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Financial derivatives : futures, forwards, swaps, options, corporate securities, and credit default swaps

Kōnstantinidēs, Giōrgos (ed.) - 2015

Persistent link: https://www.econbiz.de/10010483640

Black-Merton-scholes option pricing : a 50-year celebration : looking ahead

Kōnstantinidēs, Giōrgos - In: Journal of investment management : JOIM 22 (2024) 4, pp. 11-15

Persistent link: https://www.econbiz.de/10015405537

Options markets

Kōnstantinidēs, Giōrgos (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001539040

Interest-rate derivatives, exotics, real options and empirical evidence

Kōnstantinidēs, Giōrgos (contributor); … - 2001

Persistent link: https://www.econbiz.de/10001548972

Stochastic dominance bounds on derivative prices in a multiperiod economy with proportional transaction costs

Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - 2002

Persistent link: https://www.econbiz.de/10001661181

Stochastic dominance bounds on derivatives price in a multiperiod economy with proportional transaction costs

Kōnstantinidēs, Giōrgos; Perrakis, Stylianos - In: Journal of economic dynamics & control 26 (2002) 7/8, pp. 1323-1352

Persistent link: https://www.econbiz.de/10001656093

Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence

Constantinides, George M. - 2014

American options on the S&P 500 index futures that violate the stochastic dominance bounds of Constantinides and Perrakis (2007) from 1983 to 2006 are identified as potentially profitable trades. Call bid prices more frequently violate their upper bound than put bid prices do, while violations...

Persistent link: https://www.econbiz.de/10013069352

Are options on index futures profitable for risk averse investors? : empirical evidence

Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - 2010

Persistent link: https://www.econbiz.de/10008656711

Are options on index futures profitable for risk-averse investors? : empirical evidence

Kōnstantinidēs, Giōrgos; Czerwonko, Michal; … - In: The journal of finance : the journal of the American … 66 (2011) 4, pp. 1407-1437

Persistent link: https://www.econbiz.de/10009267661

Are options on index futures profitable for risk averse investors? : empirical evidence

Jackwerth, Jens Carsten; Kōnstantinidēs, Giōrgos; … - 2008

American call and put options on the S&P 500 index futures that violate the stochastic dominance bounds of Constantinides and Perrakis (2007) over 1983-2006 are identified as potentially profitable investment opportunities. Call bid prices more frequently violate their upper bound than put bid...

Persistent link: https://www.econbiz.de/10003876987