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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

Spring 2006; Volume 15,Issue 4
  • Open Access
    Editor's Letter
    Stanley J. Kon
    The Journal of Fixed Income Spring 2006, 15 (4) 6; DOI: https://doi.org/10.3905/jfi.2006.627843
  • You have access
    Replicating Bond Indices with Liquid Derivatives
    Lev Dynkin, Anthony Gould and Vadim Konstantinovsky
    The Journal of Fixed Income Spring 2006, 15 (4) 7-19; DOI: https://doi.org/10.3905/jfi.2006.627827
  • You have access
    Profiting from Mean-Reverting Yield Curve Trading Strategies
    Choong Tze Chua, Winston T.H. Koh and Krishna Ramaswamy
    The Journal of Fixed Income Spring 2006, 15 (4) 20-33; DOI: https://doi.org/10.3905/jfi.2006.627836
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    The Term Structure of Mortgage Rates
    Ranjit Bhattacharjee and Lakhbir S. Hayre
    The Journal of Fixed Income Spring 2006, 15 (4) 34-47; DOI: https://doi.org/10.3905/jfi.2006.627837
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    Bond Portfolio Optimization
    Olaf Korn and Christian Koziol
    The Journal of Fixed Income Spring 2006, 15 (4) 48-60; DOI: https://doi.org/10.3905/jfi.2006.627839
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    Additional Analytical Approximations of the Term Structure and Distributional Assumptions for Jump-Diffusion Processes
    J. Benson Durham
    The Journal of Fixed Income Spring 2006, 15 (4) 61-73; DOI: https://doi.org/10.3905/jfi.2006.627840
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    Factor Dependence and Estimation Risk for Cap-Related Interest Rate Exotics
    Jeroen Kerkhof
    The Journal of Fixed Income Spring 2006, 15 (4) 74-83; DOI: https://doi.org/10.3905/jfi.2006.627842
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The Journal of Fixed Income
Vol. 15, Issue 4
Spring 2006
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