Works matching IS 10598596 AND DT 2003 AND VI 12 AND IP 4

Results: 7

Value at Risk for Interest Rate-Dependent Securities.

Published in:

Journal of Fixed Income, 2003, v. 12, n. 4, p. 81, doi. 10.3905/jfi.2003.319342

By:

Cakici, Nusret;
Foster, Kevin R.

Publication type:

Article

Pronounced Momentum Patterns Ahead of Major Events.

Published in:

Journal of Fixed Income, 2003, v. 12, n. 4, p. 73, doi. 10.3905/jfi.2003.319341

By:

Ilmanen, Antti;
Byrne, Rory

Publication type:

Article

Credit Gadgets.

Published in:

Journal of Fixed Income, 2003, v. 12, n. 4, p. 65, doi. 10.3905/jfi.2003.319340

By:

Nam, Jouahn;
Tucker, Alan L.;
Wei, Jason Z.

Publication type:

Article

Pricing Corporate Bonds with Rating-Based Covenants.

Published in:

Journal of Fixed Income, 2003, v. 12, n. 4, p. 57, doi. 10.3905/jfi.2003.319339

By:

Bhanot, Karan

Publication type:

Article

How Much Credit?

Published in:

Journal of Fixed Income, 2003, v. 12, n. 4, p. 49, doi. 10.3905/jfi.2003.319338

By:

Herold, Ulf;
Maurer, Raimond

Publication type:

Article

Prepayment Modeling and Valuation of Dutch Mortgages.

Published in:

Journal of Fixed Income, 2003, v. 12, n. 4, p. 25, doi. 10.3905/jfi.2003.319337

By:

Hayre, Lakhbir

Publication type:

Article

The Complexities of Mortgage Options.

Published in:

Journal of Fixed Income, 2003, v. 12, n. 4, p. 7, doi. 10.3905/jfi.2003.319336

By:

Prendergast, Joseph R.

Publication type:

Article