Sutherlands Edinburgh

Research

• Modelling Emerging Bond Markets (2007)
• Modelling Credit Risky Bonds Using Curve Fitting LP Models (2007)
• Arbitrage Opportunities in Over the Counter Bond Markets and Related Derivatives (2007)
• Valuing Convertible Bonds Using Transition Based Pricing Methods (2007)
• Applying the Jarrow Lando Turnbull to High Yield and Sub-Investment Bonds (2006)
• Linear and Non-Linear Pricing Methods for Corporate Bonds (2006)
• Applying Merton, JLT and Duffie & Singleton to the US Dollar Corporate Bond Market (2006)
• Pricing Bonds Using Coupon Stripping Techniques (2004)