Narrow search
Showing 1 - 10 of 13
Cover Image
Pricing the risks of default
Madan, Dilip B.; Unal, Haluk - In: Review of derivatives research 2 (1998) 2/3, pp. 121-160
Persistent link: https://www.econbiz.de/10001497930
Cover Image
Estimation of risk-neutral and statistial densities by hermite polynomial approximation : with an application to Eurodollar futures options
Abken, Peter A.; Madan, Dilip B.; Ramamurtie, … - 1996
Persistent link: https://www.econbiz.de/10000946463
Cover Image
Pricing S&P 500 index options using a Hilbert space basis
Abken, Peter A.; Madan, Dilip B.; Ramamurtie, … - 1996
Persistent link: https://www.econbiz.de/10000983757
Cover Image
Is mean-variance analysis vacuous : or was beta still born?
Jarrow, Robert A. - In: European finance review : the official journal of the … 1 (1997) 1, pp. 15-30
Persistent link: https://www.econbiz.de/10001244804
Cover Image
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.; Madan, Dilip B.; Zhang, Frank X. - 2001
Persistent link: https://www.econbiz.de/10001573166
Cover Image
A simple approach to estimate recovery rates with APR violation from debt spreads
Unal, Haluk (contributor); Madan, Dilip B. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576030
Cover Image
The fine structure of asset returns : an empirical investigation
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: The journal of business : B 75 (2002) 2, pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
Cover Image
Pricing the risks of default : a note on Madan and Unal
Grundke, Peter; Riedel, Karl O. - In: Review of derivatives research 7 (2004) 2, pp. 169-173
Persistent link: https://www.econbiz.de/10003154021
Cover Image
Risk premia in option markets
Madan, Dilip B. - In: Annals of finance 12 (2016) 1, pp. 71-94
Persistent link: https://www.econbiz.de/10011555434
Cover Image
Efficient estimation of expected stock price returns
Madan, Dilip B. - In: Finance research letters 23 (2017), pp. 31-38
Persistent link: https://www.econbiz.de/10011808349