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Browsing by Author Stapleton, Richard C.

Showing results 1 to 20 of 24
Issue DateTitleAuthor(s)
5-May-1998An Arbitrage-free Two-factor Model of the Term Structure of Interest Rates: A Multivariate Binomial ApproachSubrahmanyam, Marti G.; Peterson, Sandra; Stapleton, Richard C.
9-Jan-2012Background Risk and Trading in a Full-Information Rational Expectations EconomySubrahmanyam, Marti G.; Stapleton, Richard C.; Zeng, Qi
Dec-1994Correlation Risk, Cross-Market Derivative Products, and Portfolio PerformanceHo, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
1994Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance CharacteristicsHo, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti G.
7-Feb-1997The Pricing of Market-to-Market Contingent Claims in a No-Arbitrage EconomySatchell, Stephen E.; Stapleton, Richard C.; Subrahmanyam, Marti G.
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.
Feb-1998The Size of Background Risk and the Theory of Risk BearingSubrahmanyam, Marti G; Franke, G√ľnter; Stapleton, Richard C.
30-Mar-1999Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background RiskFranke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
Aug-2001Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background RiskFranke, G.; Stapleton, Richard C.; Subrahmnyam, 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.
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
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.
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