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Browse Lim, Terence; Lo, Andrew W.; Merton, Robert C.; Scholes, Myron S.

1-149 out of 149 article(s)
Title Type Date Words
The derivatives sourcebook. Recommended readings Sep 1, 2005 134
1: Introduction. Sep 1, 2005 792
4: Classification categories. Recommended readings Sep 1, 2005 724
11000000 General theory. Recommended readings Sep 1, 2005 216
11010000 Rational bounds on derivative prices. Recommended readings Sep 1, 2005 297
11020000 Binomial and multinomial models. Brief article Sep 1, 2005 279
11030000 Risk-neutral pricing. Recommended readings Sep 1, 2005 264
11030100 State-price densities and equivalent Martingale measures. Recommended readings Sep 1, 2005 332
11030200 Implied binomial trees. Recommended readings Sep 1, 2005 199
11030300 Implied risk aversion. Brief article Sep 1, 2005 153
11030400 Simulation and Monte Carlo techniques. Recommended readings Sep 1, 2005 272
11040000 Dynamic spanning and market completeness. Recommended readings Sep 1, 2005 186
11040100 Convergence results. Recommended readings Sep 1, 2005 114
11040200 Approximation results. Brief article Sep 1, 2005 205
11050000 Implied volatility. Brief article Sep 1, 2005 224
11060000 Equilibrium models. Recommended readings Sep 1, 2005 647
11060100 Stochastic volatility models. Recommended readings Sep 1, 2005 416
11060200 Jump processes. Recommended readings Sep 1, 2005 438
11060300 Other incomplete-market models. Recommended readings Sep 1, 2005 217
11060400 Discrete-Time Models. Brief article Sep 1, 2005 344
11060500 Term Structure of Interest Rates. Recommended readings Sep 1, 2005 675
11070000 Option pricing and hedging with transaction costs. Recommended readings Sep 1, 2005 449
11080000 Numerical methods, solution of PDE's. Recommended readings Sep 1, 2005 356
11090000 Nonparametric pricing. Recommended readings Sep 1, 2005 170
11100000 Mathematics of derivatives. Recommended readings Sep 1, 2005 632
11110000 Dynamic hedging. Recommended readings Sep 1, 2005 610
11120000 Security design. Recommended readings Sep 1, 2005 274
11130000 Optimal exercise. Brief article Sep 1, 2005 271
12000000 Financial-market applications. Brief article Sep 1, 2005 227
12010000 Derivatives. Brief article Sep 1, 2005 123
12010100 Compound derivatives. Recommended readings Sep 1, 2005 347
12010200 Exotic derivatives. Brief article Sep 1, 2005 579
12010300 Fixed income derivatives. Recommended readings Sep 1, 2005 656
12010400 Foreign exchange derivatives. Recommended readings Sep 1, 2005 914
12010500 Commodity derivatives. Recommended readings Sep 1, 2005 707
12010600 Equity derivatives. Brief article Sep 1, 2005 203
12010700 Index derivatives. Recommended readings Sep 1, 2005 316
12010810 Mortgages and mortgage-backed securities. Recommended readings Sep 1, 2005 985
12010820 Other asset-backed securities. Brief article Sep 1, 2005 120
12010900 Swaps and swaptions. Brief article Sep 1, 2005 125
12011100 Credit derivatives. Recommended readings Sep 1, 2005 330
12020000 Corporate finance. Recommended readings Sep 1, 2005 465
12020100 Risk management. Recommended readings Sep 1, 2005 517
12020200 Debt, equity, and other corporate liabilities. Recommended readings Sep 1, 2005 553
12020210 Debt and limited liability. Recommended readings Sep 1, 2005 253
12020211 Bankruptcy and default. Recommended readings Sep 1, 2005 769
12020212 Credit spreads and risk. Recommended readings Sep 1, 2005 211
12020213 Bond indenture provisions. Brief article Sep 1, 2005 130
12020220 Warrants. Recommended readings Sep 1, 2005 217
12020230 Convertible securities. Recommended readings Sep 1, 2005 311
12020240 Optimal capital structure. Recommended readings Sep 1, 2005 554
12020241 SEO's, IPO's, underwriting. Brief article Sep 1, 2005 276
12020250 Corporate control. Recommended readings Sep 1, 2005 406
12020251 Tender offers. Brief article Sep 1, 2005 142
12020252 Corporate restructuring. Recommended readings Sep 1, 2005 211
12020300 Executive compensation. Recommended readings Sep 1, 2005 1003
12020310 Employee stock options. Recommended readings Sep 1, 2005 573
12020400 Venture capital. Recommended readings Sep 1, 2005 110
12020500 Asset leasing. Recommended readings Sep 1, 2005 214
12030000 Insurance. Recommended readings Sep 1, 2005 463
12030100 Loan guarantees. Recommended readings Sep 1, 2005 239
12030110 Expropriation risk. Recommended readings Sep 1, 2005 195
12030200 Non-life insurance. Brief article Sep 1, 2005 204
12030210 Home equity insurance. Recommended readings Sep 1, 2005 135
12030230 Deposit insurance. Recommended readings Sep 1, 2005 983
12030240 Health insurance. Recommended readings Sep 1, 2005 137
12030260 Catastrophe insurance. Brief article Sep 1, 2005 195
12030300 Portfolio insurance. Recommended readings Sep 1, 2005 373
12030400 Life insurance. Brief article Sep 1, 2005 285
12030500 Re-insurance. Bibliography Sep 1, 2005 240
12030600 Terrorism insurance. Bibliography Sep 1, 2005 111
12040000 Investment management. Bibliography Sep 1, 2005 263
12040100 Performance analysis and attribution. Bibliography Sep 1, 2005 1149
12040110 Asset allocation and market timing. Bibliography Sep 1, 2005 639
12040120 Risk measurement. Recommended readings Sep 1, 2005 394
12040130 Portfolio efficciency. Recommended readings Sep 1, 2005 225
12040140 Hedge funds analysis. Brief article Sep 1, 2005 138
12040200 Market microstructure. Recommended readings Sep 1, 2005 113
12040210 Limit orders. Recommended readings Sep 1, 2005 119
12040220 Bid-ask spreads. Brief article Sep 1, 2005 148
12040250 Market making. Recommended readings Sep 1, 2005 116
12040300 Derivative trading strategies. Recommended readings Sep 1, 2005 591
13000000 General economic applications. Recommended readings Sep 1, 2005 288
13010000 Real options. Brief article Sep 1, 2005 189
13010100 Investment under uncertainty. Bibliography Sep 1, 2005 304
13010110 Capacity planning. Bibliography Sep 1, 2005 152
13010120 Infrastructure investment. Bibliography Sep 1, 2005 118
13010200 Options to invest. Bibliography Sep 1, 2005 293
13010300 Research and development. Bibliography Sep 1, 2005 272
13010400 Inventories. Bibliography Sep 1, 2005 109
13010500 Entry and exit. Bibliography Sep 1, 2005 108
13010600 Exhaustible resources. Bibliography Sep 1, 2005 253
13010610 Oil, coal, natural gas, mineral deposits. Brief article Sep 1, 2005 156
13010620 Pollution rights. Bibliography Sep 1, 2005 157
13010700 Abandonment options. Bibliography Sep 1, 2005 154
13010800 Strategic options. Bibliography Sep 1, 2005 367
13010900 Patents. Brief article Sep 1, 2005 109
13011000 Vacant land options. Bibliography Sep 1, 2005 205
13011100 Real estate. Bibliography Sep 1, 2005 473
13020000 Macroeconomics. Bibliography Sep 1, 2005 936

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