Measuring Final Loss Severity of Defaulted RMBS.
- Published in:
- Journal of Fixed Income, 2004, v. 14, n. 3, p. 82, doi. 10.3905/jfi.2004.461454
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2004 AND VI 14 AND IP 3
Results: 8
1
2
A Poisson Model with Common Shocks for CDO Valuation.
- Published in:
- Journal of Fixed Income, 2004, v. 14, n. 3, p. 72, doi. 10.3905/jfi.2004.461453
- By:
- Publication type:
- Article
3
Implications of Stochastic Recovery Rates in Evaluating CDO Tranches.
- Published in:
- Journal of Fixed Income, 2004, v. 14, n. 3, p. 64, doi. 10.3905/jfi.2004.461452
- By:
- Publication type:
- Article
4
Parsimonious Estimation of Credit Spreads.
- Published in:
- Journal of Fixed Income, 2004, v. 14, n. 3, p. 49, doi. 10.3905/jfi.2004.461451
- By:
- Publication type:
- Article
5
Credit Spread Modeling with Regime-Switching Techniques.
- Published in:
- Journal of Fixed Income, 2004, v. 14, n. 3, p. 36, doi. 10.3905/jfi.2004.461450
- By:
- Publication type:
- Article
6
TIPS, Break-Even Inflation, and Inflation Forecasts.
- Published in:
- Journal of Fixed Income, 2004, v. 14, n. 3, p. 15, doi. 10.3905/jfi.2004.461449
- By:
- Publication type:
- Article
7
Short-Term Predictability of the Term Structure.
- Published in:
- Journal of Fixed Income, 2004, v. 14, n. 3, p. 7, doi. 10.3905/jfi.2004.461448
- By:
- Publication type:
- Article
8
The Journal of FIXED INCOME.
- Published in:
- 2004
- By:
- Publication type:
- Editorial