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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

Fall 2006; Volume 16,Issue 2

Editorial

  • Open Access
    Editor's Letter
    Stanley J. Kon
    The Journal of Fixed Income Fall 2006, 16 (2) 1; DOI: https://doi.org/10.3905/jfi.2006.656012

Primary article

  • You have access
    Correlated Default Risk
    Sanjiv Ranjan. Das, Laurence Freed, Gary Geng and Nikunj Kapadia
    The Journal of Fixed Income Fall 2006, 16 (2) 7-32; DOI: https://doi.org/10.3905/jfi.2006.656006

Primary Article

  • You have access
    Step it Up or Start it Forward
    Prasun Baheti, Roy Mashal and Marco Naldi
    The Journal of Fixed Income Fall 2006, 16 (2) 33-38; DOI: https://doi.org/10.3905/jfi.2006.656007
  • You have access
    Incorporating the Dynamic Link Between Mortgage and Treasury Markets in Pricing and Hedging MBS
    Anand K Bhattacharya, Aryasomayajula Sekhar and Frank J. Fabozzi
    The Journal of Fixed Income Fall 2006, 16 (2) 39-45; DOI: https://doi.org/10.3905/jfi.2006.656008
  • You have access
    Hedge Fund Risk Factors and the Value at Risk of Fixed Income Trading Strategies
    Geoff loudon, John Okunev and Derek White
    The Journal of Fixed Income Fall 2006, 16 (2) 46-61; DOI: https://doi.org/10.3905/jfi.2006.656009
  • You have access
    Bond Futures and Their Options
    Marc Henrard
    The Journal of Fixed Income Fall 2006, 16 (2) 62-75; DOI: https://doi.org/10.3905/jfi.2006.656010
  • You have access
    The Reaction of Term Structure of Interest Rates to Monetary Policy Actions
    Levon Goukasian and Igor Cialenco
    The Journal of Fixed Income Fall 2006, 16 (2) 76-91; DOI: https://doi.org/10.3905/jfi.2006.656011
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The Journal of Fixed Income
Vol. 16, Issue 2
Fall 2006
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