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Faculty Digital Archive : NYU Libraries
Browsing FDA
Browsing by Author SUBRAHMANYAM, MARTI G.
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Issue Date
Title
Author(s)
Nov-2005
The Drivers and Pricing of Liquidity in Interest Rate Option Markets
DEUSKAR, PRACHI
;
GUPTA, ANURAG
;
SUBRAHMANYAM, MARTI G.
18-May-2007
The economic determinants of interest rate option smiles
Deuskar, PRACHI
;
Gupta, ANURAG
;
SUBRAHMANYAM, MARTI G.
Nov-2004
Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles
Deuskar, Prachi
;
GUPTA, ANURAG
;
SUBRAHMANYAM, MARTI G.
12-Dec-2005
Intermediation and Value Creation in an Incomplete Market: Implications for Securitization
Gaur, Vishal
;
Seshadri, Sridhar
;
SUBRAHMANYAM, MARTI G.
Nov-2005
Liquidity and Asset Prices in Multiple Markets
P. Chan, Justin S.
;
Hong, Dong
;
SUBRAHMANYAM, MARTI G.
Mar-2007
Liquidity Effects in Interest Rate Options Markets: Premium or Discount?
DEUSKAR, PRACHI
;
GUPTA, ANURAG
;
SUBRAHMANYAM, MARTI G.
25-May-2008
Liquidity Effects in Interest Rate Options Markets:Premium or Discount?
DEUSKAR, PRACHI
;
GUPTA, ANURAG
;
SUBRAHMANYAM, MARTI G.
Nov-2006
Why do Interest Rate Options Smile?
DEUSKAR, PRACHI
;
GUPTA, ANURAG
;
SUBRAHMANYAM, MARTI G.
Showing results 1 to 8 of 8
