Table of Contents
Summer 2007; Volume 17,Issue 1
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Curtillet, Jean-Christophe
- You have accessAnother Look at the Relation Between Credit Spreads and Interest RatesMingyan Lin and Jean-Christophe CurtilletThe Journal of Fixed Income Summer 2007, 17 (1) 59-71; DOI: https://doi.org/10.3905/jfi.2007.688966
- You have accessOptimal Leveraging of Fixed Income Portfolios with Interest Rate Structured ProductsMathieu Dieudonné and Jean-Christophe CurtilletThe Journal of Fixed Income Summer 2007, 17 (1) 16-25; DOI: https://doi.org/10.3905/jfi.2007.688962
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Dieudonné, Mathieu
- You have accessOptimal Leveraging of Fixed Income Portfolios with Interest Rate Structured ProductsMathieu Dieudonné and Jean-Christophe CurtilletThe Journal of Fixed Income Summer 2007, 17 (1) 16-25; DOI: https://doi.org/10.3905/jfi.2007.688962
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Kon, Stanley J.
- Open AccessEditor's LetterStanley J. KonThe Journal of Fixed Income Summer 2007, 17 (1) 1; DOI: https://doi.org/10.3905/jfi.2007.688967
Kuo, Cheng-Kun
- You have accessIntegrating Market and Credit Risk Using a Simplified Frailty Default Correlation StructureCheng-Kun Kuo and Chih-Wei LeeThe Journal of Fixed Income Summer 2007, 17 (1) 48-58; DOI: https://doi.org/10.3905/jfi.2007.688965
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Lee, Chih-Wei
- You have accessIntegrating Market and Credit Risk Using a Simplified Frailty Default Correlation StructureCheng-Kun Kuo and Chih-Wei LeeThe Journal of Fixed Income Summer 2007, 17 (1) 48-58; DOI: https://doi.org/10.3905/jfi.2007.688965
Lin, Mingyan
- You have accessAnother Look at the Relation Between Credit Spreads and Interest RatesMingyan Lin and Jean-Christophe CurtilletThe Journal of Fixed Income Summer 2007, 17 (1) 59-71; DOI: https://doi.org/10.3905/jfi.2007.688966
Löffler, Gunter
- You have accessThe Complementary Nature of Ratings and Market-Based Measures of Default RiskGunter LöfflerThe Journal of Fixed Income Summer 2007, 17 (1) 38-47; DOI: https://doi.org/10.3905/jfi.2007.688964
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Martellini, Lionel
- You have accessA Copula Approach to Value-at-Risk Estimation for Fixed-Income PortfoliosLionel Martellini and Jean-Christophe MeyfrediThe Journal of Fixed Income Summer 2007, 17 (1) 5-15; DOI: https://doi.org/10.3905/jfi.2007.688961
Meyfredi, Jean-Christophe
- You have accessA Copula Approach to Value-at-Risk Estimation for Fixed-Income PortfoliosLionel Martellini and Jean-Christophe MeyfrediThe Journal of Fixed Income Summer 2007, 17 (1) 5-15; DOI: https://doi.org/10.3905/jfi.2007.688961
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Parnes, Dror
- You have accessA Density-Dependent Model for Credit Ratings Migration DynamicsDror ParnesThe Journal of Fixed Income Summer 2007, 17 (1) 26-37; DOI: https://doi.org/10.3905/jfi.2007.688963