Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Spring 2012, 21 (4) 1; DOI: https://doi.org/10.3905/jfi.2012.21.4.001
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  Problems with Using CDS to Infer Default Probabilities

  Robert A. Jarrow

  The Journal of Fixed Income Spring 2012, 21 (4) 6-12; DOI: https://doi.org/10.3905/jfi.2012.21.4.006
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  Inferring Default Probabilities from Credit Spreads

  Terry Benzschawel and Andrew Assing

  The Journal of Fixed Income Spring 2012, 21 (4) 13-24; DOI: https://doi.org/10.3905/jfi.2012.21.4.013
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  Bankruptcy Prediction Models and the Cost of Debt

  Sattar A. Mansi, William F. Maxwell and Andrew (Jianzhong) Zhang

  The Journal of Fixed Income Spring 2012, 21 (4) 25-42; DOI: https://doi.org/10.3905/jfi.2012.21.4.025
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  Evaluation of Mortgage Credit Risk

  Lakhbir Hayre and Sudhir Chiluveru

  The Journal of Fixed Income Spring 2012, 21 (4) 43-54; DOI: https://doi.org/10.3905/jfi.2012.21.4.043
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  Mortgage Modification Activity—Recent Developments

  Laurie S. Goodman, Roger Ashworth, Brian Landy and Lidan Yang

  The Journal of Fixed Income Spring 2012, 21 (4) 55-68; DOI: https://doi.org/10.3905/jfi.2012.21.4.055
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  Higher-Order Durations with Respect to Inflation and Real Rates and Their Portfolio Management Applications

  Frank J. Fabozzi and Yuewu Xu

  The Journal of Fixed Income Spring 2012, 21 (4) 69-79; DOI: https://doi.org/10.3905/jfi.2012.21.4.069