The Journal of Fixed Income: 17 (3)

The Journal of Fixed Income

Winter 2007; Volume 17,Issue 3

Open Access
Editor's Letter
The Journal of Fixed Income Winter 2007, 17 (3) 1; DOI: https://doi.org/10.3905/jfi.2007.700214
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Managing Interest Rate Volatility Risk
Thomas S.Y. Ho

The Journal of Fixed Income Winter 2007, 17 (3) 6-17; DOI: https://doi.org/10.3905/jfi.2007.700216
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Generalized Ho-Lee Model
Thomas S.Y. Ho and Sang Bin Lee

The Journal of Fixed Income Winter 2007, 17 (3) 18-37; DOI: https://doi.org/10.3905/jfi.2007.700217
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Correlated Default Modeling with a Forest of Binomial Trees
Santhosh Bandreddi, Sanjiv Ranjan Das and Rong Fan

The Journal of Fixed Income Winter 2007, 17 (3) 38-56; DOI: https://doi.org/10.3905/jfi.2007.700212
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Applying Credit Score Models to Multiple States of Nature
Dror Parnes

The Journal of Fixed Income Winter 2007, 17 (3) 57-71; DOI: https://doi.org/10.3905/jfi.2007.700304
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Volatility and the Carry Trade
Vineer Bhansali

The Journal of Fixed Income Winter 2007, 17 (3) 72-84; DOI: https://doi.org/10.3905/jfi.2007.700219
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Event of Default Provisions and the Valuation of ABS CDO Tranches
Laurie s. Goodman, Daniel Newman, Douglas J. Lucas and Frank J. Fabozzi

The Journal of Fixed Income Winter 2007, 17 (3) 85-89; DOI: https://doi.org/10.3905/jfi.2007.700215
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Estimating the Exposures of Major Financial Institutions to the Global Credit Risk Transfer Market
Jorge A. Chan-lau and Li Lian Ong

The Journal of Fixed Income Winter 2007, 17 (3) 90-98; DOI: https://doi.org/10.3905/jfi.2007.700213

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