A Valuation Model for Embedded Options in Municipal Bonds

Aarons S. Gurwitz; Peter Knez; Suresh Wadhwani

doi:10.3905/jfi.1992.408038

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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