Tie Su

Associate Professor

  • 330 Citations
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Index options Business & Economics
Black-Scholes Business & Economics
Exercise Business & Economics
Option prices Business & Economics
Warrants Business & Economics
Skewness Business & Economics
Option pricing model Business & Economics
Kurtosis Business & Economics

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Research Output 1996 2018

  • 330 Citations
  • 17 Article
  • 1 Review article

Sell-side financial analysts and the CFA® program

Kang, Q., Li, X. & Su, T., Jan 1 2018, In : Financial Analysts Journal. 74, 2, p. 70-83 14 p.

Research output: Contribution to journalArticle

Financial analysts
Career outcomes
Institutional investors
2 Citations (Scopus)

Mortgage Delivery to the Secondary Market when Interest Rates are Falling

Heuson, A. & Su, T., May 1 2012, In : Financial Review. 47, 2, p. 219-246 28 p.

Research output: Contribution to journalArticle

Interest rates
Secondary market
7 Citations (Scopus)

The value of mortgage prepayment and default options

Chen, Y., Connolly, M., Tang, W. & Su, T., Sep 1 2009, In : Journal of Futures Markets. 29, 9, p. 840-861 22 p.

Research output: Contribution to journalArticle

Mortgage default
Mortgage prepayment
Interest rates
1 Citation (Scopus)

A closer look at Black-Scholes option thetas

Emery, D., Guo, W. & Su, T., Jan 1 2008, In : Journal of Economics and Finance. 32, 1, p. 59-74 16 p.

Research output: Contribution to journalArticle

Asset value
Call option

Completely predictable and fully anticipated? Step ups in warrant exercise prices

Garcia-Feijóo, L., Howe, J. S. & Su, T., Jul 15 2005, In : Applied Economics Letters. 12, 9, p. 561-565 5 p.

Research output: Contribution to journalArticle