A Valuation Model for Embedded Options in Municipal Bonds

Aarons S. Gurwitz; Peter Knez; Suresh Wadhwani

doi:10.3905/jfi.1992.408038

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

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.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Suresh Wadhwani

A Vice President in the Fixed Income Research Department at Goldman, Sachs & Co.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Fixed Income

Vol. 2, Issue 1

Summer 1992

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Fixed Income.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following A Valuation Model for Embedded Options in Municipal Bonds

Message Subject (Your Name) has sent you a message from The Journal of Fixed Income

Message Body (Your Name) thought you would like to see the The Journal of Fixed Income web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

A Valuation Model for Embedded Options in Municipal Bonds