The Journal of Fixed Income: 15 (4)

The Journal of Fixed Income

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
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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
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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