Table of Contents

Primary Article

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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