Theodore M. Barnhill
Identifiers
- Open LibraryOL6106144A
Top Subjects
- Financial crises -- Developing countries -- Econometric models (1)
- Fiscal policy -- Developing countries -- Econometric models (1)
- Risk assessment -- Developing countries -- Econometric models (1)
Books by Theodore M. Barnhill
Total count: 6
-
Perspectives on selection of the optimal cash bond for arbitraging against the treasure bond futures contractCenter for the Study of Futures Markets, Columbia Business School1986-01-01
-
Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitragesCenter for the Study of Futures Markets, Columbia Business School1987-01-01
-
Valuation of the quality and the switching options and their impact on treasury bond futures pricesCenter for the Study of Futures Markets, Columbia Business School1987-01-01
-
Assessing fiscal sustainability under uncertainityInternational Monetary Fund, Fiscal Affairs Department2003-01-01
-
Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks OperateInternational Monetary Fund2007-01-01
-
Modeling Correlated Systemic Liquidity and Solvency Risks in a Financial Environment with Incomplete InformationInternational Monetary Fund2011-01-01