Browsing by Author Stapleton, Richard C.

Showing results 1 to 20 of 24

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.
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.
1994	Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics	Ho, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti 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.
Dec-1994	The Size of Background Risk and the Theory of Risk Bearing	Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
Jul-1995	The Size of Background Risk and the Theory of Risk Bearing	Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
Feb-1998	The Size of Background Risk and the Theory of Risk Bearing	Subrahmanyam, Marti G; Franke, Günter; Stapleton, Richard C.
30-Mar-1999	Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk	Franke, Gunter; Stapleton, Richard C.; Subrahmanyam, Marti G.
Aug-2001	Standard Risk Aversion and the Demand for Risky Assets in the Presence of Background Risk	Franke, G.; Stapleton, Richard C.; Subrahmnyam, Marti G
17-Sep-1996	Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique	Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
29-Sep-1999	The Term Structure of Interest-Rate Future Prices	Stapleton, Richard C.; Subrahmanyam, Marti G.
14-Sep-2001	The Term Structure of Interest-Rate Futures Prices	Stapleton, Richard C.; Subrahmanyam, Marti G.
14-Sep-2001	The Term Structure of Interest-Rate Futures Prices.	Stapleton, Richard C.; Subrahmanyam, Marti G.
Aug-1996	A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates	Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
6-Nov-1996	The Valuation of American-Style Options on Bonds	Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G.
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.
Jan-1999	When are Options Overpriced? The Black-Scholes Model and Alternative Characterizations of the Pricing Kernel	Franke, Guntar; Stapleton, Richard C.; Subrahmanyam, Marti G.

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