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Madan, Dilip B.
22
Madan, Dilip
16
Bakshi, Gurdip
7
Carr, Peter
7
Yor, Marc
7
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6
Bakshi, G.
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and stochastics
4
Journal of financial economics
3
Risk : managing risk in the world's financial markets
3
The journal of business : B
3
The review of financial studies
3
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Review of derivatives research
2
Applied mathematical finance
1
Australian economic papers
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Insurance / Mathematics & economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial services research : JFSR
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Operations research, Management science : OR MS ; the international literature digest
1
The journal of credit risk : published quarterly by Incisive Media
1
The review of economics and statistics
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OLC EcoSci
ECONIS (ZBW)
356
RePEc
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EconStor
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BASE
6
Other ZBW resources
3
USB Cologne (EcoSocSci)
1
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Spanning and derivative-security valuation
Bakshi, G.
;
Madan, D.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10006517008
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2
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, G.
;
Kapadia, N.
;
Madan, D.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-144
Persistent link: https://www.econbiz.de/10007034627
Saved in:
3
Average Rate Claims with Emphasis on Catastrophe Loss Options
Bakshi, Gurdip
;
Madan, Dilip
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-116
Persistent link: https://www.econbiz.de/10006695845
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4
A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads
Madan, Dilip
;
Unal, Haluk
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
1
,
pp. 43-66
Persistent link: https://www.econbiz.de/10006698426
Saved in:
5
Option Pricing Using the Term Structure of Interest Rates to Hedge Systematic Discontinuities in Asset Returns
Jarrow, Robert
;
Madan, Dilip
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 311-336
Persistent link: https://www.econbiz.de/10008223457
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6
Pricing the risk of recovery in default with absolute priority rule violation
Unal, Haluk
;
Madan, Dilip
;
Güntay, Levent
- In:
Journal of banking & finance
27
(
2003
)
6
,
pp. 1001-1026
Persistent link: https://www.econbiz.de/10005887031
Saved in:
7
New Measures for Performance Evaluation
Cherny, Alexander
;
Madan, Dilip
- In:
The review of financial studies
22
(
2013
)
7
,
pp. 2571-2570
Persistent link: https://www.econbiz.de/10010114144
Saved in:
8
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Bakshi, Gurdip
;
Kapadia, Nikunj
;
Madan, Dilip
- In:
The review of financial studies
16
(
2013
)
1
,
pp. 101-100
Persistent link: https://www.econbiz.de/10010114367
Saved in:
9
OPTION PRICING: Calibrating and pricing - with embedded local volatility models Consistently fitting vanilla option surfaces when pricing volatility derivatives such as Vix options or interest rate-equity hybrids is an important issue. Here, the authors show how this can be accomplished, using a stochastic local volatility model as the main example. They also give, for the first time, quanto ...
Ren, Yong
;
Madan, Dilip
;
Qian, Michael Qian
- In:
Risk : managing risk in the world's financial markets
20
(
2007
)
9
,
pp. 138-143
Persistent link: https://www.econbiz.de/10007797228
Saved in:
10
Investigating the Role of Systematic and Firm-Specific Factors in Default Risk: Lessons from Empirically Evaluating Credit Risk Models
Bakshi, Gurdip
;
Madan, Dilip
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1988
Persistent link: https://www.econbiz.de/10007293316
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