Table of Contents

Summer 1996; Volume 6,Issue 1

A

  1. Au, Kelly

    1. Maximum Potential Change of a Portfolio
      Kelly Au and Volf Frishling
      The Journal of Fixed Income Summer 1996, 6 (1) 92-95; DOI: https://doi.org/10.3905/jfi.1996.408167

B

  1. Baz, Jamil

    1. Analytical Approximations of the Term Structure for Jump-Diffusion Processes
      Jamil Baz and Sanjiv Ranjan Das
      The Journal of Fixed Income Summer 1996, 6 (1) 78-86; DOI: https://doi.org/10.3905/jfi.1996.408164

  2. Blake, David

    1. A Closed-Form Formula for Calculating Bond Convexity
      David Blake and J. Michael Orszag
      The Journal of Fixed Income Summer 1996, 6 (1) 88-91; DOI: https://doi.org/10.3905/jfi.1996.408163

D

  1. Das, Sanjiv Ranjan

    1. Analytical Approximations of the Term Structure for Jump-Diffusion Processes
      Jamil Baz and Sanjiv Ranjan Das
      The Journal of Fixed Income Summer 1996, 6 (1) 78-86; DOI: https://doi.org/10.3905/jfi.1996.408164

E

  1. Erb, Claude B.

    1. The Influence of Political, Economic, and Financial Risk on Expected Fixed-Income Returns
      Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
      The Journal of Fixed Income Summer 1996, 6 (1) 7-30; DOI: https://doi.org/10.3905/jfi.1996.408169

F

  1. Falkenstein, Eric

    1. Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve
      Eric Falkenstein and Jerry Hanweck
      The Journal of Fixed Income Summer 1996, 6 (1) 60-68; DOI: https://doi.org/10.3905/jfi.1996.408168

  2. Fridson, Martin S.

    1. Forecasting Default Rates on High-Yield Bonds
      Jón G. Jónsson and Martin S. Fridson
      The Journal of Fixed Income Summer 1996, 6 (1) 69-77; DOI: https://doi.org/10.3905/jfi.1996.408166

  3. Frishling, Volf

    1. Maximum Potential Change of a Portfolio
      Kelly Au and Volf Frishling
      The Journal of Fixed Income Summer 1996, 6 (1) 92-95; DOI: https://doi.org/10.3905/jfi.1996.408167

G

  1. Gonçalves, Franklin De O.

    1. Estimating the Term Structure of Volatility and Fixeip-Income Derivative Pricing
      Franklin De O. Gonçalves and João Victor Issler
      The Journal of Fixed Income Summer 1996, 6 (1) 32-39; DOI: https://doi.org/10.3905/jfi.1996.408165

H

  1. Hanweck, Jerry

    1. Minimizing Basis Risk from Non-Parallel Shifts in the Yield Curve
      Eric Falkenstein and Jerry Hanweck
      The Journal of Fixed Income Summer 1996, 6 (1) 60-68; DOI: https://doi.org/10.3905/jfi.1996.408168

  2. Harvey, Campbell R.

    1. The Influence of Political, Economic, and Financial Risk on Expected Fixed-Income Returns
      Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
      The Journal of Fixed Income Summer 1996, 6 (1) 7-30; DOI: https://doi.org/10.3905/jfi.1996.408169

I

  1. Issler, João Victor

    1. Estimating the Term Structure of Volatility and Fixeip-Income Derivative Pricing
      Franklin De O. Gonçalves and João Victor Issler
      The Journal of Fixed Income Summer 1996, 6 (1) 32-39; DOI: https://doi.org/10.3905/jfi.1996.408165

J

  1. Jónsson, Jón G.

    1. Forecasting Default Rates on High-Yield Bonds
      Jón G. Jónsson and Martin S. Fridson
      The Journal of Fixed Income Summer 1996, 6 (1) 69-77; DOI: https://doi.org/10.3905/jfi.1996.408166

M

  1. Michael Orszag, J.

    1. A Closed-Form Formula for Calculating Bond Convexity
      David Blake and J. Michael Orszag
      The Journal of Fixed Income Summer 1996, 6 (1) 88-91; DOI: https://doi.org/10.3905/jfi.1996.408163

V

  1. Viskanta, Tadas E.

    1. The Influence of Political, Economic, and Financial Risk on Expected Fixed-Income Returns
      Claude B. Erb, Campbell R. Harvey and Tadas E. Viskanta
      The Journal of Fixed Income Summer 1996, 6 (1) 7-30; DOI: https://doi.org/10.3905/jfi.1996.408169

W

  1. Wagner, Herbert S.

    1. The Pricing of Bonds in Bankruptcy and Financial Restructuring
      Herbert S. Wagner
      The Journal of Fixed Income Summer 1996, 6 (1) 40-47; DOI: https://doi.org/10.3905/jfi.1996.408170

  2. Willner, Ram

    1. A New Tool for Portfolio Managers
      Ram Willner
      The Journal of Fixed Income Summer 1996, 6 (1) 48-59; DOI: https://doi.org/10.3905/jfi.1996.408171
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The Journal of Fixed Income
Vol. 6, Issue 1
Summer 1996
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