Index by author

Fall 1993; Volume 3,Issue 2

A

  1. Applebach, Richard O..

    1. 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

B

  1. Belur, Ashwin R.

    1. 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

H

  1. Hancock, Mark R.

    1. 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

  2. Hunt, John H.

    1. 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

L

  1. Longstaff, Francis A.

    1. 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

  2. Lummer, Scott L.

    1. 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

M

  1. Monticciolo, Douglas A.

    1. 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

P

  1. Peta, John L.

    1. 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

R

  1. Riepe, Mark W.

    1. 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

S

  1. Schwartz, Eduardo S.

    1. 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

  2. Shimko, David C.

    1. 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

T

  1. Tejima, Naohiko

    1. 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

  2. Tierney, John F.

    1. 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

V

  1. Van Deventer, Donald R.

    1. 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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The Journal of Fixed Income
Vol. 3, Issue 2
Fall 1993
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