Ramaprasad Bhar

Publication Activity (10 Years)

Years Active: 1996-2006
Publications (10 Years): 0

Publications

Ramaprasad Bhar, Carl Chiarella, Hing Hung, Wolfgang J. Runggaldier
The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach. Autom. 42 (8) (2006)
Ramaprasad Bhar, Carl Chiarella
Interest rate futures: estimation of volatility parameters in an arbitrage-free framework. CIFEr (1996)