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Interest rate futures options and interest rate options
Ho, Thomas S. Y. - In: The financial review : the official publication of the … 25 (1990) 3, pp. 345-370
Persistent link: https://www.econbiz.de/10001143198
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Term structure movements and pricing interest rate contingent claims
Ho, Thomas S. Y. - In: The journal of finance : the journal of the American … 41 (1986) 5, pp. 1011-1029
Persistent link: https://www.econbiz.de/10001015026
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The pricing of corporate bond provisions under interest rate risks
Ho, Thomas S. Y. - In: Research in finance 7 (1988), pp. 139-162
Persistent link: https://www.econbiz.de/10001082930
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The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions
Ho, Thomas S. Y.; Lee, Sang Bin - 2004
Persistent link: https://www.econbiz.de/10001792333
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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
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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 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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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