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Publications

Year:

Option pricing under regime switching

journal articles
Duan JC, Popova I and Ritchken P
Year
2002

Option Pricing for Co-Integrated Assets

books/monographs
Duan J-C and Pliska SR
Springer Berlin Heidelberg
Year
2002

Does a currency union affect trade? The time-series evidence

conference/seminars
Rose AK and Glick R
Year
2002

Honey, the currency union effect on trade hasn’t blown up

journal articles
Rose AK
Year
2002

Private placements and rights issues in Singapore

journal articles
Tan RSK, Chng PL and Tong YH
Year
2002

Currency unions and international integration

journal articles
Rose AK and Engel C
Year
2002

Uncovered interest parity in crisis

journal articles
Rose AK and Flood RP
Year
2002

Executive Stock Options: Value to the Executive and Cost to the Firm

books/monographs
Srinivasan A, Kadam A and Lakner P
Year
2002

Price formation in the OTC corporate bond markets: A field study of the inter-dealer market

journal articles
Srinivasan A, Saunders A and Walter I
Year
2002

Maximum likelihood estimation of deposit insurance value with interest rate risk

journal articles
Duan JC and Simonato JG
Year
2002