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1

The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

EDUARDO S. SCHWARTZ

Journal:

The Journal of Finance

Année:

1997

Langue:

english

Fichier:

PDF, 2.33 MB

english, 1997

2

Short-Term Variations and Long-Term Dynamics in Commodity Prices

Schwartz, Eduardo, Smith, James E.

Journal:

Management Science

Année:

2000

Langue:

english

Fichier:

PDF, 520 KB

english, 2000

3

Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Année:

1978

Langue:

english

Fichier:

PDF, 702 KB

english, 1978

4

Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1992

Langue:

english

Fichier:

PDF, 515 KB

english, 1992

5

Valuing American Options by Simulation: A Simple Least-Squares Approach

Francis A. Longstaff and Eduardo S. Schwartz

Journal:

Review of Financial Studies

Année:

2001

Langue:

english

Fichier:

PDF, 884 KB

english, 2001

6

Strategic asset allocation

Michael J. Brennan, Eduardo S. Schwartz, Ronald Lagnado

Journal:

Journal of Economic Dynamics and Control

Année:

1997

Langue:

english

Fichier:

PDF, 1.55 MB

english, 1997

7

Commodity Price Forecasts, Futures Prices, and Pricing Models

Cortazar, Gonzalo, Millard, Cristobal, Ortega, Hector, Schwartz, Eduardo S.

Journal:

Management Science

Année:

2018

Langue:

english

Fichier:

PDF, 1.93 MB

english, 2018

8

Patents and R&D as Real Options

Eduardo S. Schwartz

Journal:

Année:

2004

Langue:

english

Fichier:

PDF, 217 KB

english, 2004

9

Liquidity and the Law of One Price: The Case of the Futures-Cash Basis

RICHARD ROLL, EDUARDO SCHWARTZ, AVANIDHAR SUBRAHMANYAM

Journal:

The Journal of Finance

Année:

2007

Langue:

english

Fichier:

PDF, 297 KB

english, 2007

10

The pricing of equity-linked life insurance policies with an asset value guarantee

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Journal of Financial Economics

Année:

1976

Langue:

english

Fichier:

PDF, 1.07 MB

english, 1976

11

The valuation of warrants: Implementing a new approach

Eduardo S. Schwartz

Journal:

Journal of Financial Economics

Année:

1977

Langue:

english

Fichier:

PDF, 769 KB

english, 1977

12

Savings bonds, retractable bonds and callable bonds

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Journal of Financial Economics

Année:

1977

Langue:

english

Fichier:

PDF, 1.24 MB

english, 1977

13

A continuous time approach to the pricing of bonds

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Journal of Banking & Finance

Année:

1979

Langue:

english

Fichier:

PDF, 1.26 MB

english, 1979

14

A Simple Approach to Valuing Risky Fixed and Floating Rate Debt

LONGSTAFF, FRANCIS A., SCHWARTZ, EDUARDO S.

Journal:

The Journal of Finance

Année:

1995

Langue:

english

Fichier:

PDF, 1.61 MB

english, 1995

15

Evaluating Natural Resource Investments

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Business

Année:

1985

Langue:

english

Fichier:

PDF, 392 KB

english, 1985

16

Expected commodity returns and pricing models

Cortazar, Gonzalo, Kovacevic, Ivo, Schwartz, Eduardo S.

Journal:

Energy Economics

Année:

2015

Langue:

english

Fichier:

PDF, 969 KB

english, 2015

17

Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates

Kristian R. Miltersen and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Année:

1998

Langue:

english

Fichier:

PDF, 2.59 MB

english, 1998

18

Time-Invariant Portfolio Insurance Strategies

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1988

Langue:

english

Fichier:

PDF, 520 KB

english, 1988

19

Homeownership as a Constraint on Asset Allocation

Stephen Day Cauley, Andrey D. Pavlov, Eduardo S. Schwartz

Journal:

