Theodore M. Barnhill

Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks Operate

Valuation of the quality and the switching options and their impact on treasury bond futures prices

High yield bonds

Perspectives on selection of the optimal cash bond for arbitraging against the treasure bond futures contract

Measuring Integrated Market and Credit Risks in Bank Portfolios

Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages

Assessing fiscal sustainability under uncertainity