Table of Contents

Summer 1992; Volume 2,Issue 1

B

  1. Bykhovsky, Michael

    1. Anatomy of Pac Bonds
      Michael Bykhovsky and Lakhbir S Hayre
      The Journal of Fixed Income Summer 1992, 2 (1) 44-50; DOI: https://doi.org/10.3905/jfi.1992.408039

C

  1. Carron, Andrew S.

    1. Understanding Cmos, Remics, and other Mortgage Derivatives
      Andrew S. Carron
      The Journal of Fixed Income Summer 1992, 2 (1) 25-43; DOI: https://doi.org/10.3905/jfi.1992.408044

G

  1. Gudikunst, Arthur

    1. Determinants of Bond Mutual Fund Performance
      Arthur Gudikunst and Joseph Mccarthy
      The Journal of Fixed Income Summer 1992, 2 (1) 95-101; DOI: https://doi.org/10.3905/jfi.1992.408041

  2. Gurwitz, Aarons S.

    1. A Valuation Model for Embedded Options in Municipal Bonds
      Aarons S. Gurwitz, Peter Knez and Suresh Wadhwani
      The Journal of Fixed Income Summer 1992, 2 (1) 102-111; DOI: https://doi.org/10.3905/jfi.1992.408038

H

  1. Hancock, Mark R.

    1. Risk and Reward in Cmos
      Mark R. Hancock
      The Journal of Fixed Income Summer 1992, 2 (1) 51-66; DOI: https://doi.org/10.3905/jfi.1992.408043

  2. Hayre, Lakhbir S

    1. Anatomy of Pac Bonds
      Michael Bykhovsky and Lakhbir S Hayre
      The Journal of Fixed Income Summer 1992, 2 (1) 44-50; DOI: https://doi.org/10.3905/jfi.1992.408039

  3. Ho, Thomas S.Y.

    1. Managing Illiquid Bonds and the Linear Path Space
      Thomas S.Y. Ho
      The Journal of Fixed Income Summer 1992, 2 (1) 80-94; DOI: https://doi.org/10.3905/jfi.1992.408042

K

  1. Knez, Peter

    1. A Valuation Model for Embedded Options in Municipal Bonds
      Aarons S. Gurwitz, Peter Knez and Suresh Wadhwani
      The Journal of Fixed Income Summer 1992, 2 (1) 102-111; DOI: https://doi.org/10.3905/jfi.1992.408038

M

  1. Mccarthy, Joseph

    1. Determinants of Bond Mutual Fund Performance
      Arthur Gudikunst and Joseph Mccarthy
      The Journal of Fixed Income Summer 1992, 2 (1) 95-101; DOI: https://doi.org/10.3905/jfi.1992.408041

O

  1. O'Brien, Thomas J.

    1. Elementary Growth Model Valuation Expressions for Fixed-Rate Mortgage Pools and Derivatives
      Thomas J. O'Brien
      The Journal of Fixed Income Summer 1992, 2 (1) 68-79; DOI: https://doi.org/10.3905/jfi.1992.408045

P

  1. Pestre, Christian R.

    1. Default Probabilities and Credit-Adjusted Spreads for Non-Agency Mortgage Securities
      Christian R. Pestre, Paul A. Richardson and Charles E.. Webster
      The Journal of Fixed Income Summer 1992, 2 (1) 7-23; DOI: https://doi.org/10.3905/jfi.1992.408040

R

  1. Richardson, Paul A.

    1. Default Probabilities and Credit-Adjusted Spreads for Non-Agency Mortgage Securities
      Christian R. Pestre, Paul A. Richardson and Charles E.. Webster
      The Journal of Fixed Income Summer 1992, 2 (1) 7-23; DOI: https://doi.org/10.3905/jfi.1992.408040

W

  1. Wadhwani, Suresh

    1. A Valuation Model for Embedded Options in Municipal Bonds
      Aarons S. Gurwitz, Peter Knez and Suresh Wadhwani
      The Journal of Fixed Income Summer 1992, 2 (1) 102-111; DOI: https://doi.org/10.3905/jfi.1992.408038

  2. Webster, Charles E..

    1. Default Probabilities and Credit-Adjusted Spreads for Non-Agency Mortgage Securities
      Christian R. Pestre, Paul A. Richardson and Charles E.. Webster
      The Journal of Fixed Income Summer 1992, 2 (1) 7-23; DOI: https://doi.org/10.3905/jfi.1992.408040
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The Journal of Fixed Income
Vol. 2, Issue 1
Summer 1992
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