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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Winter 2013; Volume 22,Issue 3
  • Open Access
    Editor’s Letter
    Stanley J. Kon
    The Journal of Fixed Income Winter 2013, 22 (3) 1; DOI: https://doi.org/10.3905/jfi.2012.22.3.001
  • You have access
    A Stochastic U.S. House Price Model for Valuing Residential Mortgages and Other House Price–Dependent Assets
    Kevin J. Stoll
    The Journal of Fixed Income Winter 2013, 22 (3) 5-20; DOI: https://doi.org/10.3905/jfi.2012.22.3.005
  • You have access
    Modification Effectiveness: The Private-Label Experience
    and Its Public Policy Implications
    Laurie S. Goodman, Lidan Yang, Roger Ashworth and Brian Landy
    The Journal of Fixed Income Winter 2013, 22 (3) 21-36; DOI: https://doi.org/10.3905/jfi.2012.22.3.021
  • You have access
    A Simple, Transparent, and Accurate Mortgage
    Valuation Yield Curve
    Robert A. Jarrow and Donald R. van Deventer
    The Journal of Fixed Income Winter 2013, 22 (3) 37-44; DOI: https://doi.org/10.3905/jfi.2012.22.3.037
  • You have access
    Valuing Financial Assets with Liquidity Discount:
    An Implication for Basel III
    Ren-Raw Chen, William Filonuk, Dilip K. Patro and An Yan
    The Journal of Fixed Income Winter 2013, 22 (3) 45-63; DOI: https://doi.org/10.3905/jfi.2012.22.3.045
  • You have access
    Capital Allocation and Per-Unit Risk in Inhomogeneous
    and Stressed Credit Portfolios
    Gregor Dorfleitner and Tamara Pfister
    The Journal of Fixed Income Winter 2013, 22 (3) 64-78; DOI: https://doi.org/10.3905/jfi.2012.22.3.064
  • You have access
    A Binomial-Tree Model for Convertible Bond Pricing
    Krasimir Milanov, Ognyan Kounchev, Frank J. Fabozzi, Young Shin Kim and Svetlozar T. Rachev
    The Journal of Fixed Income Winter 2013, 22 (3) 79-94; DOI: https://doi.org/10.3905/jfi.2012.22.3.079
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The Journal of Fixed Income: 22 (3)
The Journal of Fixed Income
Vol. 22, Issue 3
Winter 2013
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