Volume 2; Issue 4

The Journal of Fixed Income

Volume 2; Issue 4
2

A Note on Interest Rate Volatility

Coleman, Thomas S, Fisher, Lawrence, Ibbotson, Roger G
Journal:
The Journal of Fixed Income
Year:
1993
Language:
english
File:
PDF, 492 KB
english, 1993
3

Evaluation and Hedging of Interest Rate Caps in Flaoting-Rate Mortgages

Sobti, Rajiv, Sykes, George
Journal:
The Journal of Fixed Income
Year:
1993
Language:
english
File:
PDF, 928 KB
english, 1993
4

Modeling Default-Free Bond Yield Curves

Christofi, Andreas C, Conforti, Kris
Journal:
The Journal of Fixed Income
Year:
1993
Language:
english
File:
PDF, 853 KB
english, 1993
5

Prepayments of Fifteen-Year Mortgages

Waldman, Michael, Schwalb, Amy, Feigenberg, Andrew K
Journal:
The Journal of Fixed Income
Year:
1993
Language:
english
File:
PDF, 1018 KB
english, 1993
6

The Valuation of Credit Risk in Swaps

Giberti, Daniela, Mentini, Marcello, Scabellone, Pietro
Journal:
The Journal of Fixed Income
Year:
1993
Language:
english
File:
PDF, 1016 KB
english, 1993
7

The Volatility of Eurodollar Futures Prices Around Fed Time

Smith, David G, Webb, Robert I
Journal:
The Journal of Fixed Income
Year:
1993
Language:
english
File:
PDF, 1.27 MB
english, 1993