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Managing interest rate volatility risk : key rate vega
Ho, Thomas S. Y. - In: The journal of fixed income 17 (2007) 3, pp. 6-17
Persistent link: https://www.econbiz.de/10003687329
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A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 18 (2008/09) 3, pp. 5-17
Persistent link: https://www.econbiz.de/10003808952
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Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.; Ho, Thomas S. Y. - In: The journal of fixed income 16 (2007) 4, pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
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Generalized Ho-Lee model : a multi-factor state-time dependent implied volatility function approach
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 17 (2007) 3, pp. 18-37
Persistent link: https://www.econbiz.de/10003687350
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A closed-form multifactor binomial interest rate model
Ho, Thomas S. Y.; Yi, Sang-bin - In: The journal of fixed income 14 (2004) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10002155522