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Figlewski, Stephen
15
Chidambaran, N.K.
2
Gao, Bin
2
Acharya, Viralv
1
Ahn, Dong-Hyun
1
Canina, Linda
1
Engle, Robert
1
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Green, T.Clifton
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The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Financial markets, institutions & instruments
2
The journal of finance : the journal of the American Finance Association
2
Bank accounting & finance
1
Financial analysts' journal : FAJ
1
International review of economics & finance : IREF
1
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1
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OLC EcoSci
ECONIS (ZBW)
91
RePEc
27
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
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1
Options, Short Sales, and Market Completeness
Figlewski, Stephen
;
Webb, Gwendolyn P.
- In:
The journal of finance : the journal of the American …
48
(
1993
)
2
,
pp. 761-778
Persistent link: https://www.econbiz.de/10006603685
Saved in:
2
The adaptive mesh model: a new approach to efficient option pricinge
Figlewski, Stephen
;
Gao, Bin
- In:
Journal of financial economics
53
(
1999
)
3
,
pp. 313-352
Persistent link: https://www.econbiz.de/10006519013
Saved in:
3
Evaluating the Performance of the Protective Put Strategy - Simulation reveals that some seemingly reasonable protective put strategies actually provide very little protection, while strategies that involve buying in-the-money options can produce attractive return profiles.
Figlewski, Stephen
;
Chidambaran, N.K.
;
Kaplan, Scott
- In:
Financial analysts' journal : FAJ
49
(
1993
)
4
,
pp. 46-56
Persistent link: https://www.econbiz.de/10006353870
Saved in:
4
FLOOR TRADING WITH HAND-HELD COMPUTERS
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
1
(
1994
)
3
,
pp. 87
Persistent link: https://www.econbiz.de/10006002352
Saved in:
5
Assessing the Incremental Value of Option Pricing Theory Relative to an Informationally Passive Benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80
Persistent link: https://www.econbiz.de/10005940817
Saved in:
6
Market Risk and Model Risk for a Financial Institution Writing Options
Green, T.Clifton
;
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1465-1500
Persistent link: https://www.econbiz.de/10007375435
Saved in:
7
How to Lose Money in Derivatives
Figlewski, Stephen
- In:
Bank accounting & finance
8
(
1995
)
4
,
pp. 17-24
Persistent link: https://www.econbiz.de/10007081654
Saved in:
8
The Informational Content of Implied Volatility
Canina, Linda
;
Figlewski, Stephen
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 659-682
Persistent link: https://www.econbiz.de/10007093168
Saved in:
9
FORECASTING VOLATILITY - I. INTRODUCTION 2 . II. FORECASTING VOLATILITY USING HISTORICAL DATA 15 . IMPLIED VOLATILITY 45 . IV. SUMMARY AND CONCLUSION 80 . V. REFERENCES 86 . VI. NOTES ON CONTRIBUTOR-ACKNOWLEDGMENTS 88
Figlewski, Stephen
- In:
Financial markets, institutions & instruments
6
(
1997
)
1
Persistent link: https://www.econbiz.de/10007251429
Saved in:
10
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen
;
Frydman, Halina
;
Liang, Weijian
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 87-106
Persistent link: https://www.econbiz.de/10009816935
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