stephen
6-Nov-2000
Is the "Leverage Effect" a Leverage Effect?
Figlewski, Stephen
;
Wang, Xiaozu
6-Nov-2000
Is the "Leverage Effect" a Leverage Effect?
Figlewski, Stephen
;
Wang, Xiaozu
1994
Program Trading and Stock Index Arbitrage
Canina, Linda
;
Figlewski, Stephen
1995
Remembering Fischer Black
Figlewski, Stephen
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
