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type_genre:"Gutachten"
~person:"Subrahmanyam, Marti G."
~type_genre:"Amtliche Publikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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Interest rate derivative
7
Theorie
7
Theory
7
Zinsderivat
7
Interest rate
6
Zins
6
Yield curve
5
Zinsstruktur
5
Derivat
4
Derivative
4
Option pricing theory
4
Optionspreistheorie
4
Volatility
2
Volatilität
2
1957-1996
1
1990-2000
1
Betriebliche Finanzwirtschaft
1
CAPM
1
Corporate finance
1
Credit risk
1
Currency derivative
1
EU countries
1
EU-Staaten
1
Estimation
1
Euribor
1
Euribor market
1
Euro interest rate markets
1
Geldmarkt
1
Hedging
1
Interest rate options
1
Japan
1
Kreditrisiko
1
Libor
1
Liquidity
1
Liquidität
1
Managerial finance
1
Manipulation
1
Money market
1
OTC market
1
OTC options markets
1
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Article
11
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Gutachten
Amtliche Publikation
Article in journal
Aufsatzsammlung
Aufsatz in Zeitschrift
11
Arbeitspapier
5
Graue Literatur
5
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5
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11
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Subrahmanyam, Marti G.
Hsing, Yu
44
Cebula, Richard J.
40
Belke, Ansgar
21
Caporale, Guglielmo Maria
20
Akram, Tanweer
18
Gil-Alaña, Luis A.
18
Gupta, Rangan
18
Berument, Hakan
15
Ito, Takayasu
15
Artus, Patrick
14
Hein, Scott E.
14
Jareño, Francisco
14
Thornton, Daniel L.
14
Baghestani, Hamid
13
Bhar, Ramaprasad
13
Fuerst, Timothy S.
13
Nautz, Dieter
13
Wolters, Jürgen
13
Apergēs, Nikolaos
12
Carlstrom, Charles T.
12
Haan, Jakob de
12
Klose, Jens
12
Papell, David H.
12
Siklos, Pierre L.
12
Svensson, Lars E. O.
12
Williams, John C.
12
Österholm, Pär
12
Chiarella, Carl
11
Fendel, Ralf
11
McKinnon, Ronald I.
11
Arestis, Philip
10
Chen, Ren-Raw
10
Chen, Son-nan
10
Froyen, Richard T.
10
Horváth, Roman
10
Jarrow, Robert A.
10
Neuenkirch, Matthias
10
Nikolsko-Rzhevskyy, Alex
10
Orphanides, Athanasios
10
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Journal of banking & finance
4
Essays in financial economics in memory of Irwin Friend
1
European financial management : the journal of the European Financial Management Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of financial markets
1
The journal of finance : the journal of the American Finance Association
1
The journal of fixed income
1
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ECONIS (ZBW)
11
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11
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1
The manipulation potential of Libor and Euribor
Eisl, Alexander
;
Jankowitsch, Rainer
;
Subrahmanyam, Marti G.
- In:
European financial management : the journal of the …
23
(
2017
)
4
,
pp. 604-647
Persistent link: https://www.econbiz.de/10011770824
Saved in:
2
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:
3
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
Saved in:
4
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
Saved in:
5
The valuation of American options on bonds
Ho, Teng-suan
- In:
Journal of banking & finance
21
(
1997
)
11
,
pp. 1487-1513
Persistent link: https://www.econbiz.de/10001236735
Saved in:
6
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:
7
Default risk, resolution of uncertainty and the interest rate on corporate loans
Nabar, Prafulla G.
- In:
Essays in financial economics in memory of Irwin Friend
,
(pp. 221-245)
.
1988
Persistent link: https://www.econbiz.de/10001273314
Saved in:
8
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:
9
Transmission of swap spreads and volatilities in the Japenese swap market
Eom, Young Ho
;
Subrahmanyam, Marti G.
;
Uno, Jun
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10001725689
Saved in:
10
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:
1
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