|
WELCOME TO THE HOMEPAGE OF PROFESSOR RICHARD C. STAPLETON
I am Professor of Finance at Manchester
University, UK. I am also a Professorial
Fellow at the University
of Melbourne, Australia.
My main activities are Research and Teaching.
You can see a brief description of the main areas of my research
and download my current working papers in the research area.
You can view my current teaching activities and course
outlines here.
I am an active consultant mainly to financial institutions.
You can view a list of organisations and topics here.
RECENT PUBLICATIONS
[for full list, you can download my cv]
''Asset Pricing in Discrete Time: A Complete Market Approach''
(with Ser-Huang Poon)
Oxford University Press 2005 Buy Online here
''Standard Risk Aversion and the Demand for Risky Assets in the Presence of background Risk''
(with G Franke and M.G. Subrahmanyam)
Economic Theory 2003
''The Valuation of American-style Swaptions: A Two-factor Spot-futures Model Approach''
(with S Peterson and M Subrahmanyam)
Journal of Financial and Quantitative Analysis 2003
''The Pricing of Options on Credit-Sensitive Bonds''
(with S Peterson)
Schmalenbach Business Review 2003
''The Pricing of Bermudan-Style Options on Correlated Assets
(with S Peterson)
Review of Derivatives Research 2002
''The Implied Volatility of Options: A Test Using UK Data
(with L Copeland and S Poon)
Journal of Business Finance and Accounting 2000
|
|
