Theofanis Darsinos

Personal Details

First Name:	Theofanis
Middle Name:
Last Name:	Darsinos
Suffix:
RePEc Short-ID:	pda36

Affiliation

Faculty of Economics
University of Cambridge

Cambridge, United Kingdom
https://www.econ.cam.ac.uk/
RePEc:edi:fecamuk (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Darsinos, T. & Satchell, S.E., 2002. "The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options," Cambridge Working Papers in Economics 0217, Faculty of Economics, University of Cambridge.

   Cited by:

   1. Xiao, Wei-Lin & Zhang, Wei-Guo & Yao, Zheng & Wang, Xiao-Hui, 2013. "The impact of issuing warrant and debt on behavior of the firm's stock," Economic Modelling, Elsevier, vol. 31(C), pages 635-641.
   2. Darsinos, T. & Satchell, S.E., 2002. "On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options," Cambridge Working Papers in Economics 0218, Faculty of Economics, University of Cambridge.

2. Darsinos, T. & Satchell, S.E., 2002. "On the Valuation of Warrants and Executive Stock Options: Pricing Formulae for Firms with Multiple Warrants/Executive Options," Cambridge Working Papers in Economics 0218, Faculty of Economics, University of Cambridge.

   Cited by:

   1. Nikunj Kapadia & Gregory Willette, 2012. "Equilibrium exercise of European warrants," Review of Derivatives Research, Springer, vol. 15(2), pages 129-156, July.

3. Darsinos, T. & Satchell, S.E., 2001. "Bayesian Analysis of the Black-Scholes Option Price," Cambridge Working Papers in Economics 0102, Faculty of Economics, University of Cambridge.

   Cited by:

   1. Henryk Gzyl & Enrique ter Horst & Samuel W. Malone, 2008. "Bayesian parameter inference for models of the Black and Scholes type," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 24(6), pages 507-524, November.
   2. Darsinos, T. & Satchell, S.E., 2002. "The Implied Distribution for Stocks of Companies with Warrants and/or Executive Stock Options," Cambridge Working Papers in Economics 0217, Faculty of Economics, University of Cambridge.
   3. Darsinos, T. & Satchell, S.E., 2001. "Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information," Cambridge Working Papers in Economics 0116, Faculty of Economics, University of Cambridge.
   4. Cangrejo Esquivel, Álvaro Javier & Tovar Cuevas, José Rafael & García, Isabel Cristina & Manotas Duque, Diego Fernando, 2022. "Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes [Classical and Bayesian estimation of volatility in the Black-Scholes model]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 237-262, December .
   5. Hanno Gottschalk & Elpida Nizami & Marius Schubert, 2016. "Option Pricing in Markets with Unknown Stochastic Dynamics," Papers 1602.04848, arXiv.org, revised Jan 2017.
   6. Shu Wing Ho & Alan Lee & Alastair Marsden, 2011. "Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models," JRFM, MDPI, vol. 4(1), pages 1-23, December.

4. Darsinos, T. & Satchell, S.E., 2001. "Bayesian Forecasting of Options Prices: A Natural Framework for Pooling Historical and Implied Volatiltiy Information," Cambridge Working Papers in Economics 0116, Faculty of Economics, University of Cambridge.

   Cited by:

   1. Moritz Duembgen & L. C. G. Rogers, 2014. "Estimate nothing," Quantitative Finance, Taylor & Francis Journals, vol. 14(12), pages 2065-2072, December.
      • M. Duembgen & L. C. G. Rogers, 2014. "Estimate nothing," Papers 1401.5666, arXiv.org.

Articles

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More information

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ECM: Econometrics (3) 2001-02-14 2001-11-27 2003-06-19
2. NEP-FIN: Finance (2) 2001-02-14 2002-07-21
3. NEP-CFN: Corporate Finance (1) 2003-06-16
4. NEP-ENT: Entrepreneurship (1) 2001-11-27
5. NEP-ETS: Econometric Time Series (1) 2001-11-27
6. NEP-FMK: Financial Markets (1) 2001-11-27
7. NEP-NET: Network Economics (1) 2001-11-27

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