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Browsing by Author "GUPTA, ANURAG"
Showing results 1 to 9 of 9
| Thumbnail | Number | Issue Date | Title | Author(s) | | FIN-99-001 | Feb-1999 | An Empirical Examination of the Convexity Bias in the Pricing of
Interest Rate Swaps | Gupta, Anurag; Subrahmanyam, Marti G. |
| FIN-98-068 | Apr-1998 | An Empirical Examination of the Convexity Bias in the Pricing of
Interest Rate Swaps | Subrahmanyam, Marti G.; Gupta, Anurag |
| S-DRP-01-18 | Sep-2001 | An Examination of the Static and Dynamic Performance of Interest Rate
Option Pricing Models In the Dollar Cap-Floor Markets | Gupta, Anurag; Subrahmanyam, Marti G. |
| S-DRP-04-03 | Nov-2004 | Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles | Deuskar, Prachi; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G. |
| FIN-07-014 | Mar-2007 | Liquidity Effects in Interest Rate Options Markets: Premium or Discount? | DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G. |
| FIN-06-025 | 25-May-2008 | Liquidity Effects in Interest Rate Options Markets:Premium or Discount? | DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G. |
| FIN-05-036 | Nov-2005 | The Drivers and Pricing of Liquidity in Interest Rate Option Markets | DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G. |
| FIN-07-016 | 18-May-2007 | The economic determinants of interest rate option smiles | Deuskar, PRACHI; Gupta, ANURAG; SUBRAHMANYAM, MARTI G. |
| FIN-06-029 | Nov-2006 | Why do Interest Rate Options Smile? | DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G. |
Showing results 1 to 9 of 9
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