Stephen Figlewski

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Pricing Discrete Barrier Options with an Adaptive Mesh Model

Bin Gao, Dong-Hyun Ahn, Stephen Figlewski, 1999 .

Chapter 10 Program trading and stock index arbitrage

Linda Canina, Stephen Figlewski, Stephen Figlewski, 1995, Finance.

BOOK REVIEW: Derivatives: Principles and Practice

Stephen Figlewski, 2010, The Journal of Derivatives.

Assessing the Incremental Value of Option Pricing Theory Relative to an Informationally Passive Benchmark

Stephen Figlewski, Stephen Figlewski, 2002 .

Discovering Technical Traders in the T-bond Futures Market

Fei Chen, Andreas S. Weigend, Steven R. Waterhouse, 1998, KDD.

What Goes Into Risk Neutral Volatility ? Empirical Estimates of Risk and Subjective Risk Preferences

Stephen Figlewski, Stephen Figlewski, 2016 .

Corporate Default and Credit Rating Transitions

Halina Frydman, Stephen Figlewski, Weijian Liang, 2008 .

Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Reply [The Formation of Inflationary Expectations]

Stephen Figlewski, P. Wachtel, Stephen Figlewski, 1983 .

Market "Efficiency" in a Market with Heterogeneous Information

Stephen Figlewski, Stephen Figlewski, 1978, Journal of Political Economy.

How to Lose Money in Derivatives

Stephen Figlewski, 1994 .

Estimation Error in the Assessment of Financial Risk Exposure

Stephen Figlewski, Stephen Figlewski, 2003 .

International asset allocation with time varying risk: an analysis and implementation

Stephen Figlewski, Joel Hasbrouck, Stephen Figlewski, 1994 .

Forecasting Volatility Using Historical Data

Stephen Figlewski, Stephen Figlewski, 1994 .

The adaptive mesh model: a new approach to efficient option pricing

Bin Gao, Stephen Figlewski, 1999 .

Hedging Performance and Basis Risk in Stock Index Futures

Stephen Figlewski, Stephen Figlewski, 1984 .

Remembering Fischer Black

Stephen Figlewski, Stephen Figlewski, 1995 .

Hedging with stock index futures: Theory and application in a new market

Stephen Figlewski, Stephen Figlewski, 1985 .

Risk management : the state of the art

Stephen Figlewski, Richard M. Levich, Stephen Figlewski, 2002 .

Options, Short Sales, and Market Completeness

Stephen Figlewski, Stephen Figlewski, Gwendolyn P. Webb, 1993 .

The Informational Effects of Restrictions on Short Sales: Some Empirical Evidence

Stephen Figlewski, Stephen Figlewski, 1981, Journal of Financial and Quantitative Analysis.

Is the "Leverage Effect" a Leverage Effect?

Stephen Figlewski, Stephen Figlewski, Xiaozu Wang, 2000 .

Optimal Price Forecasting Using Survey Data

Stephen Figlewski, Stephen Figlewski, 1983 .

Estimation of the Optimal Futures Hedge

Stephen Figlewski, Stephen G. Cecchetti, Stephen Figlewski, 1988 .

The Formation of Inflationary Expectations

Stephen Figlewski, P. Wachtel, Stephen Figlewski, 1981 .

Financial Options: From Theory to Practice

William L. Silber, Marti G. Subrahmanyam, Stephen Figlewski, 1990 .

Evaluating the Performance of the Protective Put Strategy

Scott Kaplan, N. K. Chidambaran, Stephen Figlewski, 1993 .

Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency

Stephen Figlewski, Stephen Figlewski, Thomas J. Urich, 1983 .

Streamlining Monte Carlo Simulation with the Quasi-Analytic Method

Stephen Figlewski, N.K. Chidambaran, 1995 .