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Browsing by Author Gupta, Anurag

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PreviewIssue DateTitleAuthor(s)
Feb-1999An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate SwapsGupta, Anurag; Subrahmanyam, Marti G.
Apr-1998An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate SwapsSubrahmanyam, Marti G.; Gupta, Anurag
Sep-2001An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models In the Dollar Cap-Floor MarketsGupta, Anurag; Subrahmanyam, Marti G.
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