Volume 5; Issue 2

The Journal of Fixed Income

Volume 5; Issue 2
1

Wher do One-Factor Interest Rate Models Fail?

Canabarro, Eduardo
Journal:
The Journal of Fixed Income
Year:
1995
Language:
english
File:
PDF, 1.36 MB
english, 1995
2

A Note on the Models of Hull and White for Pricing Options on the Term Structure

Hull, John C
Journal:
The Journal of Fixed Income
Year:
1995
Language:
english
File:
PDF, 453 KB
english, 1995
3

A Note on the Models of Hull and White for Pricing Options on the Term Structure

Carverhill, Andrew
Journal:
The Journal of Fixed Income
Year:
1995
Language:
english
File:
PDF, 549 KB
english, 1995
4

Computing the Long and Vasicek Pure Discount Bond Price Formula

Selby, Michael J.P, Strickland, Chris
Journal:
The Journal of Fixed Income
Year:
1995
Language:
english
File:
PDF, 784 KB
english, 1995
6

Estimation of Multifactor Cox, Ingersoll, and Ross Term Structure Model

Singh, Manoj K
Journal:
The Journal of Fixed Income
Year:
1995
Language:
english
File:
PDF, 2.57 MB
english, 1995
7

Generation of a Smooth Forward Curve for U.S. Treasuries

Zaretsky, Michael
Journal:
The Journal of Fixed Income
Year:
1995
Language:
english
File:
PDF, 803 KB
english, 1995