Search Derivatives Sourcebook

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or Categories:	GENERAL THEORY --11000000 .....Rational Bounds on Derivative Prices --11010000 .....Binomial and Multinomial Models --11020000 .....Risk-Neutral Pricing --11030000 ..........State-Price Densities and Equivalent Martingale Measures --11030100 ..........Implied Binomial Trees --11030200 ..........Implied Risk Aversion --11030300 ..........Simulation and Monte Carlo Techniques --11030400 .....Dynamic Spanning and Market Completeness --11040000 ..........Convergence Results --11040100 ..........Approximation Results --11040200 .....Implied Volatility --11050000 .....Equilibrium Models --11060000 ..........Stochastic Volatility Models --11060100 ..........Jump Processes --11060200 ..........Other Incomplete-Market Models --11060300 ..........Discrete-Time Models --11060400 ..........Term Structure of Interest Rates --11060500 .....Option Pricing and Hedging with Transaction Costs --11070000 .....Numerical Methods, Solution of PDE's --11080000 .....Nonparametric Pricing --11090000 .....Mathematics of Derivatives --11100000 .....Dynamic Hedging --11110000 .....Security Design --11120000 Optimal Exercise --11130000 FINANCIAL-MARKET APPLICATIONS --12000000 .....Derivatives --12010000 ..........Compound Derivatives --12010100 ..........Exotic Derivatives --12010200 ..........Fixed Income Derivatives --12010300 ..........Foreign Exchange Derivatives --12010400 ..........Commodity Derivatives --12010500 ..........Equity Derivatives --12010600 ..........Index Derivatives --12010700 ..........Asset-Backed Securities --12010800 ...............Mortgages and Mortgage-Backed Securities --12010810 ...............Other Asset-Backed Securities --12010820 ..........Swaps and Swaptions --12010900 ..........Hybrid Securities --12011000 ..........Credit Derivatives --12011100 ..........Weather Derivatives --12011200 .....Corporate Finance --12020000 ..........Risk Management --12020100 ..........Debt, Equity, and Other Corporate Liabilities --12020200 ...............Debt and Limited Liability --12020210 ...............Bankruptcy and Default --12020211 ...............Credit Spreads and Risk --12020212 ...............Bond Indenture Provisions --12020213 ..........Warrants --12020220 ..........Convertible Securities --12020230 ..........Optimal Capital Structure --12020240 ............... SEO's, IPO's, underwriting --12020241 ..........Corporate Control --12020250 ...............Tender Offers --12020251 ...............Corporate Restructuring --12020252 ...............Corporate Diversification --12020253 ..........Executive Compensation --12020300 ...............Employee Stock Options --12020310 ..........Venture Capital --12020400 ..........Asset Leasing --12020500 ...............Automobile Leasing --12020510 .....Insurance --12030000 ..........Loan Guarantees --12030100 ...............Expropriation Risk --12030110 ...............Third World Loans --12030120 ..........Non-Life Insurance --12030200 ...............Home Equity Insurance --12030210 ...............Inflation Insurance --12030220 ...............Deposit Insurance --12030230 ...............Health Insurance --12030240 ...............College Tuition Insurance --12030250 ...............Catastrophe Insurance --12030260 ..........Portfolio Insurance --12030300 ..........Life Insurance --12030400 ...............Annuity Insurance --12030410 ..........Re-insurance --12030500 ..........Terrorism Insurance --12030600 .....Investment Management --12040000 ..........Performance Analysis and Attribution --12040100 ...............Asset Allocation and Market Timing --12040110 ...............Risk Measurement --12040120 ...............Portfolio Efficiency --12040130 ...............Hedge Funds Analysis --12040140 ..........Market Microstructure --12040200 ...............Limit Orders --12040210 ...............Bid-ask Spreads --12040220 ...............Order Placement Strategies --12040230 ...............Price Discreteness --12040240 ...............Market Making --12040250 ..........Derivative Trading Strategies --12040300 GENERAL ECONOMIC APPLICATIONS --13000000 .....Real Options --13010000 ..........Investment under Uncertainty --13010100 ...............Capacity Planning --13010110 ...............Infrastructure Investment --13010120 ..........Options to Invest --13010200 ..........Research and Development --13010300 ...............Product Design --13010310 ...............Business Incubation --13010320 ..........Inventories --13010400 ..........Entry and Exit --13010500 ..........Exhaustible Resources --13010600 ...............Oil, Coal, Natural Gas, Mineral Deposits --13010610 ...............Pollution Rights --13010620 ..........Abandonment Options --13010700 ..........Strategic Options --13010800 ..........Patents --13010900 ..........Vacant Land Options --13011000 ..........Real Estate --13011100 ..........Power Generation --13011200 .....Macroeconomics --13020000 ..........Economic Derivatives --13020100 ..........Stabilization Policies --13020200 .....Political Science --13030000 .....Defense --13040000 .....Labor Economics --13050000 ..........Education --13050100 ..........Academic Tenure --13050200 ..........Retirement Benefits --13050300 .....Agency Theory, Incentives and Contracts --13060000 .....Game Theory --13070000 .....Development Economics --13080000 .....Trade --13090000 ..........Trade Credit --13090100 .....Asset Pricing --13100000 .....Financial Innovation --13110000 .....Organizational Behavior --13120000 OTHER APPLICATIONS --14000000 .....Legal --14010000 ..........Tax Delinquency --14010100 ..........Taxation --14010200 ..........Quota Licenses --14010300 ..........Estate Tax --14010400 ..........Regulation --14010500 ..........Litigation Participation --14010600 .....Transportation --14020000 .....Biomedical Research --14030000 .....Entertainment --14040000 .....Agriculture --14050000 ..........Farm Price Supports --14050100 .....Marketing --14060000 .....Environment --14070000 .....Social Sciences --14080000 ..........Psychology --14080100 .....Accounting --14090000 .....Weather Derivatives --14100000 EMPIRICAL ANALYSIS --15000000 .....Estimation of Stochastic Processes --15010000 ..........Estimation of Volatility --15010100 ...............GARCH models --15010110 ..........Jump Process Estimation --15010200 .....Tests of Derivative Pricing Models --15020000 ..........Term Structure Tests --15020100 ..........Implied Volatility Tests --15020300 ..........Implied Risk Aversion Tests --15020400 ..........Tests of Market Efficiency --15020500 ...............Arbitrage Relations --15020510 ...............Tests of Boundary Conditions --15020520 ...............Nonparametric Tests --15020530 ...............Option Exercise Tests --15020540 .....Forecasting --15060000 .....Empirical Studies --15070000 ..........Event Studies --15070100 ..........Market Crashes --15070200 ..........Option Listing --15070300 ..........Seasonalities --15070400 ..........Announcement Reactions --15070500 ..........Informational Transmission and Trading --15070600 HISTORICAL --16000000