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Content
2009
- 2009fe04 Income contingent tuition fees for universities
by Neil Shephard - 2009fe03 Nuisance parameters, composite likelihoods and a panel of GARCH models
by Cavit Pakel & Neil Shephard & Kevin Sheppard - 2009fe02 Realising the future: forecasting with high frequency based volatility (HEAVY) models
by Neil Shephard & Kevin Sheppard - 2009fe01 Competitive IPOs
by Tim Jenkinson & Howard Jones
2008
- 2008fe32 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
by Thomas Flury & Neil Shephard - 2008fe31 Modelling and measuring volatility
by Ole E. Barndorff-Nielsen & Neil Shephard - 2008fe30 Fitting vast dimensional time-varying covariance models
by Robert Engle & Neil Shephard & Kevin Shepphard - 2008fe29 Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2008fe28 Liquidity and Asset Prices
by Raphael A. Espinoza & Dimitrios P. Tsomocos - 2008fe27 Rating systems, procyclicality and Basel II: an evaluation in a general equilibrium framework
by Chiara Pederzoli & Costanza Torricelli & Dimitrios P. Tsomocos - 2008fe26 The Optimal Monetary Instrument for Prudential Purposes
by C.A.E. Goodhart & P. Sunirand & D.P. Tsomocos - 2008fe25 An Econometric Analysis of Modulated Realised Covariance, Regression and Correlation in Noisy Diffusion Models
by Silja Kinnebrock & Mark Podolskij - 2008fe24 The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve
by Clive Bowsher & Roland Meeks - 2008fe23 Stochastic Volatility: Origins and Overview
by Neil Shephard & Torben G. Andersen - 2008fe22 Evaluating Volatility and Correlation Forecasts
by Andrew J. Patton & Kevin Sheppard - 2008fe21 Copula-Based Models for Financial Time Series
by Andrew J. Patton - 2008fe20 Leverage and Pricing in Buyouts: An Empirical Analysis
by Ulf Axelson & Tim Jenkinson & Per Strömberg & Michael S. Weisbach - 2008fe19 Public or private equity? How accelerated IPOs can increase competition in offerings
by Tim Jenkinson - 2008fe18 Do Investors Value High Levels of Regulation
by Tim Jenkinson & Tarun Ramadorai - 2008fe17 The development and performance of European private equity
by Tim Jenkinson - 2008fe16 Conformism, Public News and Market Effciency
by Gabriel Desgranges & Celine Rochon - 2008fe15 Board structures around the world: An experimental investigation
by Ann B. Gillette & Thomas H. Noe & Michael J. Rebello - 2008fe14 Stock Market Liquidity and Firm Performance: Wall Street Rule or Wall Street Rules?
by Vivian W. Fang & Thomas H. Noe & Sheri Tice - 2008fe13 Tunnel-proofing the executive suite: temptation, and the design of executive compensation
by Thomas H. Noe - 2008fe12 Product market efficiency: The bright side of myopic, uninformed, and passive external finance
by Thomas H. Noe & Michael J. Rebello & Thomas A. Rietz - 2008fe11 Buying up the block: An experimental investigation of capturing economic rents through sequential negotiations
by Gautam Goswami & Thomas H. Noe & Jun Wang - 2008fe10 Good IPOs draw in bad: Inelastic banking capacity and hot markets
by Naveen Khanna & Thomas H. Noe & Ramana Sonti - 2008fe09 Activists, raiders, and directors: Opportunism and the balance of corporate power
by Thomas H. Noe & Michael J. Rebello & Ramana Sonti - 2008fe08 Hype and Dump Manipulation
by Nevzat Eren & Han N. Ozsoylev - 2008fe07 Returns to Shareholder Activism
by Marco Becht & Julian Franks & Colin Mayer & Stefano Rossi - 2008fe06 How Do Firms Finance Large Cash Flow Requirements
by Zhangkai Huang & Colin Mayer & Oren Sussman - 2008fe05 Multinational Ownership and Subsidiary Investment
by Wendy Carlin & Andrew Charlton & Colin Mayer - 2008fe04 Where do firms incorporate? Deregulation and the cost of entry
by Marco Becht & Colin Mayer & Hannes F. Wagner - 2008fe03 Can Good Events Lead to Bad Outcomes? Endogenous Banking Crises and Fiscal Policy Responses
by Andrew Feltenstein & Céline Rochon - 2008fe02 Natural rate of unemployment and efficiency: A dynamic analysis with flexible prices and increasing returns
by Gaël Giraud & Céline Rochon - 2008fe01 Measuring downside risk - realised semivariance
by Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard - 2008fe9 Activists, raiders, and directors: Opportunism and the balance of corporate power