The Journal of Real Estate Finance and Economics

Année:

2007

Langue:

english

Fichier:

PDF, 675 KB

english, 2007

20

Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange

Julio J. Lucia, Eduardo S. Schwartz

Journal:

Review of Derivatives Research

Année:

2002

Langue:

english

Fichier:

PDF, 619 KB

english, 2002

21

Theory of Storage and the Pricing of Commodity Claims

Martin J. Nielsen, Eduardo S. Schwartz

Journal:

Review of Derivatives Research

Année:

2004

Langue:

english

Fichier:

PDF, 360 KB

english, 2004

22

Part 2: A Conference in Honor of Merton H. Miller's Contributions to Finance and Economics || Arbitrage in Stock Index Futures

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Business

Année:

1990

Langue:

english

Fichier:

PDF, 628 KB

english, 1990

23

Investment Under Uncertaintyby Avinash K. Dixit; Robert S. Pindyck

Review by: Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1994

Langue:

english

Fichier:

PDF, 138 KB

english, 1994

24

Variance Risk Premia in Energy Commodities

Trolle, Anders B, Schwartz, Eduardo S

Journal:

The Journal of Derivatives

Année:

2010

Langue:

english

Fichier:

PDF, 1.15 MB

english, 2010

25

ECG-based Heartbeat Classification for Arrhythmia Detection: A Survey

Luz, Eduardo Joséda S., Schwartz, William Robson, Chávez, Guillermo Cámara, Menotti, David

Journal:

Computer Methods and Programs in Biomedicine

Année:

2015

Langue:

english

Fichier:

PDF, 1.57 MB

english, 2015

26

Papers and Proceedings of the Thirty-Fifth Annual Meeting of the American Finance Association, Atlantic City, New Jersey, September 16-18, 1976 || The Valuation of American Put Options

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1977

Langue:

english

Fichier:

PDF, 417 KB

english, 1977

27

Papers and Proceedings Fifty-Seventh Annual Meeting, American Finance Association, New Orleans, Louisiana January 4-6, 1997 || The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging

Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1997

Langue:

english

Fichier:

PDF, 1.93 MB

english, 1997

28

The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence

Francis A. Longstaff, Pedro Santa-Clara and Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

2001

Langue:

english

Fichier:

PDF, 1.80 MB

english, 2001

29

Rational Pricing of Internet Companies

Schwartz, Eduardo S., Moon, Mark

Journal:

Financial Analysts Journal

Année:

2000

Langue:

english

Fichier:

PDF, 175 KB

english, 2000

30

Determinants of GNMA Mortgage Prices

Michael J. Brennan, Eduardo S. Schwartz

Journal:

Real Estate Economics

Année:

1985

Fichier:

PDF, 1.29 MB

1985

31

Mortgage Prepayment and Default Decisions: A Poisson Regression Approach

Eduardo S. Schwartz, Walter N. Torous

Journal:

Real Estate Economics

Année:

1993

Fichier:

PDF, 1.05 MB

1993

32

Throwing Good Money After Bad? Cash Infusions and Distressed Real Estate

Bradford Cornell, Francis A. Longstaff, Eduardo S. Schwartz

Journal:

Real Estate Economics

Année:

1996

Fichier:

PDF, 1019 KB

1996

33

Commercial Office Space: Testing the Implications of Real Options Models with Competitive Interactions

Eduardo S. Schwartz, Walter N. Torous

Journal:

Real Estate Economics

Année:

2007

Langue:

english

Fichier:

PDF, 122 KB

english, 2007

34

Valuing debt options: Empirical evidence

Bruce Dietrich-Campbell, Eduardo Schwartz

Journal:

Journal of Financial Economics

Année:

1986

Langue:

english

Fichier:

PDF, 1.31 MB

english, 1986

35

Portfolio Insurance and Financial Market Equilibrium

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Business

Année:

1989

Langue:

english

Fichier:

