Table of Contents

Spring 2006; Volume 15,Issue 4

B

  1. Bhattacharjee, Ranjit

    1. 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

C

  1. Chua, Choong Tze

    1. 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

D

  1. Durham, J. Benson

    1. 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

  2. Dynkin, Lev

    1. 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

G

  1. Gould, Anthony

    1. 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

H

  1. Hayre, Lakhbir S.

    1. 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

K

  1. Kerkhof, Jeroen

    1. 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

  2. Koh, Winston T.H.

    1. 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

  3. Kon, Stanley J.

    1. 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

  4. Konstantinovsky, Vadim

    1. 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

  5. Korn, Olaf

    1. 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

  6. Koziol, Christian

    1. 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

R

  1. Ramaswamy, Krishna

    1. 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 Journal of Fixed Income
Vol. 15, Issue 4
Spring 2006
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