Index by author
Fall 2017; Volume 27,Issue 2
B
Bhanot, Karan
- You have accessThe New Market for Treasury Floating Rate NotesKaran Bhanot and Liang GuoThe Journal of Fixed Income Fall 2017, 27 (2) 52-64; DOI: https://doi.org/10.3905/jfi.2017.27.2.052
C
Chen, Ren-Raw
- You have accessIt Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Fixed Income Fall 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037
F
Fabozzi, Frank J.
- You have accessPricing Coupon Bond Options and Swaptions under the
Two-Factor Hull-White ModelVincenzo Russo and Frank J. FabozziThe Journal of Fixed Income Fall 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030
G
Guo, Liang
- You have accessThe New Market for Treasury Floating Rate NotesKaran Bhanot and Liang GuoThe Journal of Fixed Income Fall 2017, 27 (2) 52-64; DOI: https://doi.org/10.3905/jfi.2017.27.2.052
H
Hsieh, Pei-Lin
- You have accessIt Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Fixed Income Fall 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037
Huang, Jeffrey
- You have accessIt Is Time to Shift Log-NormalRen-Raw Chen, Pei-Lin Hsieh and Jeffrey HuangThe Journal of Fixed Income Fall 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037
J
Javadi, Siamak
- You have accessMeasuring Correlated Default Risk: A New Metric and Validity TestsSiamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali NejadmalyeriThe Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006
K
Kim, Seoyoung
- You have accessMeasuring Correlated Default Risk: A New Metric and Validity TestsSiamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali NejadmalyeriThe Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006
Kon, Stanley J.
- Open AccessEditor’s LetterStanley J. KonThe Journal of Fixed Income Fall 2017, 27 (2) 1; DOI: https://doi.org/10.3905/jfi.2017.27.2.001
Krehbiel, Tim
- You have accessMeasuring Correlated Default Risk: A New Metric and Validity TestsSiamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali NejadmalyeriThe Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006
L
Lai, Van Son
- You have accessReinsurance or CAT Bond? How to Optimally Combine BothDenis-Alexandre Trottier and Van Son LaiThe Journal of Fixed Income Fall 2017, 27 (2) 65-87; DOI: https://doi.org/10.3905/jfi.2017.27.2.065
N
Nejadmalyeri, Ali
- You have accessMeasuring Correlated Default Risk: A New Metric and Validity TestsSiamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali NejadmalyeriThe Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006
R
Russo, Vincenzo
- You have accessPricing Coupon Bond Options and Swaptions under the
Two-Factor Hull-White ModelVincenzo Russo and Frank J. FabozziThe Journal of Fixed Income Fall 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030
T
Trottier, Denis-Alexandre
- You have accessReinsurance or CAT Bond? How to Optimally Combine BothDenis-Alexandre Trottier and Van Son LaiThe Journal of Fixed Income Fall 2017, 27 (2) 65-87; DOI: https://doi.org/10.3905/jfi.2017.27.2.065