Browsing Articles by Subject "Pricing"
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Initial performance of Greek IPOs, underwriter’s reputation and oversubscription
(Emerald Group Publishing Limited, 2007)Purpose – This paper aims to provide additional international evidence on the initial public offerings (IPOs) by examining the initial performance and two main determinants of short-run underpricing of 169 IPOs listed ...
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Pricing Basket spread options
(Society for Computational Economics, 2006)This paper describes and analyses the use of the Filtered Historical Simulation algorithm in pricing spread options. Spread options are contracts whose payoff depends on the price difference (spread) between two or more ...