Table of Contents

Primary Article

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  Estimation of Multifactor Cox, Ingersoll, and Ross Term Structure Model

  Manoj K. Singh

  The Journal of Fixed Income Fall 1995, 5 (2) 8-28; DOI: https://doi.org/10.3905/jfi.1995.408143
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  Wher do One-Factor Interest Rate Models Fail?

  Eduardo Canabarro

  The Journal of Fixed Income Fall 1995, 5 (2) 31-52; DOI: https://doi.org/10.3905/jfi.1995.408145
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  Yield Curve Shifts and the Selection of Immunization Strategies

  W. Brian Barrett, Thomas F. Gosnell and Andrea J. Heuson

  The Journal of Fixed Income Fall 1995, 5 (2) 53-64; DOI: https://doi.org/10.3905/jfi.1995.408146
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  Generation of a Smooth Forward Curve for U.S. Treasuries

  Michael Zaretsky

  The Journal of Fixed Income Fall 1995, 5 (2) 65-77; DOI: https://doi.org/10.3905/jfi.1995.408144
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  Computing the Long and Vasicek Pure Discount Bond Price Formula

  Michael J.P. Selby and Chris Strickland

  The Journal of Fixed Income Fall 1995, 5 (2) 78-84; DOI: https://doi.org/10.3905/jfi.1995.408141
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  Discrete-Time Versions of Continuous-Time Interest Rate Models

  Steven L Heston

  The Journal of Fixed Income Fall 1995, 5 (2) 86-88; DOI: https://doi.org/10.3905/jfi.1995.408142
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  A Note on the Models of Hull and White for Pricing Options on the Term Structure

  Andrew Carverhill

  The Journal of Fixed Income Fall 1995, 5 (2) 89-96; DOI: https://doi.org/10.3905/jfi.1995.408140
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  A Note on the Models of Hull and White for Pricing Options on the Term Structure

  John C Hull and Alan D White

  The Journal of Fixed Income Fall 1995, 5 (2) 97-102; DOI: https://doi.org/10.3905/jfi.1995.408139