Predicting the Direction of Interest Rate Movements.
- Published in:
- Journal of Fixed Income, 2002, v. 11, n. 4, p. 87, doi. 10.3905/jfi.2002.319314
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2002 AND VI 11 AND IP 4
Results: 7
1
2
The Yield Curve and Mortgage Current Coupons.
- Published in:
- Journal of Fixed Income, 2002, v. 11, n. 4, p. 78, doi. 10.3905/jfi.2002.319313
- By:
- Publication type:
- Article
3
Jumbo Hybrid ARM Securities: A Comprehensive Introduction.
- Published in:
- Journal of Fixed Income, 2002, v. 11, n. 4, p. 64, doi. 10.3905/jfi.2002.319312
- By:
- Publication type:
- Article
4
Hedging and Replication of Fixed-Income Portfolios.
- Published in:
- Journal of Fixed Income, 2002, v. 11, n. 4, p. 43, doi. 10.3905/jfi.2002.319311
- By:
- Publication type:
- Article
5
Bid-Ask Spread, Volatility, and Volume in the Corporate Bond Market.
- Published in:
- Journal of Fixed Income, 2002, v. 11, n. 4, p. 31, doi. 10.3905/jfi.2002.319310
- By:
- Publication type:
- Article
6
Recovery Assumptions in the Valuation of Credit Derivatives.
- Published in:
- Journal of Fixed Income, 2002, v. 11, n. 4, p. 20, doi. 10.3905/jfi.2002.319309
- By:
- Publication type:
- Article
7
Valuing Default Swaps Under Market and Credit Risk Correlation.
- Published in:
- Journal of Fixed Income, 2002, v. 11, n. 4, p. 7, doi. 10.3905/jfi.2002.319308
- By:
- Publication type:
- Article