Eduardo Schwartz

Results: 11



#Item
1

Valuing American Options by Simulation: A Simple Least-Squares Approach Francis A. Longstaff UCLA Eduardo S. Schwartz UCLA

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Source URL: people.math.ethz.ch

- Date: 2008-03-03 01:14:00
    2Financial economics / Economy / Finance / Real options / Eduardo Schwartz / Actuarial science / Mathematical finance / Corporate finance / Quantitative analyst / Fischer Black / American Finance Association / Jack L. Treynor

    Microsoft Word - New Press Release.docx

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    Source URL: www.iaqf.org

    Language: English - Date: 2016-02-04 11:03:54
    3Mathematical finance / Options / Swaption / Interest rate derivative / LIBOR market model / Interest rate swap / Interest rate cap and floor / Volatility / Swap / Derivative / Range accrual / Implied volatility

    An Empirical Analysis of the Swaption Cube Anders B. Trolle Ecole Polytechnique F´ed´erale de Lausanne and Swiss Finance Institute Eduardo S. Schwartz UCLA Anderson School of Management and NBER Abstract

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    Source URL: www.istfin.eco.usi.ch

    Language: English - Date: 2010-11-16 03:17:42
    4

    Choosing the Right Words: Characterizing and Reducing Error of the Word Count Approach H. Andrew Schwartz,1 Johannes Eichstaedt,1 Lukasz Dziurzynski,1 Eduardo Blanco,2 Margaret L. Kern,1 Stephanie Ramones,1 Martin Seligm

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    Source URL: www.cse.unt.edu

    Language: English - Date: 2014-08-22 12:11:59
      5

      How Should Firms Hedge Market Risk?∗ Bhagwan Chowdhry and Eduardo Schwartz May 18, 2014 Abstract Consider a firm whose stock returns are affected by market returns

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      Source URL: cfr.ivo-welch.info

      Language: English - Date: 2014-05-18 13:55:28
        6

        Liquidity and the Law of One Price: The Case of the Futures/Cash Basis RICHARD ROLL, EDUARDO SCHWARTZ AND AVANIDHAR SUBRAHMANYAM* ABSTRACT Deviations from no-arbitrage relations should be related to market liquidity, bec

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        Source URL: www.anderson.ucla.edu

        Language: English - Date: 2016-02-28 01:45:01
          7Economics / Sheridan Titman / Eduardo Schwartz / Finance / Year of birth missing / Place of birth missing

          Microsoft Word - duarte.resumedocx

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          Source URL: business.rice.edu

          Language: English - Date: 2015-03-06 00:22:05
          8American Finance Association / Year of birth missing / Eric Ghysels / Eduardo Schwartz / Economics / Crisis / Financial crisis

          WALTER N. TOROUS MIT Center for Real Estate Office Address: Massachusetts Institute of Technology Center for Real Estate

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          Source URL: mitcre.mit.edu

          Language: English - Date: 2013-05-24 12:15:36
          9American Finance Association / Year of birth missing / Eric Ghysels / Eduardo Schwartz / Economics / Crisis / Financial crisis

          WALTER N. TOROUS MIT Center for Real Estate Office Address: Massachusetts Institute of Technology Center for Real Estate

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          Source URL: mitcre.mit.edu

          Language: English - Date: 2013-05-24 12:15:36
          10Real Options Group / Eduardo Schwartz / Real options valuation / Annual International Conference on Real Options / Michael Brennan / EAFIT University / Electronic submission / Real options / Financial economics / Lenos Trigeorgis

          ANNOUNCEMENT & CALL FOR PAPERS 18th ANNUAL INTERNATIONAL CONFERENCE ON REAL OPTIONS: THEORY MEETS PRACTICE Medellin, Colombia, July 23-26, 2014 Organized by Real Options Group

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          Source URL: realoptions.org

          Language: English - Date: 2013-11-19 15:35:15
          UPDATE