Thomas H. Kirschenmann

University of Texas at Austin - Institute for Computational Engineering and Sciences

Graduate Research Assistant

1 University Station C0200

Austin, TX 78712

United States

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Scholarly Papers (1)

1.

Valuation of a New Class of Commodity-Linked Bonds with Partial Indexation Adjustments

Number of pages: 19 Posted: 30 May 2009
Thomas H. Kirschenmann and Ehud I. Ronn
University of Texas at Austin - Institute for Computational Engineering and Sciences and University of Texas at Austin - Department of Finance
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Abstract:

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Commodity-linked bonds, derivative structures, indexation, real rates