Table of Contents

Summer 2007; Volume 17,Issue 1

C

  1. Curtillet, Jean-Christophe

    1. Another Look at the Relation Between Credit Spreads and Interest Rates
      Mingyan Lin and Jean-Christophe Curtillet
      The Journal of Fixed Income Summer 2007, 17 (1) 59-71; DOI: https://doi.org/10.3905/jfi.2007.688966
    2. Optimal Leveraging of Fixed Income Portfolios with Interest Rate Structured Products
      Mathieu Dieudonné and Jean-Christophe Curtillet
      The Journal of Fixed Income Summer 2007, 17 (1) 16-25; DOI: https://doi.org/10.3905/jfi.2007.688962

D

  1. Dieudonné, Mathieu

    1. Optimal Leveraging of Fixed Income Portfolios with Interest Rate Structured Products
      Mathieu Dieudonné and Jean-Christophe Curtillet
      The Journal of Fixed Income Summer 2007, 17 (1) 16-25; DOI: https://doi.org/10.3905/jfi.2007.688962

K

  1. Kon, Stanley J.

    1. Open Access
      Editor's Letter
      Stanley J. Kon
      The Journal of Fixed Income Summer 2007, 17 (1) 1; DOI: https://doi.org/10.3905/jfi.2007.688967

  2. Kuo, Cheng-Kun

    1. Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure
      Cheng-Kun Kuo and Chih-Wei Lee
      The Journal of Fixed Income Summer 2007, 17 (1) 48-58; DOI: https://doi.org/10.3905/jfi.2007.688965

L

  1. Lee, Chih-Wei

    1. Integrating Market and Credit Risk Using a Simplified Frailty Default Correlation Structure
      Cheng-Kun Kuo and Chih-Wei Lee
      The Journal of Fixed Income Summer 2007, 17 (1) 48-58; DOI: https://doi.org/10.3905/jfi.2007.688965

  2. Lin, Mingyan

    1. Another Look at the Relation Between Credit Spreads and Interest Rates
      Mingyan Lin and Jean-Christophe Curtillet
      The Journal of Fixed Income Summer 2007, 17 (1) 59-71; DOI: https://doi.org/10.3905/jfi.2007.688966

  3. Löffler, Gunter

    1. The Complementary Nature of Ratings and Market-Based Measures of Default Risk
      Gunter Löffler
      The Journal of Fixed Income Summer 2007, 17 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2007.688964

M

  1. Martellini, Lionel

    1. A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios
      Lionel Martellini and Jean-Christophe Meyfredi
      The Journal of Fixed Income Summer 2007, 17 (1) 5-15; DOI: https://doi.org/10.3905/jfi.2007.688961

  2. Meyfredi, Jean-Christophe

    1. A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios
      Lionel Martellini and Jean-Christophe Meyfredi
      The Journal of Fixed Income Summer 2007, 17 (1) 5-15; DOI: https://doi.org/10.3905/jfi.2007.688961

P

  1. Parnes, Dror

    1. A Density-Dependent Model for Credit Ratings Migration Dynamics
      Dror Parnes
      The Journal of Fixed Income Summer 2007, 17 (1) 26-37; DOI: https://doi.org/10.3905/jfi.2007.688963
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The Journal of Fixed Income
Vol. 17, Issue 1
Summer 2007
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