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Publications by Suresh M. Sundaresan

A Simple Unified Model for Pricing Derivative Securities With Equity, Interest-Rate, and Default Risk

SSRN Electronic Journal

English

Pricing Collateralized Swaps

SSRN Electronic Journal

English

Related publications

Nonparametric Pricing of Interest Rate Derivative Securities

English

Lattice Methods for No-Arbitrage Pricing of Interest Rate Securities

Journal of Derivatives

English

Pricing Interest Rate Caps and Floors Under the Pearson-Sun Interest Rate Model

Applied Mathematical Sciences

Applied Mathematics

English

Swap Pricing With Two-Sided Default Risk in a Rating-Based Model

SSRN Electronic Journal

English

A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

SSRN Electronic Journal

English

Ruin Problems for a Discrete Time Risk Model With Random Interest Rate

Mathematical Methods of Operations Research

Management Science

Operations Research

English

Probability Weighting and Default Risk: A Solution for Asset Pricing Puzzles

SSRN Electronic Journal

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Pricing and Hedging Derivative Securities With Neural Networks: Bayesian Regularization, Early Stopping, and Bagging

IEEE Transactions on Neural Networks

English

Applications of Δ-Function Perturbation to the Pricing of Derivative Securities

Physica A: Statistical Mechanics and its Applications

Condensed Matter Physics

English