Subrahmanyam, Marti G., 1946-....
Subrahmanyam, Marti G.
Subrahmanyam, Marti, 1946-
Subrahmanyam, M. G.
Marti G. Subrahmanyam
Subrahmanyam, M. G. (Marti G.), 1946-
VIAF ID: 201455185 (Personal)
Permalink: http://viaf.org/viaf/201455185
Preferred Forms
- 100 0 _ ‡a Marti G. Subrahmanyam
- 200 _ | ‡a Subrahmanyam ‡b Marti G. ‡f 1946-....
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- 100 1 _ ‡a Subrahmanyam, Marti G. (sparse)
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- 100 1 _ ‡a Subrahmanyam, Marti G. ‡d 1946-
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- 100 1 _ ‡a Subrahmanyam, Marti G., ‡d 1946-
- 100 1 _ ‡a Subrahmanyam, Marti G., ‡d 1946-....
- 100 1 _ ‡a Subrahmanyam, Marti, ‡d 1946-
4xx's: Alternate Name Forms (7)
5xx's: Related Names (3)
- 510 2 _ ‡a Leonard N. Stern School of Business ‡b Department of Finance ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a NYU Shanghai ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Cambridge ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
---|---|
An analytical approach to the valuation of American path-dependent options | |
Capital market equilibrium and corporate financial decisions | |
Collateral eligibility of corporate debt in the eurosystem | |
Corona and banking - A financial crisis in slow motion? An evaluation of the policy options | |
Corona and Financial Stability 2.0: Act jointly now, but also think about tomorrow | |
Corona and financial stability 3.0: try equity - risk sharing for companies, large and small | |
Corona and financial stability 4.0: implementing a european pandemic equity fund | |
Correlation risk, cross-market derivative products, and portfolio performance | |
Credit risk and the pricing of Japanese yen interest rate swaps | |
Default risk, resolutionof uncertainity [!] and the interest rate on corporate loans | |
Financial options : from theory to practice | |
Internet appendix for "coming early to the party" | |
Lighting up the dark liquidity in the German corporate bond market | |
Low-latency trading and price discovery: evidence from the Tokyo stock exchange in the pre-opening and opening periods | |
The market model and capital asset pricing theory : a note | |
Paying for market liquidity : competition and incentives | |
The pricing of marked-to-market contingent claims in a no-arbitrage economy | |
Recent advances in corporate finance | |
Risk, incentives, and managerial behavior | |
The size of background risk and the theory of risk bearing | |
The term structure of interest-rate futures prices | |
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique | |
The valuation of American-style swaptions in a two-factor spot-futures model | |
When are options overpriced? : the Black-Scholes model and alternative characterisations of the pricing kernel | |
Who buys and who sells options the role and pricing of options in an economy with background risk |