Larry Eisenberg
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First Name: | Larry |
Middle Name: | |
Last Name: | Eisenberg |
Suffix: | |
RePEc Short-ID: | pei15 |
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School of Management New Jersey Institute of Technology Newark, NJ 07102 | |
917 829-7781 |
Affiliation
School of Management
New Jersey Institute of Technology
Newark, New Jersey (United States)http://management.njit.edu/
RePEc:edi:smnjius (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Laurence K. Eisenberg, 1995. "Connectivity and Financial Network Shutdown," Working Papers 95-04-041, Santa Fe Institute.
- David F. Babbel & Laurence K. Eisenberg, 1991.
"Quantity-adjusting options and forward contracts,"
FRB Atlanta Working Paper
91-15, Federal Reserve Bank of Atlanta.
- Babbel, D.F. & Eisenberg, L.K., 1991. "Quantity-Adjusting Options and Forward Contracts," Weiss Center Working Papers 29-91, Wharton School - Weiss Center for International Financial Research.
- Babbel, D.F. & Eisenberg, L.K., 1991. "Quantity-adjusting Options and Forward Contracts," Weiss Center Working Papers 24-91, Wharton School - Weiss Center for International Financial Research.
- Laurence K. Eisenberg & Robert A. Jarrow, 1991. "Option pricing with random volatilities in complete markets," FRB Atlanta Working Paper 91-16, Federal Reserve Bank of Atlanta.
- 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.
- David F. Babbel & Laurence K. Eisenberg, 1991. "Generalized put-call parity," FRB Atlanta Working Paper 91-9, Federal Reserve Bank of Atlanta.
- David F. Babbel & Laurence K. Eisenberg, "undated". "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.
- David F. Babbel & Laurence K. Eisenberg, "undated". "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.
- David F. Babbel & Laurence K. Eisenberg, "undated". "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.
Articles
- Eisenberg, Larry, 2011. "Destabilizing properties of a VaR or probability-of-ruin constraint when variances may be infinite," Journal of Financial Stability, Elsevier, vol. 7(1), pages 10-18, January.
- 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.
- 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.
- Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.
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