Ramaprasad Bhar

According to our database, Ramaprasad Bhar authored at least 2 papers between 1996 and 2006.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2006

The volatility of the instantaneous spot interest rate implied by arbitrage pricing - A dynamic Bayesian approach.

Ramaprasad Bhar, Carl Chiarella, Hing Hung, Wolfgang J. Runggaldier

Autom., 2006

1996

Interest rate futures: estimation of volatility parameters in an arbitrage-free framework.

Ramaprasad Bhar, Carl Chiarella

Proceedings of the IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering, 1996