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Valuation of credit contingent claims : an arbitrage-free credit model
Ho, Thomas S. Y.; Yi, Sang-bin - In: Journal of investment management : JOIM 7 (2009) 3, pp. 49-65
Persistent link: https://www.econbiz.de/10003874375
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Investment, financial system, real output and macro-risk management
Ho, Thomas S. Y.; Yi, Sang-bin - In: Journal of investment management : JOIM 13 (2015) 1, pp. 5-9
Persistent link: https://www.econbiz.de/10011635158
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Impact of credit markets on dynamic stochastic real aggregate production
Ho, Thomas S. Y.; Yi, Sang-bin - In: Journal of investment management : JOIM 13 (2015) 1, pp. 96-115
Persistent link: https://www.econbiz.de/10011635252
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A structural macro-financial model and macro-risk management
Ho, Thomas S. Y.; Yi, Sang-bin - In: Journal of investment management : JOIM 13 (2015) 2, pp. 25-38
Persistent link: https://www.econbiz.de/10011635279
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Equity indices' returns : contingent claims on GDP stochastic movements
Ho, Thomas S. Y.; Yi, Sang-bin - In: Journal of investment management : JOIM 13 (2015) 2, pp. 94-110
Persistent link: https://www.econbiz.de/10011635322
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Valuation of credit contingent claims : an arbitrage-free credit model
Ho, Thomas S. Y.; Lee, Sang Bin - In: Journal of investment management : JOIM 7 (2009) 3, pp. 49-65
Persistent link: https://www.econbiz.de/10009910811