Stephen Figlewski Nyu Stern

2004 CREDIT & DEBT MARKETS - New York University
Credit & Debt Markets Group www.stern.nyu.edu/salomon/creditdebt markets/ Edward Altman, Director Barry Adler, Linda Allen, Heitor Almeida, Marco Avellaneda, Terry Benzschawel, Jacob Boudoukh, Jennifer Carpenter, Qiang Dai, Edwin Elton, Stephen Figlewski, Kenneth Froewiss, Martin Gruber, Kose ... Retrieve Doc

Estimation Error In The Assessment Of Financial Risk Exposure
Stephen Figlewski* * Professor of Finance NYU Stern seminars and presentations at NYU, Columbia, Hong Kong University of comments and suggestions. "Estimation Error in the Assessment of Financial Risk Exposure" Abstract Measures of financial risk exposure like VaR require predicting the ... Access Document

Anatomy Of A Meltdown: The Risk Neutral Density For The S&P ...
Anatomy of a Meltdown: The Risk Neutral Density for the S&P 500 in the Fall of 2008 Justin Birru* and Stephen Figlewski** * Ph.D. Student New York University Stern School of Business 44 West 4th Street, Suite 9-160 New York, NY 10012-1126 ... Document Viewer

Estimation Error In The Assessment Of ... - New York University
Stephen Figlewski* * Professor of Finance NYU Stern School of Business 44 West 4th Jacquier, Lasse Pedersen, Rob Engle, Jim Ramsey and participants at the NYU "Half-Baked" seminar for comments that have proved very helpful in the baking Figlewski [1997] or Green and Figlewski [1999 ... Return Doc

What Is Risk Neutral Volatility? - Q Group
Q-Group Spring Seminar 2012Group Spring Seminar 2012 What is Risk Neutral Volatility? Stephen Figlewski* * Professor of Finance New York University Stern School of Business ... Read More

FO Fall16 UG Syl Draft2 - New York University
FINC-UB.0043 Futures and Options Professor Stephen Figlewski Fall 2016 Phone: 212-998-0712 E-mail: sfiglews@stern.nyu.edu Video: Professor Figlewski on Office: MEC 9-64 ... Get Doc

An Overview Of The Current Financial Crisis And Some Ideas ...
An Overview of the Current Financial Crisis and Some Ideas for Resolving It Professor Stephen Figlewski NYU Stern School of Business sfiglews@stern.nyu.edu Presentation to the New York Academy of Sciences November 6, 2008. ... Retrieve Doc

Version Of 4/22/2009 - ResearchGate
Version of 4/22/2009 Comments Welcome Anatomy of a Meltdown: The Risk Neutral Density for the S&P 500 in the Fall of 2008 Justin Birru* and Stephen Figlewski** ... Fetch Content

Modeling The Effect Of Macroeconomic ... - New York University
Stephen Figlewski* Halina Frydman** Weijian Liang*** Abstract We explore how general economic conditions impact defaults and major credit rating changes by NYU Stern School of Business 44 West 4th Street, Suite 9-160 New York, NY 10012-1126 212-998-0712 ... View Document

Valuation Of Interest Rate Caps And Floors - New York University
BDepartment of Finance, Leonard N. Stern School of Business, New York University, New York, * We thank Viral Acharya, Stephen Figlewski, Kenneth Garbade, Bob Geske, Francis Longstaff, A. R. Radhakrishnan, Matthew Richardson, Peter Ritchken, and Dick Stapleton for valuable ... Retrieve Here

Is The Leverage Effect A Leverage Effect? - New York University
Draft of November 6, 2000 Is the "Leverage Effect" a Leverage Effect? by Stephen Figlewski* Xiaozu Wang** * Professor of Finance, NYU Stern School of Business, 44 West 4th Street, Suite 9-160, ... Document Retrieval

THE FOURTH ANNUAL VOLATILITY INSTITUTE VOLATILITY INSTITUTE ...
Stephen Figlewski, NYU Stern School of Business (co-authored with Robert Engle) Discussant: Itamar Drechsler, NYU Stern School of Business 3:30-4:15pm WHAT’S NEW IN V-LAB? Robert Engle, NYU Stern School of Business 4:15-4:45pm Refreshment Break ... Get Content Here

NEW YORK UNIVERSITY SALOMON CENTER
New york university salomon center and the derivatives research project conference on derivatives 2003: reports from the frontiers stephen figlewski, nyu stern school of business 9:00 the frontiers in theory i: modeling the price process chair: ... Return Document

SYLLABUS - New York University
B40.3340 Advanced Futures and Options Professor Stephen Figlewski Fall 2011 Phone: 212-998-0712 Wednesday 6:00 P.M. - 9:00 P.M. E-mail: sfiglews@stern.nyu.edu ... Fetch This Document

Discovering Technical Traders In The T-bond Futures Market
Discovering Technical Traders in the Andreas S. WEIGEND, Fei CHEN, Stephen FIGLEWSKI Leonard N. Stern School of Business New York University ... Read More

Comments Welcome Modeling The Effect Of Macroeconomic Factors ...
Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions by Stephen Figlewski* Halina Frydman** Weijian Liang*** * Professor of Finance NYU Stern School of Business 44 West 4th Street, Suite 9-160 New York, NY 10012-1126 212-998-0712 ... Return Doc

An Examination Of The Static And ... - New York University
10012-1126. Ph: (212) 998 -0348, Fax: (212) 995 -4233, E -mail: msubrahm@stern.nyu.edu. Stephen Figlewski, Kenneth Ga rbade, A. R. Radhakrishnan, Matthew Richardson, Peter Ritchken, and Dick Stapleton for valuable comments on earlier drafts. ... Fetch Doc

Conference On The Intersection Of Taxes And Investing
The Salomon Center at New York University Stern School of Business was founded in 1972 as a The NASDAQ Derivatives Research Project directed by Stephen Figlewski (Founding Editor, Journal of Derivatives) — focuses on theoretical and applied research on ... View Full Source

People.stern.nyu.edu
People.stern.nyu.edu ... Access This Document

Trading In Cash And Derivative Securities (GB.2349.30 ...
NEW YORK UNIVERSITY STERN SCHOOL OF BUSINESS . Trading in Cash and Derivative Securities (GB.2349.30) Instructors: Stephen Figlewski, KMC 9-160, ... Get Document