Table of Contents
Fall 1993; Volume 3,Issue 2
A
Applebach, Richard O..
- You have accessPrepayment Assumptions and Remic Tranche PricingRichard O.. ApplebachThe Journal of Fixed Income Fall 1993, 3 (2) 80-94; DOI: https://doi.org/10.3905/jfi.1993.408082
B
Belur, Ashwin R.
- You have accessThe New Era in Bank Portfolio ManagementJohn H. Hunt, Douglas A. Monticciolo and Ashwin R. BelurThe Journal of Fixed Income Fall 1993, 3 (2) 15-26; DOI: https://doi.org/10.3905/jfi.1993.408083
H
Hancock, Mark R.
- You have accessCMOs and Competing SecuritiesMark R. HancockThe Journal of Fixed Income Fall 1993, 3 (2) 67-79; DOI: https://doi.org/10.3905/jfi.1993.408077
Hunt, John H.
- You have accessThe New Era in Bank Portfolio ManagementJohn H. Hunt, Douglas A. Monticciolo and Ashwin R. BelurThe Journal of Fixed Income Fall 1993, 3 (2) 15-26; DOI: https://doi.org/10.3905/jfi.1993.408083
L
Longstaff, Francis A.
- You have accessImplementation of The Longstaff-Schwartz Interest Rate ModelFrancis A. Longstaff and Eduardo S. SchwartzThe Journal of Fixed Income Fall 1993, 3 (2) 7-14; DOI: https://doi.org/10.3905/jfi.1993.408080
Lummer, Scott L.
- You have accessConvertible Bonds as an Asset ClassScott L. Lummer and Mark W. RiepeThe Journal of Fixed Income Fall 1993, 3 (2) 47-56; DOI: https://doi.org/10.3905/jfi.1993.408078
M
Monticciolo, Douglas A.
- You have accessThe New Era in Bank Portfolio ManagementJohn H. Hunt, Douglas A. Monticciolo and Ashwin R. BelurThe Journal of Fixed Income Fall 1993, 3 (2) 15-26; DOI: https://doi.org/10.3905/jfi.1993.408083
P
Peta, John L.
- You have accessInternational Bond DiversificationJohn L. PetaThe Journal of Fixed Income Fall 1993, 3 (2) 37-46; DOI: https://doi.org/10.3905/jfi.1993.408081
R
Riepe, Mark W.
- You have accessConvertible Bonds as an Asset ClassScott L. Lummer and Mark W. RiepeThe Journal of Fixed Income Fall 1993, 3 (2) 47-56; DOI: https://doi.org/10.3905/jfi.1993.408078
S
Schwartz, Eduardo S.
- You have accessImplementation of The Longstaff-Schwartz Interest Rate ModelFrancis A. Longstaff and Eduardo S. SchwartzThe Journal of Fixed Income Fall 1993, 3 (2) 7-14; DOI: https://doi.org/10.3905/jfi.1993.408080
Shimko, David C.
- You have accessThe Pricing of Risky Debt When Interest Rates are StochasticDavid C. Shimko, Naohiko Tejima and Donald R. Van DeventerThe Journal of Fixed Income Fall 1993, 3 (2) 58-65; DOI: https://doi.org/10.3905/jfi.1993.408084
T
Tejima, Naohiko
- You have accessThe Pricing of Risky Debt When Interest Rates are StochasticDavid C. Shimko, Naohiko Tejima and Donald R. Van DeventerThe Journal of Fixed Income Fall 1993, 3 (2) 58-65; DOI: https://doi.org/10.3905/jfi.1993.408084
Tierney, John F.
- You have accessFAS 115John F. TierneyThe Journal of Fixed Income Fall 1993, 3 (2) 28-36; DOI: https://doi.org/10.3905/jfi.1993.408079
V
Van Deventer, Donald R.
- You have accessThe Pricing of Risky Debt When Interest Rates are StochasticDavid C. Shimko, Naohiko Tejima and Donald R. Van DeventerThe Journal of Fixed Income Fall 1993, 3 (2) 58-65; DOI: https://doi.org/10.3905/jfi.1993.408084