stephen-figlewski documents

Tailing the hedge: Why and how
Documents Tailing the hedge: Why and how
Margins and market integrity: Margin setting for stock index futures and options
Documents Margins and market integrity: Margin setting for stock index futures and options
Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Documents Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
The adaptive mesh model: a new approach to efficient option pricing
Documents The adaptive mesh model: a new approach to efficient option pricing
What Does an Option Pricing Model Tell Us about Option Prices?
Documents What Does an Option Pricing Model Tell Us about Option Prices?
Optimal Price Forecasting Using Survey Data
Documents Optimal Price Forecasting Using Survey Data