Issue Date | Title | Author(s) |
14-Sep-2001 | The Term Structure of Interest-Rate Futures Prices. | Stapleton, Richard C.; Subrahmanyam, Marti G. |
Jul-2000 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
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. |
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. |
3-Oct-2005 | Intermediation and Value Creation in an Incomplete Market: Implications for Securitization | Gaur, Vishal; Seshadri, Sridhar; Subrahmanyam, Marti G. |