Table of Contents

Primary Article

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  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
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  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
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  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