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Systemic Bank Risk in Brazil:...
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Barnhill Jr, Theodore M.
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Anderson, Anne M.
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Martzoukos, Spiros H.
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Journal of banking & finance
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The journal of financial research : a publ. of the School of Business Administration, Georgetown University
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Modeling correlated market and credit risk in fixed income portfolios
Barnhill Jr, Theodore M.
;
Maxwell, William F.
- In:
Journal of banking & finance
26
(
2002
)
2
,
pp. 347-374
Persistent link: https://www.econbiz.de/10005890920
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The Survival Zone for a Bond with Both Call and Put Options Embedded
Martzoukos, Spiros H.
;
Barnhill Jr, Theodore M.
- In:
The journal of financial research : a publ. of the …
21
(
1998
)
4
,
pp. 419-430
Persistent link: https://www.econbiz.de/10007347121
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3
CONTINGENT CLAIMS ANALYSIS APPLIED IN CREDIT RISK MODELING
Anderson, Anne M.
;
Maxwell, William
;
Barnhill Jr, …
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 24-31
Persistent link: https://www.econbiz.de/10007162645
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