Table of Contents

Summer 2002; Volume 12,Issue 1

B

  1. Benzschawel, Terry L.

    1. Investment-Grade CDOs
      Glen M. McDermott, Terry L. Benzschawel and Sohail Khan
      The Journal of Fixed Income Summer 2002, 12 (1) 65-95; DOI: https://doi.org/10.3905/jfi.2002.319319

  2. Brown, Rob

    1. Modeling the Determinants of Swap Spreads
      Rob Brown, Francis In and Victor Fang
      The Journal of Fixed Income Summer 2002, 12 (1) 29-40; DOI: https://doi.org/10.3905/jfi.2002.319316

C

  1. Chen, Andrew H.

    1. Evidence on Theta and Convexity in Treasury Returns
      Joseph Choongseok Kang and Andrew H. Chen
      The Journal of Fixed Income Summer 2002, 12 (1) 41-50; DOI: https://doi.org/10.3905/jfi.2002.319317

  2. Choongseok Kang, Joseph

    1. Evidence on Theta and Convexity in Treasury Returns
      Joseph Choongseok Kang and Andrew H. Chen
      The Journal of Fixed Income Summer 2002, 12 (1) 41-50; DOI: https://doi.org/10.3905/jfi.2002.319317

F

  1. Fang, Victor

    1. Modeling the Determinants of Swap Spreads
      Rob Brown, Francis In and Victor Fang
      The Journal of Fixed Income Summer 2002, 12 (1) 29-40; DOI: https://doi.org/10.3905/jfi.2002.319316

G

  1. Goodman, Laurie S.

    1. And When CDOs PIK?
      Laurie S. Goodman and Douglas J. Lucas
      The Journal of Fixed Income Summer 2002, 12 (1) 96-102; DOI: https://doi.org/10.3905/jfi.2002.319320

H

  1. Hodges, Stewart D.

    1. Pricing Defaultable Coupon Bonds Under a Jump-Diffusion Process
      Mark C.W. Wong and Stewart D. Hodges
      The Journal of Fixed Income Summer 2002, 12 (1) 51-64; DOI: https://doi.org/10.3905/jfi.2002.319318

  2. Ho Eom, Young

    1. Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
      Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
      The Journal of Fixed Income Summer 2002, 12 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2002.319315

I

  1. In, Francis

    1. Modeling the Determinants of Swap Spreads
      Rob Brown, Francis In and Victor Fang
      The Journal of Fixed Income Summer 2002, 12 (1) 29-40; DOI: https://doi.org/10.3905/jfi.2002.319316

K

  1. Khan, Sohail

    1. Investment-Grade CDOs
      Glen M. McDermott, Terry L. Benzschawel and Sohail Khan
      The Journal of Fixed Income Summer 2002, 12 (1) 65-95; DOI: https://doi.org/10.3905/jfi.2002.319319

  2. Kon, Stanley J.

    1. Open Access
      Editor's Letter
      Stanley J. Kon
      The Journal of Fixed Income Summer 2002, 12 (1) 1-2; DOI: https://doi.org/10.3905/jfi.2002.390856

L

  1. Lucas, Douglas J.

    1. And When CDOs PIK?
      Laurie S. Goodman and Douglas J. Lucas
      The Journal of Fixed Income Summer 2002, 12 (1) 96-102; DOI: https://doi.org/10.3905/jfi.2002.319320

M

  1. McDermott, Glen M.

    1. Investment-Grade CDOs
      Glen M. McDermott, Terry L. Benzschawel and Sohail Khan
      The Journal of Fixed Income Summer 2002, 12 (1) 65-95; DOI: https://doi.org/10.3905/jfi.2002.319319

S

  1. Subrahmanyam, Marti G.

    1. Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
      Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
      The Journal of Fixed Income Summer 2002, 12 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2002.319315

U

  1. Uno, Jun

    1. Transmission of Swap Spreads and Volatilities in the Japanese Swap Market
      Young Ho Eom, Marti G. Subrahmanyam and Jun Uno
      The Journal of Fixed Income Summer 2002, 12 (1) 6-28; DOI: https://doi.org/10.3905/jfi.2002.319315

W

  1. Wong, Mark C.W.

    1. Pricing Defaultable Coupon Bonds Under a Jump-Diffusion Process
      Mark C.W. Wong and Stewart D. Hodges
      The Journal of Fixed Income Summer 2002, 12 (1) 51-64; DOI: https://doi.org/10.3905/jfi.2002.319318
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The Journal of Fixed Income
Vol. 12, Issue 1
Summer 2002
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