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Information about:
Larry Eisenberg

Personal Details | Affiliation | Works
This is information that was supplied by Larry Eisenberg in registering through RePEc. If you are Larry Eisenberg , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Larry
Middle Name:
Last Name: Eisenberg
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RePEc Short-ID: pei15

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Homepage:
Postal Address: School of Management New Jersey Institute of Technology Newark, NJ 07102
Phone: 973 642-7263

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Laurence K. Eisenberg, 1995. "Connectivity and Financial Network Shutdown," Working Papers 95-04-041, Santa Fe Institute.

  2. David F. Babbel & Laurence K. Eisenberg, 1991. "Quantity-adjusting options and forward contracts," Working Paper 91-15, Federal Reserve Bank of Atlanta.
    Other versions:

  3. Babbel, D.F. & Eisenberg, L.K., 1991. "Generalized put-Call parity," Weiss Center Working Papers 23-91, Wharton School - Weiss Center for International Financial Research.
    Other versions:

  4. Laurence K. Eisenberg & Robert A. Jarrow, 1991. "Option pricing with random volatilities in complete markets," Working Paper 91-16, Federal Reserve Bank of Atlanta.

  5. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revision of 24-91) (Reprint 041)," Rodney L. White Center for Financial Research Working Papers 29-91, Wharton School Rodney L. White Center for Financial Research.

  6. David F. Babbel & Laurence K. Eisenberg, . "Generalized Put-Call Parity (Reprint 040)," Rodney L. White Center for Financial Research Working Papers 23-91, Wharton School Rodney L. White Center for Financial Research.

  7. David F. Babbel & Laurence K. Eisenberg, . "Quantity-Adjusting Options and Forward Contracts (Revised: 29-91)," Rodney L. White Center for Financial Research Working Papers 24-91, Wharton School Rodney L. White Center for Financial Research.

Articles

  1. Weihua Shi & Larry Eisenberg & Cheng-few Lee, 2009. "Intraday Patterns, Announcement Effects, and Volatility Persistence in the Japanese Government Bond Futures Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 63-85. [Downloadable!] (restricted)

  2. Larry Eisenberg & Chang-tseh Hsieh, 2007. "Implementing risk management systems with a benchmark: a Web-Based DSS approach," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 1(3), pages 293-303, January. [Downloadable!] (restricted)

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This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.