by Thomas H. Noe & Michael J. Rebello & Ramana Sonti
2007
- 2007fe06 To each according to her luck and power: Optimal corporate governance and compensation policy in a dynamic world
by Thomas H. Noe & Michael J. Rebello - 2007fe05 Generalised Business Mechanics
by Peter Johnson - 2007fe04 Analysis of Financial Stability
by Dimitrios Tsomocos & C.A.E. Goodhart - 2007fe03 A Note on the Central Limit Theorem for Bipower Variation of General Functions
by Silja Kinnebrock & Mark Podolskij - 2007fe02 Feasible inference for realised variance in the presence of jumps
by Almut Elisabeth Dorothea Veraart - 2007fe01 Endogenous State Prices, Liquidity, Default, and the Yield Curve
by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos
2006
- 2006fe15 Endogenous State Prices, Liquidity, Default, and the Yield Curve
by Raphael A. Espinoza & Charles A. E. Goodhart & Dimitrios P. Tsomocos - 2006fe14 The economics of IPO stabilization, syndicates and naked shorts
by Tim Jenkinson & Howard Jones - 2006fe13 IPO pricing and allocation: a survey of the views of institutional investors
by Tim Jenkinson & Howard Jones - 2006fe12 Convertible Preferred Stock in Venture Capital Financing
by Flippo Ippolito - 2006fe11 High Dimensional Yield Curves: Models and Forecasting
by Clive G. Bowsher & Roland Meeks - 2006fe10 Banks, Relative Performance, and Sequential Contagion
by Sudipto Bhattacharya & Charles A. E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos - 2006fe09 Searching for a Metric for Financial Stability
by O. Aspachs & C. Goodhart & M. Segoviano & D. Tsomocos & L. Zicchino - 2006fe08 Communication Dilemma in Speculative Markets
by Nevzat Eren & Han N. Ozsoylev - 2006fe07 Generic Determinacy and Money Non-Neutrality of International Monetary Equilibria
by Dimitrios P. Tsomocos - 2006fe06 Subsampling realised kernels
by Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard - 2006fe05 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise
by Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard - 2006fe04 Towards a Measure of Financial Fragility
by Oriol Aspachs & Charles A.E. Goodhart & Dimitrios P. Tsomocos & Lea Zicchino - 2006fe03 Devaluation without common knowledge
by Celine Rochon - 2006fe02 Dynamic Matching and Bargaining: The Role of Deadlines
by Sjaak Hurkensy & Nir Vulkan - 2006fe01 Evaluation of macroeconomic models for financial stability analysis
by Gunnar Bardsen & Kjersti-Gro Lindquist & Dimitrios P.Tsomocos
2005
- 2005fe18 Commitment to Overinvest and Price Informativeness
by James Dow & Itay Goldstein & Alexander Guembel - 2005fe17 Sovereign Debt Without Default Penalties
by Oren Sussman & Alexander Guembel - 2005fe16 The economics of the EU’s corporate-insolvency law and the quest for harmonisation by market forces
by Oren Sussman - 2005fe15 On Modelling Endogenous Default
by Dimitrios P. Tsomocos & Lea Zicchino - 2005fe14 A Necessary and Sufficient Condition for Convergence of Statistical to Strategic Equilibria of Market Games
by Dimitrios P. Tsomocos & Dimitris Voliotis - 2005fe13 Takeover Defenses, Firm-Specific Skills and Managerial Entrenchment
by Filippo Ippolito - 2005fe12 Convertible Preferred Stock in Venture Capital Financing
by Filippo Ippolito - 2005fe11 Amplification and Asymmetry in Crashes and Frenzies
by Han N. Ozsoylev - 2005fe10 Price, Trade Size, and Information Revelation in Multi-Period Securities Markets
by Han N. Ozsoylev & Shino Takayama - 2005fe09 Limit theorems for bipower variation in financial econometrics
by Ole E. Barndorff-Nielsen & Sven Erik Graversen & Jean Jacod & Neil Shephard - 2005fe08 Variation, jumps, market frictions and high frequency data in financial econometrics
by Ole E. Barndorff-Nielsen & Neil Shephard - 2005fe07 Race to the top or bottom? Corporate governance, freedom of reincorporation and competition in law
by Zsuzsanna Fluck & Colin Mayer - 2005fe06 Limit theorems for multipower variation in the presence of jumps
by Ole E. Barndorff-Nielsen & Neil Shephard & Matthias Winkel - 2005fe05 Estimating quadratic variation when quoted prices jump by a constant increment
by Jeremy Large - 2005fe04 Why are Securitization Issues Tranched?
