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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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Fixed income markets and their derivatives
Sundaresan, Suresh M. - 2009 - 3. ed.
Persistent link: https://www.econbiz.de/10003826247
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Option listing and stock returns : an empirical analysis
Detemple, Jérôme B. - In: Journal of banking & finance 14 (1990) 4, pp. 781-801
Persistent link: https://www.econbiz.de/10001096377
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A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.; Garcia, René; Rindisbacher, Marcel - In: The journal of finance : the journal of the American … 58 (2003) 1, pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
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Discriminatory versus uniform treasury auctions : evidence from when-issued transactions
Nyborg, Kjell G.; Sundaresan, Suresh M. - 1995
Persistent link: https://www.econbiz.de/10000979555
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The valuation of options on futures contracts
Ramaswamy, Krishna - In: The journal of finance : the journal of the American … 40 (1985) 5, pp. 1319-1340
Persistent link: https://www.econbiz.de/10001007043
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Interest rate swaps : an empirical investigation
Sun, Tong-sheng - In: Journal of financial economics 34 (1993) 1, pp. 77-99
Persistent link: https://www.econbiz.de/10001149418
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Discriminatory versus uniform Treasury auctions : evidence from when-issued transactions
Nyborg, Kjell G.; Sundaresan, Suresh M. - In: Journal of financial economics 42 (1996) 1, pp. 63-104
Persistent link: https://www.econbiz.de/10001205757
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Fixed income markets and their derivatives
Sundaresan, Suresh M. - 2002 - 2. ed.
Persistent link: https://www.econbiz.de/10001574340
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Y2K options and the liquidity premium in treasury markets
Sundaresan, Suresh M.; Wang, Zhenyu - In: The review of financial studies 22 (2009) 3, pp. 1021-1056
Persistent link: https://www.econbiz.de/10003827705