A Heuristic Algorithm for the Heath-Jarrow-Morton Model.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 1, p. 94, doi. 10.3905/jfi.2016.26.1.094
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2016 AND VI 26 AND IP 1
Results: 7
1
2
Untitled.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 1, p. 1
- Publication type:
- Article
3
Decomposing Long-Term Interest Rates: An International Comparison.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 1, p. 61, doi. 10.3905/jfi.2016.26.1.061
- By:
- Publication type:
- Article
4
Systematic Credit Risk and Pricing for Fixed Income Instruments.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 1, p. 42, doi. 10.3905/jfi.2016.26.1.042
- By:
- Publication type:
- Article
5
ESG Ratings and Performance of Corporate Bonds.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 1, p. 21, doi. 10.3905/jfi.2016.26.1.021
- By:
- Publication type:
- Article
6
A Structural Model of Credit Risk for Illiquid Debt.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 1, p. 6, doi. 10.3905/jfi.2016.26.1.006
- By:
- Publication type:
- Article
7
Decomposing Risks in Bond Portfolios: International Evidence.
- Published in:
- Journal of Fixed Income, 2016, v. 26, n. 1, p. 75, doi. 10.3905/jfi.2016.26.1.075
- By:
- Publication type:
- Article