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Valuing Catastrophe Derivatives Under Limited Diversification : A Stochastic Dominance Approach

Perrakis, Stylianos - 2011

We present a new approach to the pricing of catastrophe event derivatives that does not assume a fully diversifiable event risk. Instead, we assume that the event occurrence and intensity affect the return of the market portfolio of an agent that trades in the event derivatives. Based on this...

Persistent link: https://www.econbiz.de/10013121374

[Rezension von: Baldwin, John R., The dynamics of industrial competition]

Perrakis, Stylianos - In: The Canadian journal of economics 29 (1996) 3, pp. 751-754

Persistent link: https://www.econbiz.de/10001348445

Canadian industrial organization

Perrakis, Stylianos - 1990

Persistent link: https://www.econbiz.de/10000808845

Option bounds in discrete time : extensions and the pricing of the American put

Perrakis, Stylianos - In: The journal of business : B 59 (1986) 1, pp. 119-141

Persistent link: https://www.econbiz.de/10001008032

Les contributions de la théorie financière à la solution de problèmes en organisation indusstrielle et en microéconomie appliquée

Perrakis, Stylianos - In: L' Actualité économique : revue trimest. 65 (1989) 4, pp. 518-546

Persistent link: https://www.econbiz.de/10001134765

Assessing competition in Canada's financial system : a note

Perrakis, Stylianos - In: The Canadian journal of economics 24 (1991) 3, pp. 727-732

Persistent link: https://www.econbiz.de/10001115448

Preference-free option prices when the stock returns can go up, go down, or stay the same

Perrakis, Stylianos - In: Advances in futures and options research : a research annual 3 (1988), pp. 209-235

Persistent link: https://www.econbiz.de/10001081729

Option bounds in discrete time and the pricing of corporate debt

Perrakis, Stylianos - In: Advances in futures and options research : a research annual 2 (1987), pp. 179-207

Persistent link: https://www.econbiz.de/10001081779

Wage differentials in a labor surplus economy : the case of Mexico

Perrakis, Stylianos - 1970

Persistent link: https://www.econbiz.de/10002643342

Transaction costs and option prices

Perrakis, Stylianos - In: Risk and decision analysis 6 (2017) 3, pp. 241-248

Persistent link: https://www.econbiz.de/10011925091

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