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Theodore M. Barnhill | lit.salon

Author

Theodore M. Barnhill

TM

Author record

7 works

2003–2007 across 2 dated works

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Assessing fiscal sustainability under uncertainity2003
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks Operate2007
With Marcos Souto

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7 works

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Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks Operate2007
With Marcos Souto
3 editions
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Assessing fiscal sustainability under uncertainity2003
1 edition
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Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages1987
1 edition
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Perspectives on selection of the optimal cash bond for arbitraging against the treasure bond futures contract1986
1 edition
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Valuation of the quality and the switching options and their impact on treasury bond futures prices1987
1 edition
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High yield bonds
Date unknown
0 editions
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Measuring Integrated Market and Credit Risks in Bank Portfolios An Application to a Set of Hypothetical Banks Operation in South Africa2000
With International Monetary Fund, Liliana Schumacher, Panagiotis Papapanagiotou
1 edition
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