by Maciej Firla-Cuchra & Tim Jenkinson - 2005mf03 A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 2: Bermudan options
by Sam Howison - 2005fe03 Regulating Financial Conglomerates
by Xavier Freixas & Gyöngyi Lóránth & Alan D. Morrison - 2005mf02 A matched asymptotic expansions approach to continuity corrections for discretely sampled options. Part 1: barrier options
by Sam Howison & Mario Steinberg - 2005fe02 Interbank Competition with Costly Screening
by Xavier Freixas & Sjaak Hurkens & Alan D. Morrison & Nir Vulkan - 2005mf01 Matched asymptotic expansions in financial engineering
by Sam Howison - 2005fe01 Modelling Institutional Change in the Payments System, and its Implications for Monetary Policy
by F. H. Capie & D. P. Tsomocos & G. E. Wood
2004
- 2004fe22 Multipower Variation and Stochastic Volatility
by Ole E. Barndorff-Nielsen & Neil Shephard - 2004fe21 A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
by Ole BARNDORFF-NIELSEN & Svend Erik GRAVERSEN & Jean JACOD & Mark PODOLSKIJ & Neil SHEPHARD - 2004fe20 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise
by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard - 2004fe19 Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange
by Clive G. Bowsher - 2004fe18 A Time Series Analysis of Financial Fragility in the UK Banking System
by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos - 2004fe17 Likelihood based inference for diffusion driven models
by Siddhartha Chib & Michael K Pitt & Neil Shephard - 2004fe15 Global Uniqueness and Money Non-neutrality in a Walrasian Dynamics without Rational Expectations
by Gael Giraud & Dimitrios Tsomocos - 2004fe14 The Demise of Investment-Banking Partnerships: Theory and Evidence
by Alan D. Morrison & William J. Wilhelm - 2004fe13 Book vs. Fair Value Accounting in Banking, and Intertemporal Smoothing
by Xavier Freixas & Dimitrios P. Tsomocos - 2004fe12 Habit Formation and the Equity-Premium Puzzle: a Skeptical View
by Stefano G. Athanasoulis & Oren Sussman - 2004fe11 A Risk Assessment Model for Banks
by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos - 2004fe10 Financial Liberalisation and Capital Regulation in Open Economies
by Alan D. Morrison & Lucy White - 2004fe09 Life Insurance: Regulation as Contract Enforcement
by Alan D. Morrison - 2004fe08 Is Deposit Insurance a Good Thing, and If So, Who Should Pay for It?
