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Federal Reserve Bank of New York
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Results 1-6 of 6.
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Year of Publication
Title
Author(s)
2008
The effect of the term auction facility on the London inter-bank offered rate
McAndrews, James
;
Sarkar, Asani
;
Wang, Zhenyu
2006
Y2K options and the liquidity premium in treasury bond markets
Sundaresan, Suresh
;
Wang, Zhenyu
2010
Design of contingent capital with a stock price trigger for mandatory conversion
Sundaresan, Suresh
;
Wang, Zhenyu
2006
Empirical evaluation of asset pricing models: Arbitrage and pricing errors over contingent claims
Wang, Zhenyu
;
Zhang, Xiaoyan
2009
Valuing the Treasury's Capital Assistance Program
Glasserman, Paul
;
Wang, Zhenyu
2010
Performance maximization of actively managed funds
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
Author
2
Sundaresan, Suresh
1
Glasserman, Paul
1
Guasoni, Paolo
1
Huberman, Gur
1
McAndrews, James
1
Sarkar, Asani
1
Zhang, Xiaoyan
year of Publication
2
2010
1
2009
1
2008
2
2006