Theodore M. Barnhill

• High yield bonds
• Assessing fiscal sustainability under uncertainity
• Measuring Integrated Market and Credit Risks in Bank Portfolios
• Perspectives on selection of the optimal cash bond for arbitraging against the treasure bond futures contract
• Stochastic Volatilities and Correlations, Extreme Values and Modeling the Macroeconomic Environment, under Which Brazilian Banks Operate
• Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages
• Valuation of the quality and the switching options and their impact on treasury bond futures prices