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Pricing defaultable coupon bonds under a jump-diffuson process
Wong, Mark C. W.; Hodges, Stewart D. - In: The journal of fixed income 12 (2002) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10001725705
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Term-structure slope risk : convexity revisited
Hodges, Stewart D.; Parekh, Naru - In: The journal of fixed income 16 (2006) 3, pp. 54-59
Persistent link: https://www.econbiz.de/10003422034
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Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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A Note on the Models of Hull and White for Pricing Options on the Term Structure
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 89-96
Persistent link: https://www.econbiz.de/10007331239
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Efficient and Flexible Bond Option Valuation in the Heath, Jarrow, and Morton Framework
Carverhill, Andrew; Pang, Kin - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10007331242
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TERM STRUCTURE SLOPE RISK: Convexity Revisited
Hodges, Stewart; Parekh, Naru - In: The journal of fixed income 16 (2006) 3, pp. 54-59
Persistent link: https://www.econbiz.de/10007609689