Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting.
- Published in:
- Journal of Fixed Income, 2017, v. 26, n. 3, p. 63
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2017 AND VI 26 AND IP 3
Results: 7
1
2
Are the Probabilities Right? New Multiperiod Calibration Tests.
- Published in:
- Journal of Fixed Income, 2017, v. 26, n. 3, p. 25
- By:
- Publication type:
- Article
3
Why Is Accounting Information Important to Bondholders?
- Published in:
- Journal of Fixed Income, 2017, v. 26, n. 3, p. 82
- By:
- Publication type:
- Article
4
The Credit Risk Premium.
- Published in:
- Journal of Fixed Income, 2017, v. 26, n. 3, p. 6
- By:
- Publication type:
- Article
5
Untitled.
- Published in:
- Journal of Fixed Income, 2017, v. 26, n. 3, p. 1
- By:
- Publication type:
- Article
6
Liquidity in the U.K. Corporate Bond Market: Evidence from Trade Data.
- Published in:
- Journal of Fixed Income, 2017, v. 26, n. 3, p. 49
- By:
- Publication type:
- Article
7
A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond Issuance.
- Published in:
- Journal of Fixed Income, 2017, v. 26, n. 3, p. 33
- By:
- Publication type:
- Article