Table of Contents
Spring 2006; Volume 15,Issue 4
B
Bhattacharjee, Ranjit
- You have accessThe Term Structure of Mortgage RatesRanjit Bhattacharjee and Lakhbir S. HayreThe Journal of Fixed Income Spring 2006, 15 (4) 34-47; DOI: https://doi.org/10.3905/jfi.2006.627837
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Chua, Choong Tze
- You have accessProfiting from Mean-Reverting Yield Curve Trading StrategiesChoong Tze Chua, Winston T.H. Koh and Krishna RamaswamyThe Journal of Fixed Income Spring 2006, 15 (4) 20-33; DOI: https://doi.org/10.3905/jfi.2006.627836
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Durham, J. Benson
- You have accessAdditional Analytical Approximations of the Term Structure and Distributional Assumptions for Jump-Diffusion ProcessesJ. Benson DurhamThe Journal of Fixed Income Spring 2006, 15 (4) 61-73; DOI: https://doi.org/10.3905/jfi.2006.627840
Dynkin, Lev
- You have accessReplicating Bond Indices with Liquid DerivativesLev Dynkin, Anthony Gould and Vadim KonstantinovskyThe Journal of Fixed Income Spring 2006, 15 (4) 7-19; DOI: https://doi.org/10.3905/jfi.2006.627827
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Gould, Anthony
- You have accessReplicating Bond Indices with Liquid DerivativesLev Dynkin, Anthony Gould and Vadim KonstantinovskyThe Journal of Fixed Income Spring 2006, 15 (4) 7-19; DOI: https://doi.org/10.3905/jfi.2006.627827
H
Hayre, Lakhbir S.
- You have accessThe Term Structure of Mortgage RatesRanjit Bhattacharjee and Lakhbir S. HayreThe Journal of Fixed Income Spring 2006, 15 (4) 34-47; DOI: https://doi.org/10.3905/jfi.2006.627837
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Kerkhof, Jeroen
- You have accessFactor Dependence and Estimation Risk for Cap-Related Interest Rate ExoticsJeroen KerkhofThe Journal of Fixed Income Spring 2006, 15 (4) 74-83; DOI: https://doi.org/10.3905/jfi.2006.627842
Koh, Winston T.H.
- You have accessProfiting from Mean-Reverting Yield Curve Trading StrategiesChoong Tze Chua, Winston T.H. Koh and Krishna RamaswamyThe Journal of Fixed Income Spring 2006, 15 (4) 20-33; DOI: https://doi.org/10.3905/jfi.2006.627836
Kon, Stanley J.
- Open AccessEditor's LetterStanley J. KonThe Journal of Fixed Income Spring 2006, 15 (4) 6; DOI: https://doi.org/10.3905/jfi.2006.627843
Konstantinovsky, Vadim
- You have accessReplicating Bond Indices with Liquid DerivativesLev Dynkin, Anthony Gould and Vadim KonstantinovskyThe Journal of Fixed Income Spring 2006, 15 (4) 7-19; DOI: https://doi.org/10.3905/jfi.2006.627827
Korn, Olaf
- You have accessBond Portfolio OptimizationOlaf Korn and Christian KoziolThe Journal of Fixed Income Spring 2006, 15 (4) 48-60; DOI: https://doi.org/10.3905/jfi.2006.627839
Koziol, Christian
- You have accessBond Portfolio OptimizationOlaf Korn and Christian KoziolThe Journal of Fixed Income Spring 2006, 15 (4) 48-60; DOI: https://doi.org/10.3905/jfi.2006.627839
R
Ramaswamy, Krishna
- You have accessProfiting from Mean-Reverting Yield Curve Trading StrategiesChoong Tze Chua, Winston T.H. Koh and Krishna RamaswamyThe Journal of Fixed Income Spring 2006, 15 (4) 20-33; DOI: https://doi.org/10.3905/jfi.2006.627836