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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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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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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