A. R. Radhakrishnan

New York University (NYU) - Department of Finance

44 West 4th Street

9-190 P

New York, NY 10012-1126

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 15,046

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Top 15,046

in Total Papers Downloads

3,431

SSRN CITATIONS

0

CROSSREF CITATIONS

4

Scholarly Papers (3)

1.

Does Correlation Matter in Pricing Caps and Swaptions?

Number of pages: 24 Posted: 21 Sep 1998
A. R. Radhakrishnan
New York University (NYU) - Department of Finance
Downloads 1,276 (16,261)
Citation 2

Abstract:

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2.

An Empirical Study of the Convergence Properties of the Non-Recombining HJM Forward Rate Tree in Pricing Interest Rate Derivatives

Number of pages: 23 Posted: 04 Sep 1998
A. R. Radhakrishnan
New York University (NYU) - Department of Finance
Downloads 1,130 (19,522)
Citation 3

Abstract:

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3.

Mispricing of Discount Bond Options in the Black-Derman-Toy Model Calibrated to Term Structure and Cap Volatilities: An Empirical Study

Number of pages: 22 Posted: 21 Sep 1998
A. R. Radhakrishnan
New York University (NYU) - Department of Finance
Downloads 1,025 (22,576)
Citation 1

Abstract:

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