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The Journal of Fixed Income
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The Journal of Fixed Income

The Journal of Fixed Income

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Table of Contents

Fall 1995; Volume 5,Issue 2

Primary Article

  • You have access
    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
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The Journal of Fixed Income
Vol. 5, Issue 2
Fall 1995
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