Jimmy E. Hilliard : rechercher sur Z-Library

Jimmy E. Hilliard and Jorge Reis

Année:

1974

Langue:

english

Fichier:

PDF, 1.62 MB

english, 1974

Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot

Journal:

Jimmy E. Hilliard, Jeff Madura and Alan L. Tucker

Année:

1998

Langue:

english

Fichier:

PDF, 2.87 MB

english, 1998

Currency Option Pricing with Stochastic Domestic and Foreign Interest Rates

Journal:

Hilliard, Jimmy E., Schwartz, Adam

Année:

1991

Langue:

english

Fichier:

PDF, 393 KB

english, 1991

Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach

Journal:

Année:

2005

Langue:

english

Fichier:

PDF, 225 KB

english, 2005

Option pricing under short-lived arbitrage: theory and tests

Journal:

Année:

2017

Langue:

english

Fichier:

PDF, 879 KB

english, 2017

A Jump-Diffusion Model for Pricing and Hedging with Margined Options: An Application to Brent Crude Oil Contracts

Journal of Banking & Finance

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 1.08 MB

english, 2018

HEDGING INTEREST RATE RISK UNDER TERM STRUCTURE EFFECTS: AN APPLICATION TO FINANCIAL INSTITUTIONS

Hilliard, Jimmy E., Jordan, Susan D.

Journal:

Journal of Financial Research

Année:

1992

Langue:

english

Fichier:

PDF, 1.15 MB

english, 1992

Hedging Interest Rate Risk with Futures Portfolios Under Full-Rank Assumptions

Jimmy E. Hilliard and Susan D. Jordan

Journal:

Barksdale, Hiram C., Hilliard, Jimmy E., Guffey, Hugh J.

Année:

1989

Langue:

english

Fichier:

PDF, 1.77 MB

english, 1989

Rejoinder

Journal:

Steven E. Permut, Hiram C. Barksdale, Jimmy E. Hilliard and Hugh J. Guffey, Jr.

Année:

1975

Langue:

english

Fichier:

PDF, 404 KB

english, 1975

Critique: Spectral Analysis of Advertising: Sales Action

Journal:

Jimmy E. Hilliard and Hiram C. Barksdale

Année:

1975

Langue:

english

Fichier:

PDF, 473 KB

english, 1975

The Time Domain Implications of Phase Angles and Tau

Journal:

Hilliard, Jimmy E., Hilliard, Jitka, Ni, Yinan

Année:

1976

Langue:

english

Fichier:

PDF, 1.16 MB

english, 1976

Using the short-lived arbitrage model to compute minimum variance hedge ratios: application to indices, stocks and commodities

Journal:

Jimmy E. Hilliard, Pinghsun Huang

Année:

2020

Fichier:

PDF, 894 KB

2020

An empirical analysis of multi-period hedges: Applications to commercial and investment assets

Journal:

Journal of Futures Markets

Année:

2005

Langue:

english

Fichier:

PDF, 152 KB

english, 2005

Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry

Mark Bertus, Jonathan Godbey, Jimmy E. Hilliard

Journal:

Journal of Futures Markets

Année:

2009

Langue:

english

Fichier:

PDF, 159 KB

english, 2009

Coefficient of determination in a simultaneous equation model: A pedagogic note

Jimmy E. Hilliard, William P. Lloyd

Journal:

Journal of Business Research

Année:

1980

Langue:

english

Fichier:

PDF, 335 KB

english, 1980

Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities

Hilliard, Jimmy E.

Journal:

Hilliard, Jimmy E., Leitch, Robert A.

Année:

2014

Langue:

english

Fichier:

PDF, 367 KB

english, 2014

A Stochastic Analysis of Breakeven Points

Journal:

A I I E Transactions

Année:

1979

Langue:

english

Fichier:

PDF, 223 KB

english, 1979

Estimating Early Exercise Premiums on Gold and Copper Options Using a Multifactor Model and Density Matched Lattices

Journal:

Financial Review

Année:

2015

Langue:

english

Fichier:

PDF, 441 KB

english, 2015

Matching non-synchronous observations in derivative markets: choosing windows and efficient estimators

Journal:

Année:

2012

Langue:

english

Fichier:

PDF, 283 KB

english, 2012

Pricing American options when there is short-lived arbitrage

International Journal of Financial Markets and Derivatives

Journal:

Année:

2015

Langue:

english

Fichier:

PDF, 400 KB

english, 2015

Adjusting stacked-hedge ratios for stochastic convenience yield: a minimum variance approach

Godbey, Jonathan M., Hilliard, Jimmy E.