PDF, 333 KB

english, 1989

36

Papers and Proceedings of the Forty-Fourth Annual Meeting of the America Finance Association, New York, New York, December 28-30, 1985 || Integration vs. Segmentation in the Canadian Stock Market

Philippe Jorion and Eduardo Schwartz

Journal:

The Journal of Finance

Année:

1986

Langue:

english

Fichier:

PDF, 301 KB

english, 1986

37

Cash Flow Multipliers and Optimal Investment Decisions

Kraft, Holger, Schwartz, Eduardo

Journal:

European Financial Management

Année:

2015

Langue:

english

Fichier:

PDF, 241 KB

english, 2015

38

THE CASE FOR CONVERTIBLES*

Brennan, Michael J., Schwartz, Eduardo S.

Journal:

Journal of Applied Corporate Finance

Année:

1988

Langue:

english

Fichier:

PDF, 104 KB

english, 1988

39

Investment Under Uncertainty in Information Technology: Acquisition and Development Projects

Schwartz, Eduardo S., Zozaya-Gorostiza, Carlos

Journal:

Management Science

Année:

2003

Langue:

english

Fichier:

PDF, 223 KB

english, 2003

40

The Swaption Cube

Trolle, Anders B., Schwartz, Eduardo S.

Journal:

Review of Financial Studies

Année:

2014

Langue:

english

Fichier:

PDF, 961 KB

english, 2014

41

Evaluating Environmental Investments: A Real Options Approach

Cortazar, Gonzalo, Schwartz, Eduardo S., Salinas, Marcelo

Journal:

Management Science

Année:

1998

Langue:

english

Fichier:

PDF, 335 KB

english, 1998

42

The Valuation of Commodity Contingent Claims

Cortazar, Gonzalo, Schwartz, Eduardo S

Journal:

The Journal of Derivatives

Année:

1994

Langue:

english

Fichier:

PDF, 997 KB

english, 1994

43

On the Geometric Mean Index: A Note

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Année:

1985

Langue:

english

Fichier:

PDF, 322 KB

english, 1985

44

Proceedings of 15th Annual Conference of the Western Finance Association, June 19-21, 1980, San Diego, California || Analyzing Convertible Bonds

Michael J. Brennan and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Année:

1980

Langue:

english

Fichier:

PDF, 1.06 MB

english, 1980

45

Papers and Proceedings, Forty-ninth Annual Meeting, American Finance Association, Atlanta, Georgia, December 28-30, 1989 || Stochastic Convenience Yield and the Pricing of Oil Contingent Claims

Rajna Gibson and Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1990

Langue:

english

Fichier:

PDF, 436 KB

english, 1990

46

A Two-Factor Model of the Term Structure: An Approximate Analytical Solution

Stephen M. Schaefer and Eduardo S. Schwartz

Journal:

Journal of Financial and Quantitative Analysis

Année:

1984

Langue:

english

Fichier:

PDF, 838 KB

english, 1984

47

Theory of Financial Decision Makingby Jonathan E. Ingersoll,

Review by: Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1988

Langue:

english

Fichier:

PDF, 174 KB

english, 1988

48

Papers and Proceedings, Forty-Second Annual Meeting, American Finance Association, San Francisco, CA, December 28-30, 1983 || Optimal Financial Policy and Firm Valuation

Michael J. Brennan and Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1984

Langue:

english

Fichier:

PDF, 453 KB

english, 1984

49

Time-Dependent Variance and the Pricing of Bond Options

Stephen M. Schaefer and Eduardo S. Schwartz

Journal:

The Journal of Finance

Année:

1987

Langue:

english

Fichier:

PDF, 544 KB

english, 1987

50

Investment under Uncertainty in Information Technology: Acquisition and Development Projects

Eduardo S. Schwartz and Carlos Zozaya-Gorostiza

Journal:

Management Science

Année:

2003

Langue:

english

Fichier:

PDF, 628 KB

english, 2003