by Alan D. Morrison & Lucy White - 2004fe07 Financial Distress, Bankruptcy Law and the Business Cycle
by Oren Sussman & Javier Suarez - 2004fe05 A Model to Analyse Financial Fragility: Applications
by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos - 2004fe04 Cancellation and uncertainty aversion on limit order books
by Jeremy Large - 2004mf03 An Asymptotic Analysis of an American Call Option with Small Volatility
by N.P. Firth & J.N. Dewynne & S. J. Chapman - 2004fe03 A feasible central limit theory for realised volatility under leverage
by Ole E. Barndorff-Nielsen & Neil Shephard - 2004mf02 High Dimensional Radial Barrier Options
by N.P. Firth & J.N. Dewynne - 2004fe02 Likelihood-based estimation of latent generalised ARCH structures
by Gabriele Fiorentini & Enrique Sentana & Neil Shephard - 2004fe01 Econometrics of testing for jumps in financial economics using bipower variationÂ
by Ole E. Barndorff-Nielsen & Neil Shephard - 2004mf01 Option Pricing with Levy-Stable Processes
by Alvaro Cartea & Sam Howison
2003
- 2003fe16 A New Test of Capital Structure
by Colin Mayer & Oren Sussman - 2003fe15 Spending Less Time with the Family: The Decline of Family Ownership in the UK
by Julian Franks & Colin Mayer & Stefano Rossi - 2003fe14 Ownership: Evolution and Regulation
by Julian Franks & Colin Mayer & Stefano Rossi - 2003fe13 A Model to Analyse Financial Fragility
by Charles A.E. Goodhart & Pojanart Sunirand & Dimitrios P. Tsomocos - 2003fe12 Hard Debt, Soft CEO’s and Union Rents
by Linus Wilson - 2003fe11 Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects
by Gyongyi Loranth & Alan Morrison - 2003fe10 Modeling the Demand for Emerging Market Assets
by Valpy FitzGerald & Derya Krolzig - 2003mf08 Purely discontinuous Levy processes and power variation: inference for integrated volatility and the scale parameter
by Jeannette H.C. Woerner - 2003fe08 Equilibrium Analysis, Banking and Financial Instability
by Dimitrios P. Tsomocos - 2003fe07 Making Money out of Publicly Available Information
by Alan Morrison & Nir Vulkan - 2003mf07 An Option Pricing Formula for the GARCH diffusion model
by Giovanni Barone-Adesi & Claudia Ravanelli & Henrik Rasmussen - 2003fe06 Procyclicality and the new Basel Accord - Banks' choice of loan rating system
by Eva Catarineu-Rabell & Patricia Jackson & Dimitrios P.Tsomocos - 2003mf06 On the Pricing and Hedging of Volatility Derivatives
by Sam Howison & Avraam Rafailidis & Henrik Rasmussen - 2003fe05 Why are European IPOs so rarely priced outside the indicative price range?
by William J. Wilhelm & Alan Morrison & Tim Jenkinson - 2003mf05 Estimation of Integrated Volatility in Stochastic Volatility Models
by Jeannette H.C. Woerner - 2003fe04 E-Barter vs. Fiat Money: Will Central Banks Survive?
by Dimitrios P. Tsomocos & F.H. Capie & Geoffrey E. Wood - 2003mf04 Bounds for Floating-Strike Asian Options using Symmetry
by Vicky Henderson & David Hobson & William Shaw & Rafal Wojakowski - 2003fe03 Equilibrium Analysis, Banking, Contagion and Financial Fragility
by Dimitrios Tsomocos - 2003mf03 Using Options on Greeks as Liquidity Protection
by David Bakstein & Sam Howison - 2003fe02 Partnership Firms, Reputation and Human Capital
by Alan Morrison & William J. Wilhelm, Jr. - 2003mf02 A Comparison of q-optimal Option Prices in a Stochastic Volatility Model with Correlation
by Vicky Henderson & David Hobson & Sam Howison & Tino Kluge - 2003mf01 Monte Carlo valuation of American Options
by David Lamper & Sam Howison
2002
- 2002fe08 The Economics of Capital Regulation in Financial Conglomerates
by Alan D. Morrison - 2002fe07 IPO Pricing in the Dot-com Bubble
by William J. Wilhelm & Alexander Ljungqvist - 2002fe06 Evidence of Information Spillovers in the Production of Investment Banking Services
by Lawrence M. Benveniste & Alexander Ljungqvist & William J. Wilhelm & Xiaoyun Yu - 2002mf05 Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models
by Jeannette H.C. Woerner - 2002fe05 Crises and Capital Requirements in Banking
by Lucy White & Alan D. Morrison - 2002mf04 Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing
