Eduardo Schwartz

37 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7424-5487

Beedie School of Business, Simon Fraser University, Vancouver, British Columbia, Canada V6C 1W6; UCLA Anderson Graduate School of Management, University of California, Los Angeles, Los Angeles, California 90095; and National Bureau of Economic Research, Cambridge, Massachusetts 02138

Publications

• Commodity Price Forecasts, Futures Prices, and Pricing Models — Management Science 2019
• The Swaption Cube — The Review of Financial Studies 2014
• Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives — The Review of Financial Studies 2009
• A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives — The Review of Financial Studies 2009
• Liquidity and the Law of One Price: The Case of the Futures-Cash Basis — The Journal of Finance 2007
• Investment Under Uncertainty in Information Technology: Acquisition and Development Projects — Management Science 2003
• The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence — The Journal of Finance 2001
• Valuing American Options by Simulation: A Simple Least-Squares Approach — The Review of Financial Studies 2001
• Short-Term Variations and Long-Term Dynamics in Commodity Prices — Management Science 2000
• Evaluating Environmental Investments: A Real Options Approach — Management Science 1998
• Pricing of Options on Commodity Futures with Stochastic Term Structures of Convenience Yields and Interest Rates — Journal of Financial and Quantitative Analysis 1998
• The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging — The Journal of Finance 1997
• A Simple Approach to Valuing Risky Fixed and Floating Rate Debt — The Journal of Finance 1995
• Sovereign Debt: Optimal Contract, Underinvestment, and Forgiveness — The Journal of Finance 1992
• Interest Rate Volatility and the Term Structure: A Two-Factor General Equilibrium Model — The Journal of Finance 1992
• Stochastic Convenience Yield and the Pricing of Oil Contingent Claims — The Journal of Finance 1990
• Prepayment and the Valuation of Mortgage-Backed Securities — The Journal of Finance 1989
• The Valuation of Forestry Resources under Stochastic Prices and Inventories — Journal of Financial and Quantitative Analysis 1989
• Time-Invariant Portfolio Insurance Strategies — The Journal of Finance 1988
• Time-Dependent Variance and the Pricing of Bond Options — The Journal of Finance 1987
• Valuing debt options — Journal of Financial Economics 1986
• LYON Taming — The Journal of Finance 1986
• Integration vs. Segmentation in the Canadian Stock Market — The Journal of Finance 1986
• Rights versus Underwritten Offerings: An Asymmetric Information Approach — The Journal of Finance 1986
• On the Geometric Mean Index: A Note — Journal of Financial and Quantitative Analysis 1985
• A Two-Factor Model of the Term Structure: An Approximate Analytical Solution — Journal of Financial and Quantitative Analysis 1984
• Optimal Financial Policy and Firm Valuation — The Journal of Finance 1984
• An Equilibrium Model of Bond Pricing and a Test of Market Efficiency — Journal of Financial and Quantitative Analysis 1982
• Regulation and Corporate Investment Policy — The Journal of Finance 1982
• The Pricing of Commodity-Linked Bonds — The Journal of Finance 1982
• DISCUSSION — The Journal of Finance 1980
• Conditional Predictions of Bond Prices and Returns — The Journal of Finance 1980
• Retractable and Extendible Bonds: The Canadian Experience — The Journal of Finance 1980
• Analyzing Convertible Bonds — Journal of Financial and Quantitative Analysis 1980
• Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis — Journal of Financial and Quantitative Analysis 1978
• The valuation of warrants: Implementing a new approach — Journal of Financial Economics 1977
• THE VALUATION OF AMERICAN PUT OPTIONS — The Journal of Finance 1977