Works matching IS 10598596 AND DT 2023 AND VI 33 AND IP 2

Results: 7

Option Pricing with Finite Difference Using a Pull-to-Par Bond Model.

Published in:

Journal of Fixed Income, 2023, v. 33, n. 2, p. 129, doi. 10.3905/jfi.2023.1.163

By:

Tomas, III, Michael J.;
Yu, Jun

Publication type:

Article

Empirical Test of Multiple-Liability Immunization Conditions.

Published in:

Journal of Fixed Income, 2023, v. 33, n. 2, p. 111, doi. 10.3905/jfi.2023.1.168

By:

Barber, Joel R.

Publication type:

Article

Modeling Credit Spreads through Regime Switching with Gradual Transition.

Published in:

Journal of Fixed Income, 2023, v. 33, n. 2, p. 98, doi. 10.3905/jfi.2023.1.164

By:

Kumar, Pravesh;
Sathyajit, Rahul;
Rudin, Alexander

Publication type:

Article

Bond Implied Risks around Macroeconomic Announcements.

Published in:

Journal of Fixed Income, 2023, v. 33, n. 2, p. 50, doi. 10.3905/jfi.2023.1.167

By:

Li, Xinyang

Publication type:

Article

Can Representativeness Explain the Predictability of Treasury Bonds Returns?

Published in:

Journal of Fixed Income, 2023, v. 33, n. 2, p. 17, doi. 10.3905/jfi.2023.1.165

By:

Rebonato, Riccardo;
Ronzani, Riccardo;
Tronson, Dimitri

Publication type:

Article

Fed Members' Monetary Tones and Yields.

Published in:

Journal of Fixed Income, 2023, v. 33, n. 2, p. 6, doi. 10.3905/jfi.2023.1.166

By:

Amadeus, Musa;
Bhargava, Rajeev;
Guidi, Michael;
Loh, Marvin;
Ozik, Gideon;
Sadka, Ronnie

Publication type:

Article

THE JOURNAL OF FIXED INCOME.

Published in:

Journal of Fixed Income, 2023, v. 33, n. 2, p. 5, doi. 10.3905/jfi.2023.33.2.001

By:

Kon, Stanley J.

Publication type:

Article