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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

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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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
  • You have access
    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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The Journal of Fixed Income
Vol. 17, Issue 3
Winter 2007
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