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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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Evolution of interest rate models : a comparison
Ho, Thomas S. Y. - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 9-20
Persistent link: https://www.econbiz.de/10001223174
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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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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
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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