N. Arora

Finance · with Bohn · 2005–2012

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom N. Arora trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. John C. Hull
  2. Francis A. Longstaff
  3. Jon Gregory
  4. Halbert White
  5. Darrell Duffie
  6. Robert A. Jarrow
  7. Fan Yu
  8. Pierre Collin-Dufresne

Who trusts N. Arora overall

  1. Stefano Giglio
  2. Rama Cont

Papers from N. Arora's perspective

Ordered by how strongly the researchers N. Arora trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Securities lending, shorting, and pricing
  3. Do Credit Spreads Reflect Stationary Leverage Ratios
  4. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  5. Does a Central Clearing Counterparty Reduce Counterparty Risk
  6. Counterparty Credit Risk : The new challenge for global financial markets
  7. CORRELATED DEFAULTS IN INTENSITY‐BASED MODELS
  8. STRUCTURAL VERSUS REDUCED FORM MODELS: A NEW INFORMATION BASED PERSPECTIVE
  9. Options, Futures, and Other Derivatives
  10. Valuing Credit Default Swaps I

Their papers