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~person:"Christiansen, Charlotte"
~person:"Subrahmanyam, Marti G."
~isPartOf:"Journal of banking & finance"
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Interest rate derivative
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Zinsderivat
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Option pricing theory
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Christiansen, Charlotte
Subrahmanyam, Marti G.
Gupta, Anurag
2
Abrantes Metz, Rosa Maria Fontes
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Journal of banking & finance
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Economic theory, dynamics and markets : essays in honor of Ryuzo Sato
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Economics letters
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European financial management : the journal of the European Financial Management Association
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R & D / Institut Eropéen d'Administration des Affaires ; Corporate Renewal Initiative : working papers
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ECONIS (ZBW)
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The economic determinants of interest rate option smiles
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 714-728
Persistent link: https://www.econbiz.de/10003702691
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2
Pricing and hedging interest rate options : evidence from cap-floor markets
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 701-733
Persistent link: https://www.econbiz.de/10002516999
Saved in:
3
The analysis and valuation of interest rate options
Stapleton, Richard C.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1079-1095
Persistent link: https://www.econbiz.de/10001156862
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