Index by author

Fall 2017; Volume 27,Issue 2

B

  1. Bhanot, Karan

    1. The New Market for Treasury Floating Rate Notes
      Karan Bhanot and Liang Guo
      The Journal of Fixed Income Fall 2017, 27 (2) 52-64; DOI: https://doi.org/10.3905/jfi.2017.27.2.052

C

  1. Chen, Ren-Raw

    1. It Is Time to Shift Log-Normal
      Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang
      The Journal of Fixed Income Fall 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037

F

  1. Fabozzi, Frank J.

    1. Pricing Coupon Bond Options and Swaptions under the
      Two-Factor Hull-White Model
      Vincenzo Russo and Frank J. Fabozzi
      The Journal of Fixed Income Fall 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030

G

  1. Guo, Liang

    1. The New Market for Treasury Floating Rate Notes
      Karan Bhanot and Liang Guo
      The Journal of Fixed Income Fall 2017, 27 (2) 52-64; DOI: https://doi.org/10.3905/jfi.2017.27.2.052

H

  1. Hsieh, Pei-Lin

    1. It Is Time to Shift Log-Normal
      Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang
      The Journal of Fixed Income Fall 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037

  2. Huang, Jeffrey

    1. It Is Time to Shift Log-Normal
      Ren-Raw Chen, Pei-Lin Hsieh and Jeffrey Huang
      The Journal of Fixed Income Fall 2017, 27 (2) 37-51; DOI: https://doi.org/10.3905/jfi.2017.27.2.037

J

  1. Javadi, Siamak

    1. Measuring Correlated Default Risk: A New Metric and Validity Tests
      Siamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali Nejadmalyeri
      The Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006

K

  1. Kim, Seoyoung

    1. Measuring Correlated Default Risk: A New Metric and Validity Tests
      Siamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali Nejadmalyeri
      The Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006

  2. Kon, Stanley J.

    1. Open Access
      Editor’s Letter
      Stanley J. Kon
      The Journal of Fixed Income Fall 2017, 27 (2) 1; DOI: https://doi.org/10.3905/jfi.2017.27.2.001

  3. Krehbiel, Tim

    1. Measuring Correlated Default Risk: A New Metric and Validity Tests
      Siamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali Nejadmalyeri
      The Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006

L

  1. Lai, Van Son

    1. Reinsurance or CAT Bond? How to Optimally Combine Both
      Denis-Alexandre Trottier and Van Son Lai
      The Journal of Fixed Income Fall 2017, 27 (2) 65-87; DOI: https://doi.org/10.3905/jfi.2017.27.2.065

N

  1. Nejadmalyeri, Ali

    1. Measuring Correlated Default Risk: A New Metric and Validity Tests
      Siamak Javadi, Seoyoung Kim, Tim Krehbiel and Ali Nejadmalyeri
      The Journal of Fixed Income Fall 2017, 27 (2) 6-29; DOI: https://doi.org/10.3905/jfi.2017.27.2.006

R

  1. Russo, Vincenzo

    1. Pricing Coupon Bond Options and Swaptions under the
      Two-Factor Hull-White Model
      Vincenzo Russo and Frank J. Fabozzi
      The Journal of Fixed Income Fall 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030

T

  1. Trottier, Denis-Alexandre

    1. Reinsurance or CAT Bond? How to Optimally Combine Both
      Denis-Alexandre Trottier and Van Son Lai
      The Journal of Fixed Income Fall 2017, 27 (2) 65-87; DOI: https://doi.org/10.3905/jfi.2017.27.2.065
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The Journal of Fixed Income: 27 (2)
The Journal of Fixed Income
Vol. 27, Issue 2
Fall 2017
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