Journal:

Année:

2007

Langue:

english

Fichier:

PDF, 274 KB

english, 2007

Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects

Jimmy E. Hilliard, James B. Kau, Donald C. Keenan and Walter J. Muller III

Journal:

The Journal of Finance

Année:

1984

Langue:

english

Fichier:

PDF, 601 KB

english, 1984

Pricing a Class of American and European Path Dependent Securities

Journal:

Jimmy E. Hilliard and Susan D. Jordan

Année:

1995

Langue:

english

Fichier:

PDF, 1.17 MB

english, 1995

Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix

Journal:

Jimmy E. Hilliard and Robert A. Leitch

Année:

1991

Langue:

english

Fichier:

PDF, 1.85 MB

english, 1991

Analysis of the Warrant Hedge in a Stable Paretian Market

Journal:

Année:

1977

Langue:

english

Fichier:

PDF, 1.15 MB

english, 1977

Asset Pricing Under a Subset of Linear Risk Tolerance Functions and Log- Normal Market Returns

Journal:

Jimmy E. Hilliard and Adam Schwartz

Année:

1980

Langue:

english

Fichier:

PDF, 1.27 MB

english, 1980

Pricing European and American Derivatives under a Jump-Diffusion Process: A Bivariate Tree Approach

Journal:

Hiram C. Barksdale, Jimmy E. Hilliard and Hugh J. Guffey, Jr.

Année:

2005

Langue:

english

Fichier:

PDF, 2.03 MB

english, 2005

Spectral Analysis of Advertising-Sales Interaction: An Illustration

Journal:

Chance, Don M., Hillebrand, Eric, Hilliard, Jimmy E.

Année:

1974

Langue:

english

Fichier:

PDF, 1.78 MB

english, 1974

Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue

Journal:

Hilliard, Jimmy E., Barksdale, Hiram C.

Année:

2008

Langue:

english

Fichier:

PDF, 251 KB

english, 2008

The Time Domain Implications of Phase Angles and Tau

Journal:

Hilliard, Jimmy E., Kau, James B., Keenan, Donald C., Muller, Walter J.

Année:

1976

Langue:

english

Fichier:

PDF, 481 KB

english, 1976

Pricing a Class of American and European Path Dependent Securities

Journal:

Hilliard, Jimmy E, Hilliard, Jitka

Année:

1995

Langue:

english

Fichier:

PDF, 829 KB

english, 1995

Option Pricing Under Short-Lived Arbitrage: Theory and Tests

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 641 KB

english, 2014

On the Statistical Significance of Event Effects on Unsystematic Volatility

Jimmy E. Hilliard, Robert Savickas

Journal:

Journal of Financial Research

Année:

2002

Langue:

english

Fichier:

PDF, 132 KB

english, 2002

Valuing Prepayment and Default in a Fixed-Rate Mortgage: A Bivariate Binomial Options Pricing Technique

Jimmy E. Hilliard, James B. Kau, V. Carlos Slawson Jr.

Journal:

Real Estate Economics

Année:

1998

Fichier:

PDF, 2.22 MB

1998

SHORT-MATURITY OPTIONS AND JUMP MEMORY

Tom Arnold, Jimmy E. Hilliard, Adam Schwartz

Journal:

Journal of Financial Research

Année:

2007

Langue:

english

Fichier:

PDF, 668 KB

english, 2007

A SPECTRAL ANALYSIS OF THE INTERACTION BETWEEN INVENTORIES AND SALES OF MERCHANT WHOLESALERS

Hiram C. Barksdale, Jimmy E. Hilliard

Journal:

Mikael C. Ahlund, Hiram C. Barksdale, Jimmy E. Hilliard

Année:

1975

Langue:

english

Fichier:

PDF, 658 KB

english, 1975

EDUCATION : MULTIVARIATE SPECTRAL ANALYSIS—AN ILLUSTRATION

Journal:

Jimmy E. Hilliard, Ronnie J. Clayton

Année:

1977

Langue:

english

Fichier:

PDF, 630 KB

english, 1977

OBTAINING AND PARAMETERIZING MULTIPERIOD PORTFOLIOS WITH DESIRABLE CHARACTERISTICS UNDER LOGNORMAL RETURNS

Journal:

Année:

1982

Langue:

english

Fichier:

PDF, 477 KB

english, 1982

A Unified Approach to Hedging Interest Rate Risk with Financial Futures

Journal:

Jimmy E. Hilliard, Jitka Hilliard

Année:

1988

Langue:

english

Fichier:

PDF, 880 KB

english, 1988

Timing versus Buy and Hold: A Model for Determining Predictive Accuracy Required for Superior Performance

Journal:

Financial Review

Année:

2011

Langue:

english

Fichier:

PDF, 467 KB

english, 2011

Analytics Underlying the Metallgesellschaft Hedge: Short Term Futures in a Multi-Period Environment