Eduardo S. Schwartz
Anderson Graduate School of Management
110 Westwood Plaza
Los Angeles, CA 90095
NBER Program Affiliations:
NBER Affiliation: Research Associate
NBER Working Papers and Publications
|December 2016||Commodity Price Forecasts, Futures Prices and Pricing Models|
with Gonzalo Cortazar, Cristobal Millard, Hector Ortega: w22991
|March 2015||Optimal Carbon Abatement in a Stochastic Equilibrium Model with Climate Change|
with Christoph Hambel, Holger Kraft: w21044
|June 2013||Commodity and Asset Pricing Models: An Integration|
with Gonzalo Cortazar, Ivo Kovacevic: w19167
|February 2013||Growth Options and Firm Valuation|
with Holger Kraft, Farina Weiss: w18836
|December 2010||Are all Credit Default Swap Databases Equal?|
with Sergio Mayordomo, Juan Ignacio Peña: w16590
Published: Are All Credit Default Swap Databases Equal? Sergio Mayordomo1, Juan Ignacio Peña2 andEduardo S. Schwartz3 European Financial Management Volume 20, Issue 4, pages 677–713, September 2014
|November 2010||An Empirical Analysis of the Swaption Cube|
with Anders B. Trolle: w16549
|March 2010||Cash Flow Multipliers and Optimal Investment Decisions|
with Holger Kraft: w15807
Published: Holger Kraft & Eduardo Schwartz, 2015. "Cash Flow Multipliers and Optimal Investment Decisions," European Financial Management, vol 21(3), pages 399-429.
|September 2009||Towards a Common European Monetary Union Risk Free Rate|
with Sergio Mayordomo, Juan Ignacio Peña: w15353
|March 2007||Real Options With Uncertain Maturity and Competition|
with Kristian R. Miltersen: w12990
|December 2006||Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives|
with Anders B. Trolle: 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 2006||Illiquid Assets and Optimal Portfolio Choice|
with Claudio Tebaldi: w12633
|June 2006||A General Stochastic Volatility Model for the Pricing and Forecasting of Interest Rate Derivatives|
with Anders B. Trolle: 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 2004||R&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 2003||Patents and R&D as Real Options|
Published: Schwartz, Eduardo S. “Patents and R&D as Real Options.” Economic Notes 33, 1 (2004): 23-54.
|October 2003||A 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 1991||Caps on Adjustable Rate Mortgages: Valuation, Insurance, and Hedging|
with Walter N. Torous
in Financial Markets and Financial Crises, R. Glenn Hubbard, editor