Innovations

Creating a Live Yield Curve in the Illiquid Muni Market

Journal of Fixed Income (Summer 2017)

Rethinking TIC Calculation - Introducing TIC+

IPREO Newsletter June 2012

The Bonds That Keep on Saving

Public Utilities Fortnightly

TVA's ratchet bonds are reset lower again.

With Estate Puts, Beauty Is in the Eye of the Beholder

CFA Institute: Private Wealth Management Newsletter (August 2009)

A bond with an estate put (or survivor’s option) can be redeemed at face value by the holder’s heirs if the holder dies — an attractive feature to investors with a short life expectancy. How should an investor value such options?

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