The Journal of Fixed Income: 22 (3)

The Journal of Fixed Income

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
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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
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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
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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
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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
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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
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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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