Part of the Business Commons

Works by R. Trippi in Business

2018

A Comparison of Methodologies for Deriving Implied Interest Rates from Option Prices, R. Trippi, Rebecca Abraham
Rebecca Abraham

Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure, R. Trippi, Rebecca Abraham
Rebecca Abraham

Implicit interest rates versus treasury bill rates (Working paper F-101), R. Trippi, Rebecca Abraham
Rebecca Abraham

1993

Interest Rates Implied in the Prices of S&P 100 Options: Evidence and Implication of an Inverted Ultra-Short Term Structure, R. Trippi, Rebecca Abraham
HCBE Faculty Articles

 

1990

A Comparison of Methodologies for Deriving Implied Interest Rates from Option Prices, R. Trippi, Rebecca Abraham
HCBE Faculty Articles

 

1989

Implicit interest rates versus treasury bill rates (Working paper F-101), R. Trippi, Rebecca Abraham
HCBE Faculty Presentations