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Stapleton, Richard C.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
3,789 |
Total
Citations
129 |
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1.
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The Term Structure of Interest-Rate Futures Prices
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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13 Dec 99
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Last Revised:
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07 Nov 08
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861
(11,737)
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6
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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32
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6
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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42
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6
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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787
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6
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2.
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The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model
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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
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Posted:
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04 Jul 01
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Last Revised:
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23 Dec 08
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775
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3
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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
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84
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2
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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
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27
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2
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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
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664
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3.
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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
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499
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4.
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Chung, San-Lin
National Central University at Taiwan - Department of Finance Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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458
(28,635)
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5
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American option, non-uniform convergence, Richardson extrapolation, Repeated-Richardson extrapolation
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5.
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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
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292
(49,760)
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1
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6.
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Ho, T.S.
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
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112
(124,679)
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1
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Correlation Risk, Derivatives, Portfolio Performance, Exchange Risk
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7.
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Peterson, Sandra
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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100
(135,303)
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Credit Risk, Bonds, Options
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8.
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An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach
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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
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Posted:
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15 Oct 98
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Last Revised:
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20 Apr 09
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100
(135,303)
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2
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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
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100
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2
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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
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0
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9.
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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89
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6
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10.
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Ho, T.S.
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
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77
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11.
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Franke, Guntar
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
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62
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21
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12.
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Ho, T.S.
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
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59
(185,488)
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4
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American Bond Options, Stochastic Interest Rates
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13.
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Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk
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Franke, Gunter
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
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Posted:
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20 May 98
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Last Revised:
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13 Apr 09
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50
(200,611)
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24
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Subrahmanyam, Marti G.
New York University - Stern School of Business Franke, Günter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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15
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24
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Franke, Gunter
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
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35
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24
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Franke, Guenter
University of Konstanz - Department of Economics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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14.
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Ho, Teng-Suan
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
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48
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18
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15.
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The Size of Background Risk and the Theory of Risk Bearing
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Versions (2)
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Franke, Gunter
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
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Posted:
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11 Nov 08
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Last Revised:
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16 Dec 08
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32
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Franke, Gunter
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
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10
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Franke, Gunter
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
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22
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Background risk, derived utility, sharing rules
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16.
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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
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30
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17.
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Subrahmanyam, Marti G.
New York University - Stern School of Business Franke, Günter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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29
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18.
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Ho, T.S.
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
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27
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8
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19.
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Franke, Gunter
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
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26
(255,185)
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1
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20.
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Franke, G.
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
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22
(268,490)
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1
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21.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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19
(278,945)
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2
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22.
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Franke, Gunter
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
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12
(303,875)
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26
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23.
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Subrahmanyam, Marti G.
New York University - Stern School of Business Franke, Günter
affiliation not provided to SSRN Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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10
(310,607)
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24.
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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
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25.
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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26.
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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27.
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Copeland, Laurence
Cardiff University - Cardiff Business School Poon, Ser-Huang
University of Manchester - Business School Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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28.
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Franke, Guenter
University of Konstanz - Department of Economics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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29.
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Adedeji, Abimbola
University of Birmingham - The Birmingham Business School Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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30.
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Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance
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31.
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Franke, Guenter
University of Konstanz - Department of Economics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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32.
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The Risk of a Currency Swap: A Multivariate-Binomial Methodology
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Show Abstracts |
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Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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13 Jun 97
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Last Revised:
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17 Sep 98
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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33.
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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34.
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Satchell, Stephen E.
University of Cambridge - Faculty of Economics and Politics Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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35.
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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36.
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Correlation Risk, Cross-Market Derivative Products, and Portfolio Performance
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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08 Mar 95
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Last Revised:
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14 Feb 01
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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37.
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Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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Posted:
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01 Dec 94
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Last Revised:
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10 Feb 98
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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0
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Ho, T. S.
Lancaster University Stapleton, Richard C.
University of Strathclyde, Glasgow - Department of Accounting and Finance Subrahmanyam, Marti G.
New York University - Stern School of Business
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