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Browsing « CIRANO - Centre interuniversitaire de recherche en analyse des organisations » by Author « Christoffersen, Peter »
Showing results 7 to 18 of 18
The Importance of the Loss Function in Option Pricing | Christoffersen, Peter; Jacobs, Kris | Issue Date : 2001-07 |
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The Importance of the Loss Function in Option Valuation | Christoffersen, Peter; Jacobs, Kris | Issue Date : 2003-08 |
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The Informational Content of Over-the-Counter Currency Options | Christoffersen, Peter; Mazzotta, Stefano | Issue Date : 2004-04 |
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Let's Get "Real" about Using Economic Data | Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R. | Issue Date : 2001-07 |
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Option-Implied Measures of Equity Risk | Chang, Bo-Young; Christoffersen, Peter; Jacobs, Kris; Vainberg, Gregory | Issue Date : 2009-08 |
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Option Valuation with Conditional Heteroskedasticity and Non-Normality | Christoffersen, Peter; Elkamhi, Redouane; Feunou, Bruno; Jacobs, Kris | Issue Date : 2009-08 |
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Option Valuation with Conditional Skewness | Christoffersen, Peter; Heston, Steve; Jacobs, Kris | Issue Date : 2003-08 |
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Option Valuation with Long-run and Short-run Volatility Components | Christoffersen, Peter; Jacobs, Kris; Wang, Yintian | Issue Date : 2004-11 |
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Size Matters: The Impact of Capital Market Liberalization on Individual Firms | Christoffersen, Peter; Chung, Hyunchul; Errunza, Vihang | Issue Date : 2003-04 |
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Testing and Comparing Value-at-Risk Measures | Christoffersen, Peter; Hahn, Jinyong; Inoue, Atsushi | Issue Date : 2001-01 |
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Value creation, risk management, and real options | Boyer, Marcel; Christoffersen, Peter; Lasserre, Pierre; Pavlov, Andrey | Issue Date : 2003-03 |
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Which Volatility Model for Option Valuation? | Christoffersen, Peter; Jacobs, Kris | Issue Date : 2002-04 |
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Showing results 7 to 18 of 18
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