64 Publications (Page 2 of 3)
1998
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E and Reis, Jorge
Journal of Financial and Quantitative Analysis, vol. 33, (no. 1), pp. 61-86, Mar 1998. | Journal Article
 
Valuing prepayment and default in a fixed-rate mortgage: A bivariate binomial options pricing technique
Hilliard, Jimmy E⋅Kau, James B and Slawson, V. C
Real Estate Economics, vol. 26, (no. 3), pp. 431-468, Fall 1998. | Journal Article
1996
Binomial option pricing under stochastic volatility and correlated state variables
Hilliard, Jimmy E
The journal of derivatives, vol. 4, (no. 1), pp. 39, 1996. | Journal Article
 
Binominal Option Pricing Under Stochastic Volatility and Correlated State Variables
Hilliard, Jimmy E and Schwartz, Adam
The Journal of Derivatives, vol. 4, (no. 1), pp. 39, 1996-08-31. | Journal Article
 
Bivariate binomial options pricing with generalized interest rate processes
Hilliard, Jimmy E⋅Schwartz, Adam L and Tucker, Alan L
The Journal of Financial Research, vol. 19, (no. 4), pp. 585-602, Winter 1996. | Journal Article
1995
Pricing a class of American and European path dependent securities
Hilliard, Jimmy E⋅Kau, James B⋅Keenan, Donald C and Muller, Walter J
Management Science, vol. 41, (no. 12), pp. 1892, Dec 1995. | Journal Article
1992
A Note on Weekday, Intraday, and Overnight Patterns in the Interbank Foreign Exchange and Listed Currency Options Markets
Hilliard, Jimmy E and Tucker, Alan L
Journal of Banking & Finance, vol. 16, (no. 6), pp. 1159, Dec 1992. | Journal Article
 
Hedging interest rate risk under term structure effects: An
Hilliard, Jimmy E and Jordan, Susan D
The Journal of Financial Research, vol. 15, (no. 4), pp. 355, Winter 1992. | Journal Article
 
Hedging interest rate risk under term structure effects: An application to financial institutions
Hilliard, Jimmy E and Jordan, Susan D
The Journal of Financial Research, vol. 15, (no. 4), pp. 355, Winter 1992. | Journal Article
1991
Currency option pricing with stochastic domestic and foreign interest rates
Hilliard, Jimmy E
Journal of financial and quantitative analysis, vol. 26, (no. 2), pp. 151, 1991. | Journal Article
 
Market-determined premia for American currency spot options
Hilliard, Jimmy E
Advances in futures and options research, vol. 5, pp. 240, 1991. | Journal Article
 
Measuring Risk in Fixed Payment Securities: An Empirical Test of the Structured Full Rank Covariance Matrix
Hilliard, Jimmy E and Jordan, Susan D
Journal of Financial and Quantitative Analysis, vol. 26, (no. 3), pp. 345, Sep 1991. | Journal Article
1989
An Investigation Into The Equilibrium Structure Of The Comm
Murphy, J. A and Hilliard, Jimmy E
The Financial Review, vol. 24, (no. 1), pp. 1, Feb 1989. | Journal Article
 
An Investigation into the Equilibrium Structure of the Commodity Futures Market Anomaly
Murphy, J. A and Hilliard, Jimmy E
The Financial Review, vol. 24, (no. 1), pp. 1, Feb 1989. | Journal Article
 
Hedging Interest Rate Risk with Futures Portfolios Under Full-Rank Assumptions
Hilliard, Jimmy E and Jordan, Susan D
Journal of Financial and Quantitative Analysis, vol. 24, (no. 2), pp. 217, Jun 1989. | Journal Article
1988
A Unified Approach To Hedging Interest Rate Risk With Finan
Hilliard, Jimmy E
Decision Sciences, vol. 19, (no. 3), pp. 654, Summer 1988. | Journal Article
 
A Unified Approach to Hedging Interest Rate Risk with Financial Futures
Hilliard, Jimmy E
Decision Sciences, vol. 19, (no. 3), pp. 671, September 1988. | Journal Article
1984
Hedging Interest Rate Risk with Futures Portfolios Under Term Structure Effects
Hilliard, Jimmy E
The Journal of Finance, vol. 39, (no. 5), pp. 1547, Dec 1984. | Journal Article
 
World oil prices and equity returns of major oil and auto companiens
Hilliard, Jimmy E and Danielsen, Albert L
Resources and energy, vol. 6, (no. 3), pp. 276, 1984. | Journal Article
 
World Oil Prices and Equity Returns of Major Oil and Auto Companies
Hilliard, Jimmy E and Danielsen, Albert L
Resources and Energy, vol. 6, (no. 3), pp. 259, Sep 1984. | Journal Article
1983
Oil Price Increases as Leading Indicators of New Car Sales
Danielsen, Albert L and Hilliard, Jimmy E
Resources and Energy, vol. 5, (no. 2), pp. 155, Jun 1983. | Journal Article
 
Savings Institutions Must Manage Rate Risk
Hilliard, Jimmy and Verbrugge, James
Savings Institutions, vol. 104, (no. 9), pp. 68, 19830901. | Journal Article
 
Stochastic Analysis of Earnings and Leverage Measures
Hilliard, Jimmy E⋅Lee, Cheng Few and Leitch, Robert A
The Financial Review, vol. 18, (no. 2), pp. 220, May 1983. | Journal Article
 
The Geometric Mean in Investment Applications: Transient and Steady State Parameters
Hilliard, Jimmy E
The Financial Review, vol. 18, (no. 4), pp. 326, Nov 1983. | Journal Article
1982
Obtaining and Parameterizing Multiperiod Portfolios with Desirable Characteristics Under Lognormal Returns
Hilliard, Jimmy E and Clayton, Ronnie J
Decision Sciences, vol. 13, (no. 2), pp. 240, Apr 1982. | Journal Article