Works matching IS 10598596 AND DT 2006 AND VI 16 AND IP 2

Results: 8

The Reaction of Term Structure of Interest Rates to Monetary Policy Actions.

Published in:

Journal of Fixed Income, 2006, v. 16, n. 2, p. 76, doi. 10.3905/jfi.2006.656011

By:

Goukasian, Levon;
Cialenco, Igor

Publication type:

Article

Bond Futures and Their Options: More than the Cheapest-to-Deliver; Quality Option and Margining.

Published in:

Journal of Fixed Income, 2006, v. 16, n. 2, p. 62, doi. 10.3905/jfi.2006.656010

By:

Henrard, Marc

Publication type:

Article

Hedge Fund Risk Factors and the Value at Risk of Fixed Income Trading Strategies.

Published in:

Journal of Fixed Income, 2006, v. 16, n. 2, p. 46, doi. 10.3905/jfi.2006.656009

By:

Loudon, Geoff;
John;
Okunev;
White, Derek

Publication type:

Article

Incorporating the Dynamic Link Between Mortgage and Treasury Markets in Pricing and Hedging MBS.

Published in:

Journal of Fixed Income, 2006, v. 16, n. 2, p. 39, doi. 10.3905/jfi.2006.656008

By:

Bhattacharya, Anand;
Sekhar, Aryasomayajula;
Fabozzi, Frank J.

Publication type:

Article

Step it Up or Start it Forward.

Published in:

Journal of Fixed Income, 2006, v. 16, n. 2, p. 33, doi. 10.3905/jfi.2006.656007

By:

Baheti, Prasun;
Mashal, Roy;
Naldi, Marco

Publication type:

Article

Correlated Default Risk.

Published in:

Journal of Fixed Income, 2006, v. 16, n. 2, p. 7, doi. 10.3905/jfi.2006.656006

By:

Das, Sanjiv B.;
Freed, Laurence;
Geng, Gary;
Kapadia, Nikunj

Publication type:

Article

ERRATA:.

Published in:: 2006
Publication type:: Correction Notice

Untitled.

Published in:

Journal of Fixed Income, 2006, v. 16, n. 2, p. 1

By:

Kon, Stanley J.

Publication type:

Article