A Unified Credit and Interest Rate Arbitrage-Free Contingent Claim Model
Thomas S.Y Ho and Sang Bin Lee
The Journal of Fixed Income Winter 2009, 18 (3) 5-17; DOI: https://doi.org/10.3905/JFI.2009.18.3.005
Thomas S.Y Ho
is president of Thomas Ho Company, Ltd., in New York, NY.
Sang Bin Lee
is a professor of finance at Hanyang University in Seoul, Korea.
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A Unified Credit and Interest Rate Arbitrage-Free Contingent Claim Model
Thomas S.Y Ho, Sang Bin Lee
The Journal of Fixed Income Dec 2008, 18 (3) 5-17; DOI: 10.3905/JFI.2009.18.3.005