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~person:"Gupta, Anurag"
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Interest rate derivative
5
Zinsderivat
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Gupta, Anurag
Hess, Dieter
17
Chiarella, Carl
15
Hautsch, Nikolaus
15
Subrahmanyam, Marti G.
15
Björk, Tomas
14
Herwartz, Helmut
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Moessner, Richhild
13
Joshi, Mark S.
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Pelsser, Antoon André Jean
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Rebonato, Riccardo
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Schlögl, Erik
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Upper, Christian
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Bhar, Ramaprasad
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Bianchetti, Marco
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Mercurio, Fabio
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Moraleda Novo, Juan Manuel
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Sandmann, Klaus
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Akram, Tanweer
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Fang, Victor
10
Mamun, Khawaja Abdullah al
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Söderlind, Paul
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Werner, Thomas
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White, Alan
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Chen, Ren-Raw
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Fabozzi, Frank J.
9
Ito, Takayasu
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Jarrow, Robert A.
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Miltersen, Kristian R.
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7
Azad, A. S. M. Sohel
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Blaskowitz, Oliver
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Journal of banking & finance
2
Journal of financial economics
1
Journal of financial markets
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
5
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1
Liquidity effect in OTC options markets : premium or discount?
Deuskar, Prachi
;
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 127-160
Persistent link: https://www.econbiz.de/10009267085
Saved in:
2
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
Saved in:
3
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:
4
Hedging in the possible presence of unspanned stochastic volatility : evidence from swaption markets
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 2219-2248
Persistent link: https://www.econbiz.de/10001797838
Saved in:
5
An empirical examination of the convexity bias in the pricing of interest rate swaps
Gupta, Anurag
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 239-279
Persistent link: https://www.econbiz.de/10001448506
Saved in:
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