Valuing Convertible Bonds with Credit Risk.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 95, doi. 10.3905/jfi.1998.408243
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 1998 AND VI 8 AND IP 2
Results: 8
1
2
The Impact of Volatility on Duration of Amortizing Debt with Embedded Call Options.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 87, doi. 10.3905/jfi.1998.408240
- By:
- Publication type:
- Article
3
Coupon Effects and the Pricing of Japanese Government Bonds: An Empirical Analysis.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 69, doi. 10.3905/jfi.1998.408238
- By:
- Publication type:
- Article
4
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
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
Dynamic Cross Hedging with Mortgage-Backed Securities.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 37, doi. 10.3905/jfi.1998.408239
- By:
- Publication type:
- Article
7
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
- By:
- Publication type:
- Article
8
Time-Varying Empirical Duration and Slope Effects for Mortgage-Backed Securities.
- Published in:
- Journal of Fixed Income, 1998, v. 8, n. 2, p. 7, doi. 10.3905/jfi.1998.408242
- By:
- Publication type:
- Article