Z. Wiener

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General Properties of Option Prices

Bruce D. Grundy, Yaacov Z. Bergman, Z. Wiener, 1996 .

Binomial term structure models

Z. Wiener, S. Benninga, 1998 .

The Analysis of VAR, Deltas and State Prices: A New Approach

Bruce D. Grundy, Z. Wiener, 1996 .

The Analysis of Deltas , State Prices and VaR : A New Approach

Bruce D. Grundy, Z. Wiener, 1999 .

Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models

Z. Wiener, Markus Leippold, 2003 .

The Binomial Option Pricing Model

Zvi Wiener, Simon Benninga, Z. Wiener, 1998 .

How Homeowners Choose between Fixed and Adjustable Rate Mortgages?

Z. Wiener, Moran Ofir, Yevgeny Mugerman, 2015 .

Stochastic Dominance and Prospect Dominance with Subjective Weighting Functions

Zvi Wiener, Haim Levy, H. Levy, 1998 .

Brokerage Commissions and Institutional Trading Patterns

Michael A. Goldstein, Zvi Wiener, Paul J. Irvine, 2007 .

The Exclamation Mark of Cain: Risk Salience and Mutual Fund Flows

Z. Wiener, Yevgeny Mugerman, Nadav Steinberg, 2020, Journal of Banking & Finance.

Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment

Z. Wiener, Moran Ofir, 2012 .

Heuristics and Biases in the Israeli Mortgage Market

Z. Wiener, Moran Ofir, Yevgeny Mugerman, 2016 .

Dividend policy relevance in a levered firm—The binomial case

Z. Wiener, D. Galai, 2018, Economics Letters.

The Value of the Freezeout Option

Z. Wiener, Z. Goshen, 2019, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

Credit Risk Spreads in Local and Foreign Currencies

Z. Wiener, D. Galai, 2008, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

Liquidation Triggers and the Valuation of Equity and Debt

Zvi Wiener, Dan Galai, Z. Wiener, 2003, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

Prospect Theory and Utility Theory: Temporary Versus Permanent Attitude towards Risk

H. Levy, Z. Wiener, 2013 .

Investment in Financial Structured Products from a Rational Choice Perspective

Z. Wiener, Moran Ofir, 2009 .

On the failure of mutual fund industry regulation

Z. Wiener, Yevgeny Mugerman, Yoel Hecht, 2019, Emerging Markets Review.

Stock Markets and Female Participation in the Labor Force

Z. Wiener, Yevgeny Mugerman, M. Abudy, 2020, Journal of International Financial Markets, Institutions and Money.

Investment in Financial Structured Products from Rational and Behavioral Choice Perspectives

Z. Wiener, Moran Ofir, 2012 .

Government Support of Investment Projects in the Private Sector: A Microeconomic Approach

Z. Wiener, D. Galai, 2003 .

On the Use of Numeraires in Option Pricing

Zvi Wiener, Simon Benninga, Z. Wiener, 2001 .

LIMITING DIFFERENCES BETWEEN FORWARD AND FUTURES PRICES IN A LUCAS CONSUMPTION MODEL

Z. Wiener, S. Benninga, A. Protopapadakis, 2000 .

O n the Use of Numeraires in O ption Pricing

Z. Wiener, 2002 .

An interesting matrix exponent formula

Zvi Wiener, Z. Wiener, 1997 .

Stakeholders and the Composition of the Voting Rights of the Board of Directors

Z. Wiener, D. Galai, 2008, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

Analytic Pricing of Employee Stock Options

Jakša Cvitanić, F. Zapatero, Z. Wiener, 2006, World Scientific Reference on Contingent Claims Analysis in Corporate Finance.

An Investigation of Cheapest to Deliver on Treasury Bond Futures Contracts

Z. Wiener, S. Benninga, 1999 .

By the Light of Day: The Effect of the Switch to Winter Time on Stock Markets

Z. Wiener, Yevgeny Mugerman, Orr Yidov, 2019, Journal of International Financial Markets, Institutions and Money.

Duration and Globalization

Z. Wiener, Gady Jacoby, Zvika Afik, 2018, The Journal of Fixed Income.

Bargaining with an agenda

Dov Samet, Barry O'Neill, Zvi Wiener, 2001, Games Econ. Behav..

Loan Commitments

Z. Wiener, D. Galai, 2015 .

Bad Days and Good Nights: A Re-Examination of Non-Traded and Traded Period Returns

Z. Wiener, R. Tompkins, 2008 .

THE IMPLEMENTATION OF VALUE AT RISK (VaR) IN ISRAEL'S BANKING SYSTEM

Z. Wiener, David Zaken, Ben Z. Schreiber, 1999 .

Options — 45 years since the Publication of the Black–Scholes–Merton Model

M. Rosenbaum, Z. Wiener, A. Lipton, 2022, World Scientific Lecture Notes in Finance.

Prospect theory and utility theory: Temporary versus permanent attitude toward risk

H. Levy, Z. Wiener, 2013 .

Counterparty Risk in Exchange-TradedNotes (ETNs)

Z. Wiener, Ariel Levy, Balázs Cserna, 2013, The Journal of Fixed Income.

Counterparty Risk in Exchange Traded Notes (ETNs): Theory and Evidence

Z. Wiener, Ariel Levy, Balázs Cserna, 2012 .

The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems

Z. Wiener, 2012 .

From formal numerical solutions of elliptic PDE's to the true ones

Yosi Yomdin, Z. Wiener, Y. Yomdin, 2000, Math. Comput..

Algorithms Behind Term Structure Models of Interest Rates Ii: The Hull-White Trinomial Tree of Interest Rates

Z. Wiener, Markus Leippold, 1999 .

Algorithms Behind Term Structure Models of Interest Rates: I. Valuation and Hedging of Interest Rates Derivatives with the Ho-Lee Model

Z. Wiener, Markus Leippold, 1999 .

Credit Risk and Dividend Irrelevance

Z. Wiener, D. Galai, 2015 .

The impact of dividend policy on the valuation of equity , debt and credit risk

Z. Wiener, D. Galai, 2013 .

A Balance Sheet Approach for Sovereign Debt

Z. Wiener, A. Raviv, D. Galai, 2011 .

The Impact of Fintechs on Financial Intermediation: A Functional Approach

Z. Wiener, M. Crouhy, D. Galai, 2021 .