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Author: Crack, Timothy
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Search Results for Collection: Accountancy and Finance
Now showing items 1-10 of 16
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Option pricing in the real world: a generalized binomial model with applications to real options
Arnold, Tom
;
Crack, Timothy
(
Working Paper
,
2000
)
Valuing real options with implied binomial trees
Arnold, Tom
;
Crack, Timothy
;
Schwartz, Adam
(
Working Paper
,
2004
)
Inferring physical probability distributions from option prices
Arnold, Tom
;
Crack, Timothy
;
Schwartz, Adam
(
Working Paper
,
2005
)
A practical guide to GMM (with applications to option pricing)
Arnold, Tom
;
Crack, Timothy
(
Working Paper
,
1999
)
Using the WACC to value real options
Arnold, Tom
;
Crack, Timothy
(
Working Paper
,
2004
)
Real option valuation using NPV
Arnold, Tom
;
Crack, Timothy
(
Working Paper
,
2004
)
Valuing real options using implied binomial trees and commodity futures options
Arnold, Tom
;
Crack, Timothy
;
Schwartz, Adam
(
Working Paper
,
2005
)
Foreign exchange exposure of U.S. firms in the Pacific rim
Zhang, Lifan
;
Crack, Timothy
(
Working Paper
,
2005
)
Growth beats value on the Bombay Stock Exchange
Sabharwal, Satneet
;
Crack, Timothy
(
Working Paper
,
2005
)
The information content of short interest: a natural experiment
Arnold, Tom
;
Butler, Alexander
;
Crack, Timothy
;
Zhang, Yan
(
Working Paper
,
2002
)
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Crack, Timothy (16)
Arnold, Tom (10)
Schwartz, Adam (4)
Butler, Alexander (3)
Altintig, Ayca (1)
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Keywords
implied binomial trees (3)
real options (3)
binomial option pricing (2)
option pricing (2)
adverse selection (1)
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Date Published
2000 - 2010 (14)
1997 - 1999 (2)
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Working Paper (15)
Discussion Paper (1)
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Abstract Only (15)
Open (1)