Browsing All of EconStor by Author Wang, Zhenyu
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
2006 | Y2K options and the liquidity premium in treasury bond markets | Sundaresan, Suresh; Wang, Zhenyu |
2006 | Empirical evaluation of asset pricing models: Arbitrage and pricing errors over contingent claims | Wang, Zhenyu; Zhang, Xiaoyan |
2008 | The effect of the term auction facility on the London inter-bank offered rate | McAndrews, James; Sarkar, Asani; Wang, Zhenyu |
2009 | Valuing the Treasury's Capital Assistance Program | Glasserman, Paul; Wang, Zhenyu |
2010 | Design of contingent capital with a stock price trigger for mandatory conversion | Sundaresan, Suresh; Wang, Zhenyu |
2010 | Performance maximization of actively managed funds | Guasoni, Paolo; Huberman, Gur; Wang, Zhenyu |