The Journal of Fixed Income: 16 (2)

The Journal of Fixed Income

Fall 2006; Volume 16,Issue 2

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
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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
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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
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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
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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
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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
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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