Nicolae Gârleanu

affiliation not provided to SSRN

No Address Available

SCHOLARLY PAPERS

4

DOWNLOADS

306

CITATIONS

0

Scholarly Papers (4)

1.
Downloads 136 (208,945)

Demand-Based Option Pricing

NYU Working Paper No. S-DRP-06-01
Number of pages: 48 Posted: 05 Nov 2008
Nicolae Gârleanu, Lasse Heje Pedersen and Allen M. Poteshman
affiliation not provided to SSRN, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 136 (209,578)

Abstract:

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Demand-Based Option Pricing

The Review of Financial Studies, Vol. 22, Issue 10, pp. 4259-4299, 2009
Posted: 28 Sep 2009
Nicolae Gârleanu, Lasse Heje Pedersen and Allen M. Poteshman
affiliation not provided to SSRN, AQR Capital Management, LLC and University of Illinois at Urbana-Champaign - Department of Finance

Abstract:

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Valuation in Over-the-Counter Markets

NYU Working Paper No. S-MF-04-04
Number of pages: 39 Posted: 12 Nov 2008
Darrell Duffie, Nicolae Gârleanu and Lasse Heje Pedersen
Stanford University, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 64 (345,317)

Abstract:

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Valuation in Over-the-Counter Markets

The Review of Financial Studies, Vol. 20, Issue 6, pp. 1865-1900, 2007
Posted: 26 Jun 2008
Darrell Duffie, Nicolae Gârleanu and Lasse Heje Pedersen
Stanford University, affiliation not provided to SSRN and AQR Capital Management, LLC

Abstract:

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G1, G12, G14, D83, D4, D52

3.

Over-the-Counter Markets

NYU Working Paper No. S-MF-04-05
Number of pages: 37 Posted: 12 Nov 2008
Darrell Duffie, Nicolae Gârleanu and Lasse Heje Pedersen
Stanford University, affiliation not provided to SSRN and AQR Capital Management, LLC
Downloads 106 (251,521)

Abstract:

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4.

Design and Renegotiation of Debt Covenants

The Review of Financial Studies, Vol. 22, Issue 2, pp. 749-781, 2009
Posted: 25 Jan 2009
Nicolae Gârleanu and Jeffrey Zwiebel
affiliation not provided to SSRN and Stanford Graduate School of Business

Abstract:

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G32, G33, G34, D23, D86