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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author Peterson, Sandra
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Issue Date
Title
Author(s)
5-May-1998
An Arbitrage-free Two-factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach
Subrahmanyam, Marti G.
;
Peterson, Sandra
;
Stapleton, Richard C.
8-Dec-1999
The Valuation of American-style Swaptions in a Two-factor Spot-Futures Model1
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
3-Oct-2001
The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, Marti G
3-Oct-2001
The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model
Peterson, Sandra
;
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
Showing results 1 to 4 of 4