by Alvaro Cartea & Sam Howison - 2002fe04 Dynamics of trade-by-trade price movements: decomposition and models
by Tina Hviid Rydberg & Neil Shephard - 2002mf03 Analytical Comparisons of Option prices in Stochastic Volatility Models
by Vicky Henderson - 2002fe03 Econometric analysis of realised covariation: high frequency covariance, regression and correlation in financial economics
by Ole E. Barndorff-Nielsen & Neil Shephard - 2002mf02 A Risk-Neutral Parametric Liquidity Model for Derivatives
by David Bakstein & Sam Howison - 2002fe02 Manipulation, the allocational role of prices and production externalities
by Itay Goldstein & Alexander Gümbel - 2002fe01 Stock Based Compensation: Firm-specific risk, Efficiency and Incentives
by Vicky Henderson - 2002mf01 Coupling and Option Price Comparisons in a Jump-Diffusion model
by Vicky Henderson & David Hobson
2001
- 2001fe17 Resource Margin Accounting: Empirical Results for US Manufacturing Companies 1983-1998
by Peter Johnson - 2001fe16 Resource Margin Accounting: A Theoretical Perspective
by Peter Johnson - 2001fe15 Sources of Funds and Investment Strategies of Venture Capital Funds: Evidence from Germany, Israel, Japan and the UK
by Koen Schoors & Yishay Yafeh & Colin Mayer - 2001fe14 New evidence of the impact of dividend taxation and on the identity of the marginal investor
by Leonie Bell & Tim Jenkinson - 2001fe13 Optimal exchange-rates: a market-microstructure approach
by Alexander Gümbel & Oren Sussman - 2001fe12 Emerging Markets and Entry by Actively Managed Funds
by Alexander Gümbel - 2001fe11 Ownership and Control of German Corporations
by Julian Franks & Colin Mayer - 2001fe10 Institutional Investment and Private Equity in the UK
by Colin Mayer - 2001mf09 A note on the pricing and hedging of volatility derivatives
by Sam Howison & A. Rafailidis & H.O. Rasmussen - 2001fe09 Regulatory Principles and the Financial Services and Markets Act
by Colin Mayer - 2001mf08 On the Equivalence of Floating and Fixed-Strike Asian Options
by Vicky Henderson & Rafal Wojakowski - 2001fe08 IPO Allocations: Discriminatory or Discretionary?
by William Wilhelm & Alexander Ljungqvist - 2001fe07 The Internet and Financial Market Structure
by William Wilhelm - 2001fe06 Global Integration in Primary Equity Markets: The Role of U.S. Banks and U.S. Investors
by Alexander Ljungqvist & Tim Jenkinson & William Wilhelm - 2001mf06 Default Hazards and the Term Structure of Credit Spreads in a Duopoly
by Varqa Khadem & William Perraudin - 2001mf05 The Pricing of Derivatives in Illiquid Markets
by David Bakstein - 2001fe05 A Theory of the Syndicate: Form Follows Function
by Pegaret Pichler & William Wilhelm - 2001mf04 Application of multi-agent games to the prediction of financial time-series
by Neil F. Johnson & David Lamper & Paul Jefferies & Michael L. Hart & Sam Howison - 2001fe04 The Role of Capital Adequacy Requirements in Sound Banking Systems
by Lucy White & Alan Morrison - 2001mf03 Trading Volume in Models of Financial Derivatives
by Sam Howison & David lamper - 2001fe03 Emerging Market Spreads: Then Versus Now
by Paolo Mauro & Yishay Yafeh & Nathan Sussman - 2001fe02 Business Groups and Risk Sharing around the World
by Tarun Khanna & Yishay Yafeh - 2001mf02 From market games to real-world markets
by Paul Jefferies & Michael Hart & Neil Johnson & P.M. Hui - 2001mf01 Predictability of large future changes in a competitive evolving population
by David Lamper & Sam Howison & Neil Johnson
2000
- 2001fe01 Credit Derivatives, Disintermediation and Investment Decisions
by Alan Morrison - 2000fe08 Risk Averse Banks and Uncertain Correlation Values: A Theory of Rational Bank Panics
by Alan D. Morrison - 2000fe07 Regulator Reputation and Optimal Banking Competition Policy
by Alan D. Morrison - 2000fe06 Active agents, passive principals; the role of the chief executive in corporate strategy formulation and implementation
by Clara Raposo & James Dow - 2000fe05 Myopic Traders, Efficiency and Taxation
by Alexander Gümbel - 2000fe04 Has the introduction of bookbuilding increased the efficiency of international IPOs?
