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D

Dilip B. Madan

University System of Maryland

51H指数
509论文数
2.1W被引数
收录论文 21
发表时间
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Financial finance valuation applied to option trading金融估值在期权交易中的应用
errSTATISTICS & RISK MODELING
IF0.9
err2026-01-01
err0
PREAI
errMadan, Dilip B.; Shirai, Yoshihiro; Wang, King
err分享
err收藏
Multidimensional forecasting in option markets期权市场中的多维预测
errInternational Journal of Financial Engineering
IF0.6
err2026-01-01
err0
PREAI
errMadan, Dilip; Wang, King
err分享
err收藏
Stock returns revisited and variances hedged by machine learning股票回报再探及机器学习对波动率的对冲
errQuantitative Finance
IF1.4
err2026-01-01
err0
PREAI
errMadan, Dilip B.; Wang, King
err分享
err收藏
The structure of financial returns
errFINANCE RESEARCH LETTERS
IF6.9
err2021-05-01
err4
PREAI
errMadan, Dilip B.; Wang, King
err分享
err收藏
Strike asymptotics for Laplace implied volatilities
errFINANCE RESEARCH LETTERS
IF6.9
err2018-06-01
err1
PREAI
errMadan, Dilip B.; Wang, King
err分享
err收藏
Efficient estimation of expected stock price returns
errFINANCE RESEARCH LETTERS
IF6.9
err2017-11-01
err22
PREAI
errMadan, Dilip B.
err分享
err收藏
Laplacian risk management
errFINANCE RESEARCH LETTERS
IF6.9
err2017-08-01
err4
PREAI
errMadan, Dilip B.; Smith, Robert H.; Wang, King
err分享
err收藏
Nonrandom price movements
errFINANCE RESEARCH LETTERS
IF6.9
err2016-05-01
err2
PREAI
errMadan, Dilip B.; Wang, King
err分享
err收藏
Heterogeneity in Beliefs and Volatility Tail Behavior
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2016-02-24
err13
PREAI
errBakshi, Gurdip; Madan, Dilip; Panayotov, George
err分享
err收藏
Modeling and monitoring risk acceptability in markets: The case of the credit default swap market
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-10-01
err12
PREAI
errMadan, Dilip B.
err分享
err收藏
Stochastic Processes in Finance
errANNUAL REVIEW OF FINANCIAL ECONOMICS
IF0
err2010-12-01
err10
PREAI
errMadan, Dilip B.
err分享
err收藏
New Measures for Performance Evaluation
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2008-08-25
err200
PREAI
errCherny, Alexander; Madan, Dilip
err分享
err收藏
Option prices as probabilities
errFINANCE RESEARCH LETTERS
IF6.9
err2008-06-01
err18
PREAI
errMadan, D.; Roynette, B.; Yor, Marc
err分享
err收藏
Monitored financial equilibria
errJOURNAL OF BANKING & FINANCE
IF3.8
err2004-09-01
err1
PREAI
errMadan, DB
err分享
err收藏
Pricing the risk of recovery in default with absolute priority rule violation
errJOURNAL OF BANKING & FINANCE
IF3.8
err2003-06-01
err32
PREAI
errUnal, H; Madan, D; Güntay, L
err分享
err收藏
Average rate claims with emphasis on catastrophe loss options
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2002-03-01
err29
PREAI
errBakshi, G; Madan, D
err分享
err收藏
A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
errJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS
IF2.8
err2000-03-01
err71
PREAI
errMadan, D; Unal, H
err分享
err收藏
INFORMATIONAL CONTENT IN INTEREST-RATE TERM STRUCTURES
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err1993-11-01
err2
PREAI
errEDMISTER, RO; MADAN, DB
err分享
err收藏
A NOTE ON THE ESTIMATION OF NONSYMMETRIC DYNAMIC FACTOR DEMAND MODELS
errJOURNAL OF ECONOMETRICS
IF4
err1989-10-01
err7
PREAI
errMADAN, DB; PRUCHA, IR
err分享
err收藏
The Multinomial Option Pricing Model and Its Brownian and Poisson Limits
errREVIEW OF FINANCIAL STUDIES
IF5.4
err1989-04-01
err40
errOAAI
errMadan, Dilip B.; Milne, Frank; Shefrin, Hersh
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
G
Gurdip Bakshi
H 指数: 41 · 论文数: 174
I
Ingmar R. Prucha
H 指数: 40 · 论文数: 143
H
Hersh Shefrin
H 指数: 32 · 论文数: 239
H
Haluk Ünal
H 指数: 23 · 论文数: 71
F
Frank Milne
H 指数: 19 · 论文数: 137
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