Stripping Coupons with Linear Programming.
- Published in:
- Journal of Fixed Income, 2000, v. 10, n. 2, p. 80, doi. 10.3905/jfi.2000.319271
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- Publication type:
- Article
Works matching IS 10598596 AND DT 2000 AND VI 10 AND IP 2
Results: 7
1
2
A Three-Factor Defaultable Term Structure Model.
- Published in:
- Journal of Fixed Income, 2000, v. 10, n. 2, p. 63, doi. 10.3905/jfi.2000.319265
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- Publication type:
- Article
3
Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model.
- Published in:
- Journal of Fixed Income, 2000, v. 10, n. 2, p. 46, doi. 10.3905/jfi.2000.319268
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- Publication type:
- Article
4
How Well Do Constant-Maturity Treasuries Approximate the On-the-Run Term Structure?
- Published in:
- Journal of Fixed Income, 2000, v. 10, n. 2, p. 35, doi. 10.3905/jfi.2000.319270
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- Publication type:
- Article
5
Hedging Corporate Bonds with Stock Index Futures: A Word of Caution.
- Published in:
- Journal of Fixed Income, 2000, v. 10, n. 2, p. 25, doi. 10.3905/jfi.2000.319269
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- Publication type:
- Article
6
Downgrade/Upgrade Ratio Leads Default Rate.
- Published in:
- Journal of Fixed Income, 2000, v. 10, n. 2, p. 18, doi. 10.3905/jfi.2000.319267
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- Publication type:
- Article
7
Deriving Inflation Expectations from Nominal and Inflation-Indexed Treasury Yields.
- Published in:
- Journal of Fixed Income, 2000, v. 10, n. 2, p. 6, doi. 10.3905/jfi.2000.319266
- By:
- Publication type:
- Article