Monte Carlo estimation of American call options on the maximum of several stocks
SB Raymar, MJ Zwecher - Journal of Derivatives, 1997 - search.proquest.com
A Monte Carlo approach is used to estimate the value of American call options on the maximum
value of baskets of more than one stock. It employees a 2-factor representation of stock …
value of baskets of more than one stock. It employees a 2-factor representation of stock …
[BOOK][B] Retirement portfolios: Theory, construction, and management
MJ Zwecher - 2010 - books.google.com
… That's why Michael Zwecher-a leading expert on retirement income-has created Retirement
Portfolios. Examines how portfolios should be prepped in advance so that the transition from…
Portfolios. Examines how portfolios should be prepped in advance so that the transition from…
The Relative Performance of Mid-Cap Stock Indexes
MJ Zwecher - The Journal of Investing, 1997 - pm-research.com
… ZWECHER is a senior manager in the Capital Markets Group in the New York ofie of Deloitte
Ci … MK Zwecher works mainly within the areas of quantitative modeling and the econometric …
Ci … MK Zwecher works mainly within the areas of quantitative modeling and the econometric …
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MJ Zwecher - Wiley Online Library
… ZWECHER is a leading expert on retirement income. He has created guidance, designed …
Zwecher co-chairs the curriculum committee of the Retirement Income Industry Association. …
Zwecher co-chairs the curriculum committee of the Retirement Income Industry Association. …
Empirical tests of agency theory: An analysis of the United States airline industry.
MJ Zwecher - 1992 - elibrary.ru
This dissertation tests for the presence of agency costs within the context of conflicts between
debtholder/shareholder interests and conflicts between management/shareholder interests…
debtholder/shareholder interests and conflicts between management/shareholder interests…
[CITATION][C] Empirical tests of agency theory: an analysis of the US airline industry
MJ Zwecher - (No Title), 1991 - cir.nii.ac.jp
… Zwecher, Michael John … 責任表示 Zwecher, Michael John …
[HTML][HTML] Firm and corporate bond valuation: a simulation dynamic programming approach
A Castillo - Cuadernos de economía, 2004 - SciELO Chile
… and dynamic programming proposed by Raymar and Zwecher in 1997 to value financial …
y programación dinámica propuesto por Raymar y Zwecher en 1997 para valorar opciones …
y programación dinámica propuesto por Raymar y Zwecher en 1997 para valorar opciones …
The Curious Case of the Mid-Cap Premium
W Ge - The Journal of Index Investing, 2018 - pm-research.com
… The choice of indexes resembles that of the Zwecher study [1997], except the CRSP Mid-Cap
Index (replacing the original Wilshire 750 Mid-Cap Index), 2 with plenty of mutual funds …
Index (replacing the original Wilshire 750 Mid-Cap Index), 2 with plenty of mutual funds …
Evaluating natural resource projects with embedded options and limited reserves
CG Lin, YS Wang - Applied Economics, 2012 - Taylor & Francis
This study proposes a Dynamic Option Simulation (DOS) approach to evaluate natural
resource investment projects that contain several embedded options and limited reserves. To …
resource investment projects that contain several embedded options and limited reserves. To …
Monte Carlo evaluation model of an undeveloped oil field
G Cortazar, ES Schwartz - Journal of Energy Finance & Development, 1998 - Elsevier
In this article we develop and implement a model to value an undeveloped oil field and to
determine the optimal timing of investment. We assume a two factor model for the stochastic …
determine the optimal timing of investment. We assume a two factor model for the stochastic …