Narrow search
Showing 1 - 3 of 3
Cover Image
A multifactor spot rate model for the pricing of interest rate derivatives
Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, … - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 847-880
Persistent link: https://www.econbiz.de/10001859311
Cover Image
Marketability of assets and the price of risk
Stapleton, R. C.; Subrahmanyam, M. G. - In: Journal of financial and quantitative analysis : JFQA 14 (1979) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10002877190
Cover Image
Liquidity and arbitrage in the market for credit risk
Nashikkar, Amrut; Subrahmanyam, Marti G.; Mahanti, Sriketan - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 627-656
Persistent link: https://www.econbiz.de/10009385041