Similar Search Results - EconBiz

Trading frequency and implied transaction costs of foreign exchange options

Hauser, Shmuel - In: Advances in futures and options research : a research annual 7 (1994), pp. 37-45

Persistent link: https://www.econbiz.de/10001193406

Early exercise of foreign currency options : determinants of American premium and the critical exchange rate

Fabozzi, Frank J. - In: Advances in futures and options research : a research annual 4 (1990), pp. 219-236

Persistent link: https://www.econbiz.de/10001101731

Safer Margins for Option Trading : How Accuracy Promotes Efficiency

Eldor, Rafi (Rafael) - 2015

Margin requirements are designed to control the default risk inherent to commitments undertaken by traders writing options. Much like similar institutions, the Tel Aviv Stock Exchange first adopted a system based on the Standard Portfolio Analysis of Risk (SPAN), which sets required levels of...

Persistent link: https://www.econbiz.de/10013020399

Pricing of foreign exchange options with transaction costs : the coice of trading interval

Hauser, Shmuel - In: International review of financial analysis 5 (1996) 2, pp. 145-160

Persistent link: https://www.econbiz.de/10001227039

Pecking order as a dynamic leverage theory

Bagley, Charles N.; Ghosh, Dilip K.; Yaari, Uzi - In: The European journal of finance 4 (1998) 2, pp. 157-183

Persistent link: https://www.econbiz.de/10001439511

Optimum corporate leverage with risky debt : a demand approach

Choe, Chong-mu - In: The journal of financial research 12 (1989) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10001106311

Growth and the decision to incorporate : a financial theory of the US tax system

Marcus, Matityahu - In: Research in finance 6 (1986), pp. 29-50

Persistent link: https://www.econbiz.de/10001083041

Taxation of capital gains with deferred realization

Coyne, Christopher - In: National tax journal 42 (1989) 4, pp. 475-485

Persistent link: https://www.econbiz.de/10001084809

Financial leverage strategy with transaction costs

Bagley, Charles N. - In: Applied mathematical finance 3 (1996) 3, pp. 191-208

Persistent link: https://www.econbiz.de/10001217778

The efficacy of term structure estimation techniques : a Monte Carlo study

Buono, Mark J. - In: The journal of fixed income 1 (1992) 4, pp. 52-63

Persistent link: https://www.econbiz.de/10001121626

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