Improving Discrete Implementation of the Hull and White Two-Factor Model.
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 67, doi. 10.3905/jfi.2005.491116
- By:
- Publication type:
- Article
Works matching IS 10598596 AND DT 2005 AND VI 14 AND IP 4
Results: 7
1
2
Does Mortgage Hedging Raise Long-Term Interest Rate Volatility?
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 57, doi. 10.3905/jfi.2005.491114
- By:
- Publication type:
- Article
3
The Term Structure of Sovereign Spreads in Emerging Markets.
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 45, doi. 10.3905/jfi.2005.491112
- By:
- Publication type:
- Article
4
Determinants of Recovery Rates on Defaulted Bonds and Loans for North American Corporate Issuers: 1983-2003.
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 29, doi. 10.3905/jfi.2005.491110
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
Untitled.
- Published in:
- Journal of Fixed Income, 2005, v. 14, n. 4, p. 1
- By:
- Publication type:
- Article