Connecting you to content on EBSCOhost

Works matching IS 10598596 AND DT 2002 AND VI 12 AND IP 1

Results: 6

1

And When CDOs PIK?.

Published in:

Journal of Fixed Income, 2002, v. 12, n. 1, p. 96, doi. 10.3905/jfi.2002.319320

By:

Goodman, Laurie S.;
Lucas, Douglas J.

Publication type:

Article

2

Investment-Grade CDOs.

Published in:

Journal of Fixed Income, 2002, v. 12, n. 1, p. 65, doi. 10.3905/jfi.2002.319319

By:

McDermott, Glen M.;
Benzschawel, Terry L.;
Khan, Sohail

Publication type:

Article

3

Pricing Defaultable Coupon Bonds Under a Jump-Diffusion Process.

Published in:

Journal of Fixed Income, 2002, v. 12, n. 1, p. 51, doi. 10.3905/jfi.2002.319318

By:

Wong, Mark C.W.;
Hodges, Stewart D.

Publication type:

Article

4

Evidence on Theta and Convexity in Treasury Returns.

Published in:

Journal of Fixed Income, 2002, v. 12, n. 1, p. 41, doi. 10.3905/jfi.2002.319317

By:

Kang, Joseph Choongseok;
Chen, Andrew H.

Publication type:

Article

5

Modeling the Determinants of Swap Spreads.

Published in:

Journal of Fixed Income, 2002, v. 12, n. 1, p. 29, doi. 10.3905/jfi.2002.319316

By:

Brown, Rob;
In, Francis;
Fang, Victor

Publication type:

Article

6

Transmission of Swap Spreads and Volatilities in the Japanese Swap Market.

Published in:

Journal of Fixed Income, 2002, v. 12, n. 1, p. 6, doi. 10.3905/jfi.2002.319315

By:

Eom, Young Ho;
Subrahmanyam, Marti G.;
Uno, Jun

Publication type:

Article