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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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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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Dealer bid-ask quotes and transaction prices: an empirical study of some AMEX options
Ho, Thomas S. Y.; Macris, Richard G. - In: The journal of finance : the journal of the American … 39 (1984) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10003579506
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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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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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Dynamic financial system : complexity, fragility and regulatory principles
Ho, Thomas S. Y.; Palacios, Miguel; Stoll, Hans R. - 2013
Persistent link: https://www.econbiz.de/10009706933
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Regulatory principles for the financial system
Ho, Thomas S. Y.; Palacios, Miguel; Stoll, Hans R. - In: The journal of derivatives : the official publication … 20 (2012) 1, pp. 19-25
Persistent link: https://www.econbiz.de/10009671715
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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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The determinants of bank interest margins : theory and empirical evidence
Ho, Thomas S. Y.; Saunders, Anthony - In: Journal of financial and quantitative analysis : JFQA 16 (1981) 4, pp. 581-599
Persistent link: https://www.econbiz.de/10002860971
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The dynamics of dealer markets under competition
Ho, Thomas S. Y.; Stoll, Hans R. - In: The journal of finance : the journal of the American … 38 (1983) 4, pp. 1053-1074
Persistent link: https://www.econbiz.de/10002860985