Works matching IS 10598596 AND DT 2007 AND VI 17 AND IP 3

Results: 8

Estimating the Exposures of Major Financial Institutions to the Global Credit Risk Transfer Market: Are They Slicing the Risks or Dicing with Danger?

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 90, doi. 10.3905/jfi.2007.700213

By:

Chan-Lau, Jorge A.;
Li Lian Ong

Publication type:

Article

Event of Default Provisions and the Valuation of ABS CDO Tranches.

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 85, doi. 10.3905/jfi.2007.700215

By:

Goodman, Laurie S.;
Newman, Daniel;
Lucas, Douglas J.;
Fabozzi, Frank J.

Publication type:

Article

Volatility and the Carry Trade.

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 72, doi. 10.3905/jfi.2007.700219

By:

Bhansali, Vineer

Publication type:

Article

Applying Credit Score Models to Multiple States of Nature.

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 57, doi. 10.3905/jfi.2007.700304

By:

Parnes, Dror

Publication type:

Article

Correlated Default Modeling with a Forest of Binomial Trees.

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 38, doi. 10.3905/jfi.2007.700212

By:

Bandreddi, Santhosh;
Das, Sanjiv;
Fan, Rong

Publication type:

Article

Generalized Ho-Lee Model: A Multi-Factor State-Time Dependent Implied Volatility Function Approach.

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 18, doi. 10.3905/jfi.2007.700217

By:

Ho, Thomas S. Y.;
Sang Bin Lee

Publication type:

Article

Managing Interest Rate Volatility Risk: Key Rate Vega.

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 6, doi. 10.3905/jfi.2007.700216

By:

Ho, Thomas S. Y.

Publication type:

Article

Untitled.

Published in:

Journal of Fixed Income, 2007, v. 17, n. 3, p. 1

By:

Kon, Stanley J.

Publication type:

Article