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Default Risk and the Effective Duration of Bonds
Babbel, David F.; Merrill, Craig; Panning, William - In: Financial analysts' journal : FAJ 53 (1997) 1, pp. 35-44
Persistent link: https://www.econbiz.de/10006317409
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Interest-Rate Option Pricing Revisited
Merrill, Craig; Babbel, David - In: The journal of futures markets 16 (1996) 8, pp. 859-864
Persistent link: https://www.econbiz.de/10007321260
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"Time Diversification and Option Pricing Theory: Another Perspective": Response
Merrill, Craig; Thorley, Steven - In: The journal of portfolio management : a publication of … 23 (1997) 4, pp. 61-63
Persistent link: https://www.econbiz.de/10007369683
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The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds
Han, Bing; Longstaff, Francisa; Merrill, Craig - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2673-2694
Persistent link: https://www.econbiz.de/10007882882
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Insurance theory and challenges facing the development of microinsurance markets
Brau, James C.; Merrill, Craig; Staking, Kim B. - In: Journal of developmental entrepreneurship : JDE ; a … 16 (2011) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10009884874
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Risky loss distributions and modeling the loss reserve pay-out tail
Cummins, J. David; McDonald, James B.; Merrill, Craig - In: Review of applied economics 3 (2007) 1/2, pp. 1-23
Persistent link: https://www.econbiz.de/10009888136
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FEATURE ARTICLES: Time Diversification: Perspectives from Option Pricing Theory
Merrill, Craig; Thorley, Steven - In: Financial analysts' journal : FAJ 52 (1996) 3, pp. 13-19
Persistent link: https://www.econbiz.de/10006318743
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SYMPOSIUM ON TERM STRUCTURE MODELS AND INTEREST RATE VOLATILITY - A NOTE ON THE SOLUTION TO A THREE-FACTOR AFFINE TERM STRUCTURE MODEL - Balduzzi, Das, Foresi, and Sundaram (1996)...
Merrill, Craig; Dutta, Kabir - In: The journal of fixed income 9 (1999) 3, pp. 93
Persistent link: https://www.econbiz.de/10007182903
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The Relation Between Capital Structure, Interest Rate Sensitivity, and Market Value in the Property-Liability Insurance Industry
Staking, Kim B.; Babbel, David F. - In: The journal of risk and insurance : the journal of the … 62 (1995) 4, pp. 690-718
Persistent link: https://www.econbiz.de/10007336157
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Financial Risk Management by Insurers: An Analysis of the Process
Santomero, Anthony M.; Babbel, David F. - In: The journal of risk and insurance : the journal of the … 64 (1997) 2, pp. 231-270
Persistent link: https://www.econbiz.de/10007369906