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Browsing by Author Subrahmanyam, Marti G.

Showing results 21 to 40 of 40
Issue DateTitleAuthor(s)
9-Jan-2012Private Placements to Owner-Managers: Theory and EvidenceSubrahmanyam, Marti G.; Anshuman, V. Ravi; Marisetty, Vijaya B.
Dec-1994The Size of Background Risk and the Theory of Risk BearingFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
Jul-1995The Size of Background Risk and the Theory of Risk BearingFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
30-Mar-1999Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background RiskFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
30-Mar-1999Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background RiskFranke, G unter; Stapleton, R.C; Subrahmanyam, Marti G.
17-Sep-1996Stochastic Interest Rates: A Generalization of the Geske-Johnson TechniqueHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
29-Sep-1999The Term Structure of Interest-Rate Future PricesStapleton, Richard C.; Subrahmanyam, Marti G.
14-Sep-2001The Term Structure of Interest-Rate Futures PricesStapleton, Richard C.; Subrahmanyam, Marti G.
14-Sep-2001The Term Structure of Interest-Rate Futures Prices.Stapleton, Richard C.; Subrahmanyam, Marti G.
Aug-1996A Two Factor No-Arbitrage Model of the Term Structure of Interest RatesHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
21-Sep-1998The Valuation of American Barrier Options Using the Decomposition TechniqueSubrahmanyam, Marti G.; Gao, Bin; Huang, Jing-zhi
6-Nov-1996The Valuation of American-Style Options on BondsHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
8-Dec-1999The Valuation of American-style Swaptions in a Two-factor Spot-Futures Model1Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G.
3-Oct-2001The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate ModelPeterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G.
Jan-1999When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing KernelFranke, Guntar; Stapleton, Richard C.; Subrahmanyam, Marti G.
2-May-2002When Does Strategic Debt Service Matter?Acharya, Viral V.; Huang, Jing-zhi; Subrahmanyam, Marti G.; Sundaram, Rangarajan K.
2-May-2002When Does Strategic Debt Service Matter?Acharya, Viral V.; Huang, Huang; Subrahmanyam, Marti G.; Sundaram, Rangarajan K.
4-Dec-1995Who Buys and Sells Options: The Role and Pricing of Options in an Economy with Background RiskFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
5-Sep-1996Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background RiskFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
Feb-1998Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background RiskSubrahmanyam, Marti G.; Franke, Günter; Stapleton, Richard C.
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