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~person:"Subrahmanyam, Marti G."
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Subrahmanyam, Marti G.
Feld, Lars P.
166
Arvanitis, Spyridon
163
Wolter, Stefan C.
152
Kirchgässner, Gebhard
138
Zweifel, Peter
133
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127
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Lechner, Michael
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Schaltegger, Christoph A.
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109
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99
Lalive, Rafael
86
Arvanitis, Spyros
81
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81
Fabozzi, Frank J.
77
Sturm, Jan-Egbert
76
Sousa-Poza, Alfonso
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Henneberger, Fred
73
Gerfin, Michael
71
Fischer, Andreas M.
67
Thom, Norbert
67
Borner, Silvio
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Kneschaurek, Francesco
66
Sheldon, George
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Stucki, Tobias
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Siliverstovs, Boriss
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Frölich, Markus
57
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57
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Restoring financial stability : how to repair a failed system
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ECONIS (ZBW)
24
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1
The analysis and valuation of interest rate options
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1992
Persistent link: https://www.econbiz.de/10000838715
Saved in:
2
The valuation of options on portfolios
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
-
1987
Persistent link: https://www.econbiz.de/10000739174
Saved in:
3
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:
4
Centralized clearing for credit derivatives : executive summary
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Financial markets, institutions & instruments
18
(
2009
)
2
,
pp. 168-170
Persistent link: https://www.econbiz.de/10009519957
Saved in:
5
Centralized clearing for credit derivatives
Acharya, Viral V.
;
Engle, Robert F.
;
Figlewski, Stephen
; …
- In:
Restoring financial stability : how to repair a failed …
,
(pp. 251-268)
.
2009
Persistent link: https://www.econbiz.de/10003827517
Saved in:
6
The ex-dividend day behavior of option prices
Kalay, Avner
;
Subrahmanyam, Marti G.
- In:
The journal of business : B
57
(
1984
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10002123113
Saved in:
7
Credit risk and credit derivatives : special issue
Brenner, Menachem
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10001497906
Saved in:
8
Interest rate and foreign exchange risk management products: overview of hedging instruments and strategies
Stapleton, Richard C.
;
Subrahmanyam, Marti G.
- In:
International finance and accounting handbook
,
(pp. 7.1.-7.18)
.
2003
Persistent link: https://www.econbiz.de/10001801311
Saved in:
9
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:
10
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
Saved in:
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