Table of Contents

Primary Article

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  A Closed-Form Multifactor Binomial Interest Rate Model

  Thomas S.Y. Ho and Sang Bin Lee

  The Journal of Fixed Income Summer 2004, 14 (1) 8-16; DOI: https://doi.org/10.3905/jfi.2004.419532
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  A General Model for Hedging Swaps with Eurodollar Futures

  Richard J.. Rendleman

  The Journal of Fixed Income Summer 2004, 14 (1) 17-31; DOI: https://doi.org/10.3905/jfi.2004.419535
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  Instantaneous Mean-Variance Analysis of Bond Returns

  Haim Reisman and Gady Zohar

  The Journal of Fixed Income Summer 2004, 14 (1) 32-39; DOI: https://doi.org/10.3905/jfi.2004.419551
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  Relative Repo Specialness in U.S. Treasuries

  Pamela C. Moulton

  The Journal of Fixed Income Summer 2004, 14 (1) 40-47; DOI: https://doi.org/10.3905/jfi.2004.419572
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  Two-Factor Structural Model of Determinants of Brazilian Sovereign Risk

  Ajax Moreira and Katia Rocha

  The Journal of Fixed Income Summer 2004, 14 (1) 48-59; DOI: https://doi.org/10.3905/jfi.2004.419574
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  Multiple Defaults and Merton's Model

  Lara Cathcart and Lina El-Jahel

  The Journal of Fixed Income Summer 2004, 14 (1) 60-68; DOI: https://doi.org/10.3905/jfi.2004.419577
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  CMBS Pricing

  John P. Harding, C.F. Sirmans and Sansanee Thebpanya

  The Journal of Fixed Income Summer 2004, 14 (1) 69-87; DOI: https://doi.org/10.3905/jfi.2004.419580