Explaining the Correlation Smile Using Variance Gamma Distributions.
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 71, doi. 10.3905/jfi.2006.640279
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2006 AND VI 16 AND IP 1
Results: 7
1
2
Models of Conditional Variance for Bond Prices.
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 65, doi. 10.3905/jfi.2006.640278
- By:
- Publication type:
- Article
3
An Analysis of Portfolios of Insured Debts.
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 55
- By:
- Publication type:
- Article
4
Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability Management.
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 39, doi. 10.3905/jfi.2006.640276
- By:
- Publication type:
- Article
5
What Drives the Growth of Aggregate Residential Mortgage Debt in the U.S.?
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 21, doi. 10.3905/jfi.2006.640275
- By:
- Publication type:
- Article
6
The Relationship between Issuance Spreads and Credit Performance of Structured Finance Securities.
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 5, doi. 10.3905/jfi.2006.640273
- By:
- Publication type:
- Article
7
The Journal of FIXED INCOME.
- Published in:
- Journal of Fixed Income, 2006, v. 16, n. 1, p. 1
- By:
- Publication type:
- Article