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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
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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
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A multi-attribute comparative evaluation of relative risk for a sample of banks
Ronn, Ehud I.
Persistent link: https://www.econbiz.de/10001267299
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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
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A utility-based model of common stock price movements
Litzenberger, Robert H. - In: The journal of finance : the journal of the American … 41 (1986) 1, pp. 67-92
Persistent link: https://www.econbiz.de/10001008811
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Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Bliss, Robert R.; Ronn, Ehud I. - 1997
Persistent link: https://www.econbiz.de/10000975260
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Pricing risk-adjusted deposit insurance : an option-based model
Ronn, Ehud I. - In: The journal of finance : the journal of the American … 41 (1986) 4, pp. 871-895
Persistent link: https://www.econbiz.de/10001015091
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Comment on empirical tests of two state-variable Heath-Jarrow-Morton models
Ronn, Ehud I. - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 477-481
Persistent link: https://www.econbiz.de/10001334598
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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
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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