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Continuous-time methods in fin...
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Sundaresan, Suresh M.
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Continuous-time methods in finance : a review and an assessment
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1569-1622
Persistent link: https://www.econbiz.de/10001505405
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Futures prices on yields, forward prices, and implied forward prices from term structure
Sundaresan, Suresh M.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10001113528
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3
Corporate bond yield spreads and the term structure
Anderson, Ronald W.
;
Pan, Yonghua
;
Sundaresan, Suresh M.
- In:
Finance : revue de l'Association Française de Finance
21
(
2000
)
2
,
pp. 15-37
Persistent link: https://www.econbiz.de/10001559693
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4
Asset prices and default-free term structure in an equilibrium model of default
Chang, Ganlin
;
Sundaresan, Suresh M.
- In:
The journal of business : B
78
(
2005
)
3
,
pp. 997-1021
Persistent link: https://www.econbiz.de/10003050958
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5
The impact of collateralization on swap rates
Johannes, Michael
;
Sundaresan, Suresh M.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 383-410
Persistent link: https://www.econbiz.de/10003425912
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6
An explanation of negative swap spreads : demand for duration from underfunded pension plans
Klingler, Sven
;
Sundaresan, Suresh M.
-
2018
Persistent link: https://www.econbiz.de/10011866843
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