Index by author

Winter 2007; Volume 17,Issue 3

B

  1. Bandreddi, Santhosh

    1. 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

  2. Bhansali, Vineer

    1. 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

C

  1. Chan-lau, Jorge A.

    1. 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

D

  1. Das, Sanjiv Ranjan

    1. 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

F

  1. Fabozzi, Frank J.

    1. 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

  2. Fan, Rong

    1. 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

G

  1. Goodman, Laurie s.

    1. 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

H

  1. Ho, Thomas S.Y.

    1. 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
    2. 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

L

  1. Lee, Sang Bin

    1. 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

  2. Lucas, Douglas J.

    1. 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

N

  1. Newman, Daniel

    1. 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

O

  1. Ong, Li Lian

    1. 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

P

  1. Parnes, Dror

    1. 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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The Journal of Fixed Income
Vol. 17, Issue 3
Winter 2007
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