Selected Entire List   Peterson, Sandra  SSRN Author Rank: 12,500 by Downloads  affiliation not provided to SSRN   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Peterson, Sandra's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 1,795 Total Citations 6 Papers (7) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | View 3 Versions | Show Abstracts | Hide Abstracts| NYU Working Paper No. S-DRP-01-14 NYU Working Paper No. FIN-01-041 EFA 2001 Barcelona Meetings The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Show Abstracts | Hide Abstracts | Versions (3) | hide multiple versions | Export Bibliographic Info | Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 04 Jul 01 Last Revised: 23 Dec 08 774 (13,790) 3 The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Show Abstract Hide Abstract | Download | NYU Working Paper No. S-DRP-01-14 Working Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 07 Nov 08 84 2   The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Show Abstract Hide Abstract | Download | NYU Working Paper No. FIN-01-041 Working Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 03 Nov 08 27 2   The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Show Abstract Hide Abstract | Download | EFA 2001 Barcelona Meetings Working Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 04 Jul 01 663 3   2.   The Valuation of American-style Swaptions in a Two-factor Spot Futures Model | Show Abstract Hide Abstract | Download | Working Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 15 Jan 00 499 (25,515)   3.   Long-Term Portfolio Choice Given Uncertain Personal Savings | Show Abstract Hide Abstract | Download | EFA 2002 Berlin Meetings Presented Paper Working Paper Series Franke, Guenter University of Konstanz - Department of Economics Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Posted: 12 May 02 292 (49,622) 1 4.   An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach | View 2 Versions | Show Abstracts | Hide Abstracts| NYU Working Paper No. FIN-98-070 Working Paper An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Subrahmanyam, Marti G. New York University - Stern School of Business Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Posted: 15 Oct 98 Last Revised: 20 Apr 09 100 (134,984) 2 An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach | Show Abstract Hide Abstract | Download | NYU Working Paper No. FIN-98-070 Working Paper Series Subrahmanyam, Marti G. New York University - Stern School of Business Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Posted: 11 Nov 08 100 2   An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach | Show Abstract Hide Abstract | Working Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 15 Oct 98 0     5.   The Pricing of Options on Credit-Sensitive Bonds | Show Abstract Hide Abstract | Download | Schmalenbach Business Review, Vol. 55, July 2003 Accepted Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Posted: 03 Jun 04 100 (134,984)   Credit Risk, Bonds, Options 6.   The Valuation of American-Style Swaptions in a Two-Factor Spot-Futures Model1 | Show Abstract Hide Abstract | Download | NYU Working Paper No. FIN-99-078 Working Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 11 Nov 08 30 (242,871)   7.   A Multifactor Spot Rate Model for the Pricing of Interest Rate Derivatives | Show Abstract Hide Abstract | Journal of Financial and Quantitative Analysis, No. 38, December 2003 Accepted Paper Series Peterson, Sandra affiliation not provided to SSRN Stapleton, Richard C. University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G. New York University - Stern School of Business Posted: 17 Nov 03   Records 1 - 7 of 7 matches [ 1 ]

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