Browsing by Author Subrahmanyam, Marti G.

Showing results 1 to 20 of 40

Issue Date	Title	Author(s)
4-Oct-1996	An Analytic Approach to the Valuation of American Path Dependent Options	Gao, Bin; Huang, Jing-zhi; Subrahmanyam, Marti G.
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.
9-Jan-2012	Background Risk and Trading in a Full-Information Rational Expectations Economy	Subrahmanyam, Marti G.; Stapleton, Richard C.; Zeng, Qi
Dec-1994	Correlation Risk, Cross-Market Derivative Products, and Portfolio Performance	Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
Apr-1998	Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis	Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun
Mar-2000	Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps	Subrahmanyam, Marti G.; Eom, Young Ho; Uno, Jun
Jul-2000	Credit Risk and the Yen Interest Rate Swap Market	Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun
Jul-2000	Credit Risk and the Yen Interest Rate Swap Market	Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun
Jul-2001	Credit Risk and the Yen Interest Rate Swap Market	Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun
9-Jan-2012	Does the Tail Wag the Dog? The Effect of Credit Default Swaps on Credit Risk	Subrahmanyam, Marti G.; Tang, Dragon Yongjun; Wang, Sarah Qian
Apr-1998	An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps	Subrahmanyam, Marti G.; Gupta, Anurag
Feb-1999	An Empirical Examination of the Convexity Bias in the Pricing of Interest Rate Swaps	Gupta, Anurag; Subrahmanyam, Marti G.
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.
9-Jan-2012	Illiquidity or credit deterioration: A study of liquidity in the US corporate bond market during	Subrahmanyam, Marti G.; Jankowitsch, Rainer; Friewald, Nils
3-Oct-2005	Intermediation and Value Creation in an Incomplete Market: Implications for Securitization	Gaur, Vishal; Seshadri, Sridhar; Subrahmanyam, Marti G.
16-Nov-2007	Latent Liquidity and Corporate Bond Yield Spreads	Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan
Nov-2006	Latent Liquidity: A New Measure of Liquidity, with an Application to Corporate Bonds	Mahanti, Sriketan; Nashikkar, Amrut; Subrahmanyam, Marti G.; Chacko, George
1994	Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics	Ho, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti G.
20-Jun-1995	Pricing and Hedging American Options: A Recursive Integration Method	Huang, Jing-zhi; Subrahmanyam, Marti G.; Yu, George G.
7-Feb-1997	The Pricing of Market-to-Market Contingent Claims in a No-Arbitrage Economy	Satchell, Stephen E.; Stapleton, Richard C.; Subrahmanyam, Marti G.

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