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Ronn, Ehud I.
15
Bliss, Robert R.
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1
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Journal of banking & finance
3
Advances in futures and options research : a research annual
2
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2
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1
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1
Risk management : challenge and opportunity ; with 125 tables
1
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ECONIS (ZBW)
15
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1
A new linear programming approach to bond portfolio management
Ronn, Ehud I.
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
4
,
pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
Saved in:
2
The pricing of FIREARMs (falling interest rate adjustable-rate mortgages)
Flesaker, Bjorn
- In:
The journal of real estate finance and economics
6
(
1993
)
2
,
pp. 251-275
Persistent link: https://www.econbiz.de/10001169276
Saved in:
3
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
- In:
The journal of business : B
71
(
1998
)
2
,
pp. 211-252
Persistent link: https://www.econbiz.de/10001239857
Saved in:
4
To call or not to call? : Optimal call policies for callable US Treasury bonds
Bliss, Robert R.
- In:
Economic review
80
(
1995
)
6
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001201634
Saved in:
5
A simple time-varying binomial model for the valuation of interest rate-contingent claims
Ronn, Ehud I.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 89-111
Persistent link: https://www.econbiz.de/10001123294
Saved in:
6
The implied volatility of US interest rates : evidence from callable US treasuries
Bliss, Robert R.
;
Ronn, Ehud I.
-
1995
Persistent link: https://www.econbiz.de/10000925735
Saved in:
7
Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.
;
Ronn, Ehud I.
-
1997
Persistent link: https://www.econbiz.de/10000975260
Saved in:
8
The valuation of default risk in corporate bonds and interest rate swaps
Nielsen, Soren S.
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 175-196
Persistent link: https://www.econbiz.de/10001226756
Saved in:
9
Risk-based capital adequacy standards for a sample of 43 major banks
Ronn, Ehud I.
- In:
Journal of banking & finance
13
(
1989
)
1
,
pp. 21-29
Persistent link: https://www.econbiz.de/10001064757
Saved in:
10
Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates
Bliss, Robert R.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
3
,
pp. 591-610
Persistent link: https://www.econbiz.de/10001072886
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