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Volume 10; Issue 2
Main
The Journal of Fixed Income
Volume 10; Issue 2
The Journal of Fixed Income
Volume 10; Issue 2
1
A Three-Factor Defaultable Term Structure Model
Schmid, Bernd
,
Zagst, Rudi
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 1.54 MB
Your tags:
english, 2000
2
Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model
Hull, John C
,
White, Alan D
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 328 KB
Your tags:
english, 2000
3
Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields
Sack, Brian
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 291 KB
Your tags:
english, 2000
4
Hedging Corporate Bonds with Stock Index Futures
Clare, Andrew D
,
Ioannides, Michalis
,
Skinner, Frank S
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 141 KB
Your tags:
english, 2000
5
Downgrade/Upgrade Ratio Leads Default Rate
Okashima, Kathryn
,
Fridson, Martin S
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 133 KB
Your tags:
english, 2000
6
How Well Do Constant-Maturity Treasures Approximate the On-the-Run Term Structure?
Jordan, James V
,
Mansi, Sattar A
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 184 KB
Your tags:
english, 2000
7
Stripping Coupons with Linear Programming
Allen, David E
,
Thomas, Lyn C
,
Zheng, Harry
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 131 KB
Your tags:
english, 2000
8
Editor's Letter
Breeden, Douglas T
Journal:
The Journal of Fixed Income
Year:
2000
Language:
english
File:
PDF, 21 KB
Your tags:
english, 2000
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