Pricing and hedging caps on the Swiss index of mortgage rates.
- Published in:
- Journal of Fixed Income, 1998, v. 7, n. 4, p. 94, doi. 10.3905/jfi.1998.408226
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- Publication type:
- Article
Works matching IS 10598596 AND DT 1998 AND VI 7 AND IP 4
Results: 7
1
2
Mortgage prepayment float: Pricing and risk analysis.
- Published in:
- Journal of Fixed Income, 1998, v. 7, n. 4, p. 83, doi. 10.3905/jfi.1998.408225
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- Publication type:
- Article
3
An improved finite difference approach to fitting the initial term structure.
- Published in:
- Journal of Fixed Income, 1998, v. 7, n. 4, p. 62, doi. 10.3905/jfi.1998.408222
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- Publication type:
- Article
4
Different sides of the same story: Investors' and issuers' view of rating agencies.
- Published in:
- Journal of Fixed Income, 1998, v. 7, n. 4, p. 35, doi. 10.3905/jfi.1998.408224
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- Publication type:
- Article
5
A comparative analysis of several popular term structure estimation models.
- Published in:
- Journal of Fixed Income, 1998, v. 7, n. 4, p. 17, doi. 10.3905/jfi.1998.408221
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- Publication type:
- Article
6
Time and seasonal patterns in the fixed-income markets.
- Published in:
- Journal of Fixed Income, 1998, v. 7, n. 4, p. 7, doi. 10.3905/jfi.1998.408227
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- Publication type:
- Article
7
Bidder profitability under uniform price auctions and systematic reopenings: The case of Italian...
- Published in:
- Journal of Fixed Income, 1998, v. 7, n. 4, p. 47, doi. 10.3905/jfi.1998.408223
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- Publication type:
- Article