Volume 12; Issue 1

The Journal of Fixed Income

Volume 12; Issue 1
1

Transmission of Swap Spreads and Volatilities in the Japanese Swap Market

Ho Eom, Young, Subrahmanyam, Marti G, Uno, Jun
Journal:
The Journal of Fixed Income
Année:
2002
Langue:
english
Fichier:
PDF, 406 KB
english, 2002
2

Modeling the Determinants of Swap Spreads

Brown, Rob, In, Francis, Fang, Victor
Journal:
The Journal of Fixed Income
Année:
2002
Langue:
english
Fichier:
PDF, 176 KB
english, 2002
3

Evidence on Theta and Convexity in Treasury Returns

Choongseok Kang, Joseph, Chen, Andrew H
Journal:
The Journal of Fixed Income
Année:
2002
Langue:
english
Fichier:
PDF, 190 KB
english, 2002
4

Pricing Defaultable Coupon Bonds Under a Jump-Diffusion Process

Wong, Mark C.W, Hodges, Stewart D
Journal:
The Journal of Fixed Income
Année:
2002
Langue:
english
Fichier:
PDF, 613 KB
english, 2002
5

Investment-Grade CDOs

McDermott, Glen M, Benzschawel, Terry L, Khan, Sohail
Journal:
The Journal of Fixed Income
Année:
2002
Langue:
english
Fichier:
PDF, 360 KB
english, 2002
6

And When CDOs PIK?

Goodman, Laurie S, Lucas, Douglas J
Journal:
The Journal of Fixed Income
Année:
2002
Langue:
english
Fichier:
PDF, 237 KB
english, 2002
7

Editor's Letter

Kon, Stanley J
Journal:
The Journal of Fixed Income
Année:
2002
Langue:
english
Fichier:
PDF, 68 KB
english, 2002