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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Summer 2004; Volume 14,Issue 1

Editorial

  • Open Access
    Editor's Letter
    The Journal of Fixed Income Summer 2004, 14 (1) 1; DOI: https://doi.org/10.3905/jfi.2004.419581

Primary Article

  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
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The Journal of Fixed Income
Vol. 14, Issue 1
Summer 2004
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