NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Eduardo S. Schwartz

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers and Chapters

June 2013Commodity and Asset Pricing Models: An Integration
with Gonzalo Cortazar, Ivo Kovacevic, Eduardo S. Schwartz: w19167
February 2013Growth Options and Firm Valuation
with Holger Kraft, Eduardo S. Schwartz, Farina Weiss: w18836
December 2010Are all Credit Default Swap Databases Equal?
with Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz: w16590

Mayordomo, S., Pena, J.I. and Schwartz, E.S., “Are all Credit Default Swap Databases Equal?”, European Financial Management, forthcoming. 102. Trolle, A.B. and Schwartz, E.S., “The Swaption Cube”, Review of

November 2010An Empirical Analysis of the Swaption Cube
with Anders B. Trolle, Eduardo S. Schwartz: w16549
March 2010Cash Flow Multipliers and Optimal Investment Decisions
with Holger Kraft, Eduardo S. Schwartz: w15807
September 2009Towards a Common European Monetary Union Risk Free Rate
with Sergio Mayordomo, Juan Ignacio Peña, Eduardo S. Schwartz: w15353
March 2007Real Options With Uncertain Maturity and Competition
with Kristian R. Miltersen, Eduardo S. Schwartz: w12990
December 2006Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
with Anders B. Trolle, Eduardo S. Schwartz: w12744

Published: Anders B. Trolle & Eduardo S. Schwartz, 2009. "Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(11), pages 4423-4461, November.

October 2006Illiquid Assets and Optimal Portfolio Choice
with Eduardo S. Schwartz, Claudio Tebaldi: w12633
June 2006A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives
with Anders B. Trolle, Eduardo S. Schwartz: w12337

Published: Anders B. Trolle & Eduardo S. Schwartz, 2009. "A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 22(5), pages 2007-2057, May.

February 2004R&D Investments with Competitive Interactions
with Kristian R. Miltersen: w10258

Published: Miltersen, Kristian and Eduardo Schwartz. "R&D Investments With Competitive Interactions," Review of Finance, 2004, v8(3), 355-401.

November 2003Patents and R&D as Real Options
w10114

Published: Schwartz, Eduardo S. “Patents and R&D as Real Options.” Economic Notes 33, 1 (2004): 23-54.

October 2003A Model of R&D Valuation and the Design of Research Incentives
with Jason C. Hsu: w10041

Published: Hsu, Jason C. and Eduardo S. Schwartz. "A Model of R&D Valuation and the Design of Research Incentives." Insurance: Mathematics and Economics 43, 3 (December 2008): 350-67.

January 1991Caps on Adjustable Rate Mortgages: Valuation, Insurance, and Hedging
with Eduardo S. Schwartz, Walter N. Torous
in Financial Markets and Financial Crises, R. Glenn Hubbard, editor

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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