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 …

[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…

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 …

Navigation Bar

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. …

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…

[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 …

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 …

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 …

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 …