Search results
- ABKEN, Peter A. - MADAN, Dilip B. - RAMAMURTIE, Sailesh. Estimation of Risk-Neutral and Statistical Densities By Hermite Polynomial Approximation : With an Application to Eurodollar Futures Options. 1. ed. Atlanta : Federal Reserve Bank of Atlanta, 1996. 41 s. Working Paper, 96-5. [Copy count : 1, currently available 1, at library only 0]
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- WALL, Larry D. - TALLMAN, Ellis W. - ABKEN, Peter A. The Impact of a Dealer's Failure on OTC Derivatives Market Liquidity During Volatile Periods. 1. ed. Atlanta : Federal Reserve Bank of Atlanta, 1996. 29 s. Working Paper, 96-6. [Copy count : 1, currently available 1, at library only 0]
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- ABKEN, Peter A. - MADAN, Dilip B. - RAMAMURTIE, Sailesh. Pricing S and P 500 Index Options Using a Hilbert Space Basis. 1. ed. Atlanta : Federal Reserve Bank of Atlanta, 1996. 41 s. Working Paper, 96-21. [Copy count : 1, currently available 1, at library only 0]
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- ABKEN, Peter A. Inflation Uncertainty and the Nominal Term Structure : A Survey. 1. ed. Atlanta : Federal Reserve Bank of Atlanta, 1994. 38 s. Working Paper, 94-7. [Copy count : 1, currently available 1, at library only 0]
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- ABKEN, Peter A. Generalized Method of Moments Tests of Forward Rate Processes. 1. ed. Atlanta : Federal Reserve Bank of Atlanta, 1993. 36 s. Working Paper, 93-7. [Copy count : 1, currently available 1, at library only 0]
book