Table of Contents

Primary Article

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  Implementation of The Longstaff-Schwartz Interest Rate Model

  Francis A. Longstaff and Eduardo S. Schwartz

  The Journal of Fixed Income Fall 1993, 3 (2) 7-14; DOI: https://doi.org/10.3905/jfi.1993.408080
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  The New Era in Bank Portfolio Management

  John H. Hunt, Douglas A. Monticciolo and Ashwin R. Belur

  The Journal of Fixed Income Fall 1993, 3 (2) 15-26; DOI: https://doi.org/10.3905/jfi.1993.408083
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  FAS 115

  John F. Tierney

  The Journal of Fixed Income Fall 1993, 3 (2) 28-36; DOI: https://doi.org/10.3905/jfi.1993.408079
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  International Bond Diversification

  John L. Peta

  The Journal of Fixed Income Fall 1993, 3 (2) 37-46; DOI: https://doi.org/10.3905/jfi.1993.408081
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  Convertible Bonds as an Asset Class

  Scott L. Lummer and Mark W. Riepe

  The Journal of Fixed Income Fall 1993, 3 (2) 47-56; DOI: https://doi.org/10.3905/jfi.1993.408078
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  The Pricing of Risky Debt When Interest Rates are Stochastic

  David C. Shimko, Naohiko Tejima and Donald R. Van Deventer

  The Journal of Fixed Income Fall 1993, 3 (2) 58-65; DOI: https://doi.org/10.3905/jfi.1993.408084
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  CMOs and Competing Securities

  Mark R. Hancock

  The Journal of Fixed Income Fall 1993, 3 (2) 67-79; DOI: https://doi.org/10.3905/jfi.1993.408077
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  Prepayment Assumptions and Remic Tranche Pricing

  Richard O.. Applebach

  The Journal of Fixed Income Fall 1993, 3 (2) 80-94; DOI: https://doi.org/10.3905/jfi.1993.408082