T
Theodore M. Barnhill
7 works on record
Works
High yield bonds
Assessing fiscal sustainability under uncertainity
Assessing fiscal sustainability under uncertainity
2003
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks Operate
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks Operate
Measuring Integrated Market and Credit Risks in Bank Portfolios
Measuring Integrated Market and Credit Risks in Bank Portfolios
Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages
Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages
Perspectives on selection of the optimal cash bond for arbitraging against the treasure bond futures contract
Perspectives on selection of the optimal cash bond for arbitraging against the treasure bond futures contract
Valuation of the quality and the switching options and their impact on treasury bond futures prices
Valuation of the quality and the switching options and their impact on treasury bond futures prices