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The Journal of Fixed Income

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Primary Article

A Valuation Model for Embedded Options in Municipal Bonds

Aarons S. Gurwitz, Peter Knez and Suresh Wadhwani
The Journal of Fixed Income Summer 1992, 2 (1) 102-111; DOI: https://doi.org/10.3905/jfi.1992.408038
Aarons S. Gurwitz
A Vice President in the Fixed Income Research Department at Goldman, Sachs & Co.
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Peter Knez
Assistant Professor at the University of Wisconsin, was an Associate in the Fixed Income Research Department at Goldman, Sachs & Co. at the time the model described in this article was developed.
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Suresh Wadhwani
A Vice President in the Fixed Income Research Department at Goldman, Sachs & Co.
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The Journal of Fixed Income
Vol. 2, Issue 1
Summer 1992
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A Valuation Model for Embedded Options in Municipal Bonds
Aarons S. Gurwitz, Peter Knez, Suresh Wadhwani
The Journal of Fixed Income Jun 1992, 2 (1) 102-111; DOI: 10.3905/jfi.1992.408038

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A Valuation Model for Embedded Options in Municipal Bonds
Aarons S. Gurwitz, Peter Knez, Suresh Wadhwani
The Journal of Fixed Income Jun 1992, 2 (1) 102-111; DOI: 10.3905/jfi.1992.408038
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