Index by author
Winter 2007; Volume 17,Issue 3
B
Bandreddi, Santhosh
- You have accessCorrelated Default Modeling with a Forest of Binomial TreesSanthosh Bandreddi, Sanjiv Ranjan Das and Rong FanThe Journal of Fixed Income Winter 2007, 17 (3) 38-56; DOI: https://doi.org/10.3905/jfi.2007.700212
Bhansali, Vineer
- You have accessVolatility and the Carry TradeVineer BhansaliThe Journal of Fixed Income Winter 2007, 17 (3) 72-84; DOI: https://doi.org/10.3905/jfi.2007.700219
C
Chan-lau, Jorge A.
- You have accessEstimating the Exposures of Major Financial Institutions to the Global Credit Risk Transfer MarketJorge A. Chan-lau and Li Lian OngThe Journal of Fixed Income Winter 2007, 17 (3) 90-98; DOI: https://doi.org/10.3905/jfi.2007.700213
D
Das, Sanjiv Ranjan
- You have accessCorrelated Default Modeling with a Forest of Binomial TreesSanthosh Bandreddi, Sanjiv Ranjan Das and Rong FanThe Journal of Fixed Income Winter 2007, 17 (3) 38-56; DOI: https://doi.org/10.3905/jfi.2007.700212
F
Fabozzi, Frank J.
- You have accessEvent of Default Provisions and the Valuation of ABS CDO TranchesLaurie s. Goodman, Daniel Newman, Douglas J. Lucas and Frank J. FabozziThe Journal of Fixed Income Winter 2007, 17 (3) 85-89; DOI: https://doi.org/10.3905/jfi.2007.700215
Fan, Rong
- You have accessCorrelated Default Modeling with a Forest of Binomial TreesSanthosh Bandreddi, Sanjiv Ranjan Das and Rong FanThe Journal of Fixed Income Winter 2007, 17 (3) 38-56; DOI: https://doi.org/10.3905/jfi.2007.700212
G
Goodman, Laurie s.
- You have accessEvent of Default Provisions and the Valuation of ABS CDO TranchesLaurie s. Goodman, Daniel Newman, Douglas J. Lucas and Frank J. FabozziThe Journal of Fixed Income Winter 2007, 17 (3) 85-89; DOI: https://doi.org/10.3905/jfi.2007.700215
H
Ho, Thomas S.Y.
- You have accessManaging Interest Rate Volatility RiskThomas S.Y. HoThe Journal of Fixed Income Winter 2007, 17 (3) 6-17; DOI: https://doi.org/10.3905/jfi.2007.700216
- You have accessGeneralized Ho-Lee ModelThomas S.Y. Ho and Sang Bin LeeThe Journal of Fixed Income Winter 2007, 17 (3) 18-37; DOI: https://doi.org/10.3905/jfi.2007.700217
L
Lee, Sang Bin
- You have accessGeneralized Ho-Lee ModelThomas S.Y. Ho and Sang Bin LeeThe Journal of Fixed Income Winter 2007, 17 (3) 18-37; DOI: https://doi.org/10.3905/jfi.2007.700217
Lucas, Douglas J.
- You have accessEvent of Default Provisions and the Valuation of ABS CDO TranchesLaurie s. Goodman, Daniel Newman, Douglas J. Lucas and Frank J. FabozziThe Journal of Fixed Income Winter 2007, 17 (3) 85-89; DOI: https://doi.org/10.3905/jfi.2007.700215
N
Newman, Daniel
- You have accessEvent of Default Provisions and the Valuation of ABS CDO TranchesLaurie s. Goodman, Daniel Newman, Douglas J. Lucas and Frank J. FabozziThe Journal of Fixed Income Winter 2007, 17 (3) 85-89; DOI: https://doi.org/10.3905/jfi.2007.700215
O
Ong, Li Lian
- You have accessEstimating the Exposures of Major Financial Institutions to the Global Credit Risk Transfer MarketJorge A. Chan-lau and Li Lian OngThe Journal of Fixed Income Winter 2007, 17 (3) 90-98; DOI: https://doi.org/10.3905/jfi.2007.700213
P
Parnes, Dror
- You have accessApplying Credit Score Models to Multiple States of NatureDror ParnesThe Journal of Fixed Income Winter 2007, 17 (3) 57-71; DOI: https://doi.org/10.3905/jfi.2007.700304