Works matching IS 10598596 AND DT 2005 AND VI 14 AND IP 4
Results: 7
Improving Discrete Implementation of the Hull and White Two-Factor Model.
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- Journal of Fixed Income, 2005, v. 14, n. 4, p. 67, doi. 10.3905/jfi.2005.491116
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- Article
Does Mortgage Hedging Raise Long-Term Interest Rate Volatility?
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- Journal of Fixed Income, 2005, v. 14, n. 4, p. 57, doi. 10.3905/jfi.2005.491114
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- Article
The Term Structure of Sovereign Spreads in Emerging Markets.
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- Journal of Fixed Income, 2005, v. 14, n. 4, p. 45, doi. 10.3905/jfi.2005.491112
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- Article
Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers: 1983-2003.
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- Journal of Fixed Income, 2005, v. 14, n. 4, p. 29, doi. 10.3905/jfi.2005.491110
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- Article
Credit Default Swaps: Theory and Empirical Evidence.
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 17, doi. 10.3905/jfi.2005.491109
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- Article
Pricing Multiname Default Swaps with Counterparty Risk.
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 5, doi. 10.3905/jfi.2005.491108
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- Article
Untitled.
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 1
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- Article