Items where Author is "Subrahmanyam, M G"

Article

Deuskar, P and Gupta, A and Subrahmanyam, M G (2011) Liquidity effect in OTC options markets: Premium or discount? Journal of Financial Markets, 14 (1). pp. 127-160. ISSN 1878-576X

Deuskar, P and Gupta, A and Subrahmanyam, M G (2008) The economic determinants of interest rate option smiles. Journal of Banking and Finance, 32 (5). pp. 714-728. ISSN 1872-6372

Monograph

Deuskar, P and Gupta, A and Subrahmanyam, M G (2008) Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles. Working Paper. SSRN.

Deuskar, P and Gupta, A and Subrahmanyam, M G (2006) Why Do Interest Rate Options Smile? Working Paper. SSRN.

Deuskar, P and Subrahmanyam, M G (2005) The Drivers and Pricing of Liquidity in Interest Rate Option Markets. Working Paper. SSRN.