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Engle, Robert F. [Author] ; Figlewski, Stephen [Other]

Modeling the Dynamics of Correlations Among Implied Volatilities

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[S.l.]: SSRN, [2015]

Published in: The Review of Finance, Forthcoming
Birru, Justin [Author] ; Figlewski, Stephen [Other]

Anatomy of a Meltdown : The Risk Neutral Density for the S&P 500 in the Fall of 2008

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[S.l.]: SSRN, [2010]
Birru, Justin [Author] ; Figlewski, Stephen [Other]

Anatomy of a Meltdown : The Risk Neutral Density for the S&P 500 in the Fall of 2008

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[S.l.]: SSRN, [2009]
Birru, Justin [Author] ; Figlewski, Stephen [Other]

The Impact of the Federal Reserve's Interest Rate Target Announcement on Stock Prices : A Closer Look at how the Market Impounds New Information

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[S.l.]: SSRN, [2010]
Green, T. Clifton [Author] ; Figlewski, Stephen [Other]

Market Risk and Model Risk for a Financial Institution Writing Options

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[S.l.]: SSRN, [2008]
Canina, Linda [Author] ; Figlewski, Stephen [Other]

Program Trading and Stock Index Arbitrage

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-94-023
Figlewski, Stephen [Author]

Lecture Notes on Futures and Options Part I : Forwards and Futures

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[S.l.]: SSRN, 2022
Figlewski, Stephen [Author]

An American Call IS Worth More Than a European Call : The Value of American Exercise When the Market Is Not Perfectly Liquid

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[S.l.]: SSRN, [2019]
Figlewski, Stephen [Author]

Risk Neutral Densities : A Review

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[S.l.]: SSRN, [2018]
Figlewski, Stephen [Author]

Derivatives Valuation Based on Arbitrage : The Trade Is Crucial

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[S.l.]: SSRN, [2016]

Published in: Proceedings of China Derivatives Markets Conference 2016
Figlewski, Stephen [Author]

What is Risk Neutral Volatility?

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[S.l.]: SSRN, [2016]
Figlewski, Stephen [Author] ; Malik, Muhammad [Other]

Options on Leveraged ETFs : A Window on Investor Heterogeneity

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[S.l.]: SSRN, [2014]
Figlewski, Stephen [Author]

Estimating the Implied Risk Neutral Density

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[S.l.]: SSRN, [2012]
Figlewski, Stephen [Author]

Assessing the Incremental Value of Option Pricing Theory Relative to an Informationally Passive Benchmark

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[S.l.]: SSRN, [2009]

Published in: NYU Working Paper ; No. S-DRP-02-07
Figlewski, Stephen [Author]

Assessing the Incremental Value of Option Pricing Theory Relative to an 'Informationally Passive' Benchmark

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-02-022
Figlewski, Stephen [Author]

Assessing the Incremental Value of Option Pricing Theory Relative to an 'Informationally Passive' Benchmark

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[S.l.]: SSRN, [2008]
Figlewski, Stephen [Author]

Derivatives Risks, Old and New

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. FIN-98-033
Figlewski, Stephen [Author]

Estimating the Implied Risk Neutral Density for the U.S. Market Portfolio

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[S.l.]: SSRN, [2008]
Figlewski, Stephen [Author]

Estimation Error in the Assessment of Financial Risk Exposure

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[S.l.]: SSRN, [2008]

Published in: NYU Working Paper ; No. S-DRP-03-10
Figlewski, Stephen [Author]

Estimation Error in the Assessment of Financial Risk Exposure

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[S.l.]: SSRN, [2008]

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