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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

Fixed income markets and their derivatives

Sundaresan, Suresh M. - 2002 - 2. ed.

Persistent link: https://www.econbiz.de/10001574340

Intertemporally dependent preferences and the volatility of consumption and wealth

Sundaresan, Suresh M. - In: The review of financial studies 2 (1989) 1, pp. 73-89

Persistent link: https://www.econbiz.de/10001088712

Comparing returns of US treasuries versus equities : implications for market and portfolio efficiency

Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: Applied financial economics 15 (2005) 17, pp. 1213-1218

Persistent link: https://www.econbiz.de/10003228793

Liability investment with downside risk

Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013

Persistent link: https://www.econbiz.de/10009748525

Liability-driven investment with downside risk

Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 71-87

Persistent link: https://www.econbiz.de/10010246277

Fixed income markets and their derivatives

Sundaresan, Suresh M. - 2009 - 3. ed.

Persistent link: https://www.econbiz.de/10003826247

Continuous-time methods in finance : a review and an assessment

Sundaresan, Suresh M. - 2000

Persistent link: https://www.econbiz.de/10001471305

Nontraded asset valuation with portfolio constraints : a binominal appraoch

Detemple, Jérôme B.; Sundaresan, Suresh M. - In: The review of financial studies 12 (1999) 4, pp. 835-872

Persistent link: https://www.econbiz.de/10001421875

Risk Management Framework for Hedge Funds : Role of Funding and Redemption Options on Leverage

Dai, Qiang - 2011

We develop a model of hedge fund returns, which reflect the contractual relationships between a hedge fund, its investors and its prime brokers. These relationships are modelled as short option positions held by the hedge fund, wherein the 'funding option' reflects the short option position with...

Persistent link: https://www.econbiz.de/10013134520