by Tim Jenkinson & William Wilhelm & Alexander Ljungqvist - 2000fe03 Firm Value and Managerial Incentives: A Stochastic Frontier Approach
by Michel Habib & Alexander Ljungqvist - 2000mf03 Trading Volume in Models of Financial Derivatives
by Sam Howison & David lamper - 2000mf02 Likelihood inference for discretely observed non-linear diffusions
by Ola Elerian & Siddhartha Chib & Neil Shephard - 2000fe02 Strategic Hedging and Investment Efficiency
by Clara Raposo - 2000mf01 Non-Gaussian OU based models and some of their uses in financial economics
by Ole Barndorff-Nielsen & Neil Shephard - 2000fe01 Corporate Hedging and Optimal Disclosure
by Clara Raposo
1999
- 1999mf24 Modelling Market Crashes: The Worst Case Scenario
by Philip Hua & Paul Wilmott - 1999mf23 Value-at-Risk and Market Crashes
by Philip Hua & Paul Wilmott - 1999mf22 Exercise Class
by Hyungsok Ahn & Paul Wilmott - 1999mf21 A Nonlinear Non-probabilistic Spot Interest Rate Model
by David Epstein & Paul Wilmott - 1999mf20 Pricing and Hedging Convertible Bonds Under Non-probabilistic Interest Rates
by David Epstein & Richard Haber & Paul Wilmott - 1999mf19 Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
by A. Oztukel & P. Wilmott - 1999mf16 Room for a View
by R. Korn & P. Wilmott - 1999mf15 Various Passport Options and Their Valuation
by H. Ahn & A. Penaud & P. Wilmott - 1999mf14 An American in Paris
by R. Haber & P. Schonbucher & P.Wilmott - 1999mf13 The Value of Market Research When a Firm is Learning: Real Option Pricing and Optimal Filtering
by N. Mayor & P. Schonbucher & P.Wilmott & A.E. Whalley & D. Epstein - 1999mf12 A General Framework for Hedging and Speculating with Options
by R. Korn & P. Wilmott - 1999fe11 The Seven Percent Solution? An International Perspective on Underwriting Spreads
by Alexander P. Ljungqvist & William J. Wilhelm - 1999mf10 The Yield Envelope: Price Ranges for Fixed Income Products
by D. Epstein & P. Wilmott - 1999fe10 Trading on Short-Term Information
by Alexander Gumbel - 1999mf09 Optimal Hedging of Options with Small but Arbitrary Transaction Cost Structure
by A.E. Whalley & P. Wilmott - 1999fe09 Finance, Investment and Growth
by Wendy Carlin & Colin Mayer - 1999fe08 How Do Financial Systems Affect Economic Performance?
by Wendy Carlin & Colin Mayer - 1999fe07 Firm Control
by Colin Mayer - 1999mf07 The Pricing of Risky Bonds: Current Models and Future Directions
by Hyungsok Ahn & Varqa Khadem & Paul Wilmott - 1999fe06 Water: The 1999 Price Review
by Colin Mayer - 1999mf06 Crash Modelling, Value at Risk and Optimal Hedging
by Philip Hua & Paul Wilmott - 1999fe05 An investigation of clean surplus value-added pricing models using time series methods for the UK 1983-1996
by Peter Johnson - 1999fe04 IPO Underpricing, Wealth Losses and the Curious Role of Venture Capitalists in the Creation of Public Companies
by Alexander Ljungqvist - 1999mf04 Model for the Value of a Business, Some Optimisation Problems in its Operating Procedures and the Valuation of its Debt
by M.Z. Apabhai & N.I. Georgikopoulos & D. Hasnip & R.K.D. Jamie & M. Kim - 1999fe03 Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence
by Michel Habib & Alexander Ljungqvist - 1999mf03 Risk of Default in Latin American Brady Bonds
by I.Blauer & P.Wilmott