Works matching IS 10598596 AND DT 1998 AND VI 8 AND IP 2
Results: 8
Valuing Convertible Bonds with Credit Risk.
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- Journal of Fixed Income, 1998, v. 8, n. 2, p. 95, doi. 10.3905/jfi.1998.408243
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- Article
The Impact of Volatility on Duration of Amortizing Debt with Embedded Call Options.
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- Journal of Fixed Income, 1998, v. 8, n. 2, p. 87, doi. 10.3905/jfi.1998.408240
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- Article
Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis.
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- Journal of Fixed Income, 1998, v. 8, n. 2, p. 69, doi. 10.3905/jfi.1998.408238
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- Article
The Pricing of High-Yield Debt IPOs.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 61, doi. 10.3905/jfi.1998.408241
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- Article
Binary Tree Interest Rate Models with Risk Premiums.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 53, doi. 10.3905/jfi.1998.408237
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- Article
Dynamic Cross Hedging with Mortgage-Backed Securities.
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- Journal of Fixed Income, 1998, v. 8, n. 2, p. 37, doi. 10.3905/jfi.1998.408239
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- Article
A LIBOR-Based Approach to modeling the Mortgage Basis.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 29, doi. 10.3905/jfi.1998.408236
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- Article
Time-Varying Empirical Duration and Slope Effects for Mortgage-Backed Securities.
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- Journal of Fixed Income, 1998, v. 8, n. 2, p. 7, doi. 10.3905/jfi.1998.408242
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- Article