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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

Spring 1997; Volume 6,Issue 4

Primary Article

  • You have access
    Price of Risk Constant (PORC)
    Gene Cohler, Mark Feldman and Brain Lancaster
    The Journal of Fixed Income Spring 1997, 6 (4) 6-15; DOI: https://doi.org/10.3905/jfi.1997.408193
  • You have access
    Effective and Empirical Durations of Mortgage Securities
    Lakhbir S Hayre and Hubert Chang
    The Journal of Fixed Income Spring 1997, 6 (4) 17-33; DOI: https://doi.org/10.3905/jfi.1997.408190
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    Valuing the Call Option on Callable Pass-Through
    Laurie S Goodman and Jeffrey Ho
    The Journal of Fixed Income Spring 1997, 6 (4) 34-49; DOI: https://doi.org/10.3905/jfi.1997.408194
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    Prepayment of Multifamily Mortgage-Backed Securities
    Peter J. Elmer and Anton E. Haidorfer
    The Journal of Fixed Income Spring 1997, 6 (4) 50-63; DOI: https://doi.org/10.3905/jfi.1997.408192
  • You have access
    Convexity and Empirical Option Costs of Mortgage Securities
    Douglas T. Breeden
    The Journal of Fixed Income Spring 1997, 6 (4) 64-87; DOI: https://doi.org/10.3905/jfi.1997.408189
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    A Cost-Effective Approach to Hedging MBS Using Treasury Futures and Futures Options
    Larry Langowski, Tae H. Park and Lorne N. Switzer
    The Journal of Fixed Income Spring 1997, 6 (4) 88-97; DOI: https://doi.org/10.3905/jfi.1997.408188
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    GNMA II 30-Year Pass-Through MBS Prepayment Analysis
    Sam Choi and Mike Schumacher
    The Journal of Fixed Income Spring 1997, 6 (4) 99-104; DOI: https://doi.org/10.3905/jfi.1997.408191
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The Journal of Fixed Income
Vol. 6, Issue 4
Spring 1997
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