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Browsing by Author "Gupta, Anurag"

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ThumbnailNumberIssue Date TitleAuthor(s)
FIN-07-014Mar-2007 Liquidity Effects in Interest Rate Options Markets: Premium or Discount?DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G.
FIN-06-02525-May-2008 Liquidity Effects in Interest Rate Options Markets:Premium or Discount?DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G.
FIN-05-036Nov-2005 The Drivers and Pricing of Liquidity in Interest Rate Option MarketsDEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G.
FIN-07-01618-May-2007 The economic determinants of interest rate option smilesDeuskar, PRACHI; Gupta, ANURAG; SUBRAHMANYAM, MARTI G.
FIN-06-029Nov-2006 Why do Interest Rate Options Smile?DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G.
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