The Journal of Fixed Income

More articles from Article

You have access
A Heuristic Algorithm for the Heath–Jarrow–Morton Model
Hung Do and Michael J. Tomas

The Journal of Fixed Income Summer 2016, 26 (1) 94-103; DOI: https://doi.org/10.3905/jfi.2016.26.1.094
You have access
Systematic Credit Risk and Pricing for Fixed Income Instruments
Daniel Rösch and Harald Scheule

The Journal of Fixed Income Summer 2016, 26 (1) 42-60; DOI: https://doi.org/10.3905/jfi.2016.26.1.042
You have access
A Structural Model of Credit Risk for Illiquid Debt
Frédéric Blanc-Brude and Majid Hasan

The Journal of Fixed Income Summer 2016, 26 (1) 6-19; DOI: https://doi.org/10.3905/jfi.2016.26.1.006
You have access
Prepayment Option and the Interest Rate Differential
Between a Fixed- and Floating-Rate Mortgage Loan
Jyh-Bang Jou and Tan (Charlene) Lee

The Journal of Fixed Income Spring 2016, 25 (4) 83-91; DOI: https://doi.org/10.3905/jfi.2016.25.4.083
Open Access
Editor’s Letter
Stanley J. Kon

The Journal of Fixed Income Spring 2016, 25 (4) 1; DOI: https://doi.org/10.3905/jfi.2016.25.4.001
You have access
A Liquidity Index
Ren-Raw Chen, Wei He and Wenling Lin

The Journal of Fixed Income Spring 2016, 25 (4) 5-19; DOI: https://doi.org/10.3905/jfi.2016.25.4.005
You have access
Pricing Coupon Bond Options and Swaptions under the One-Factor Hull–White Model
Vincenzo Russo and Frank J. Fabozzi

The Journal of Fixed Income Spring 2016, 25 (4) 76-82; DOI: https://doi.org/10.3905/jfi.2016.25.4.076
You have access
Do Investors Still Rely on Credit Rating Agencies?
Evidence from the Financial Crisis
Florian Kiesel

The Journal of Fixed Income Spring 2016, 25 (4) 20-31; DOI: https://doi.org/10.3905/jfi.2016.25.4.020
You have access
Stock Prices and Stock Return Volatilities Implied
by the Credit Market
Hans Byström

The Journal of Fixed Income Spring 2016, 25 (4) 32-54; DOI: https://doi.org/10.3905/jfi.2016.25.4.032
You have access
Bond Market Demand and Capital Structure Variation
Michael B. McDonald

The Journal of Fixed Income Spring 2016, 25 (4) 55-75; DOI: https://doi.org/10.3905/jfi.2016.25.4.055

Main menu

User menu

Search

The Journal of Fixed Income

More articles from Article

Pages

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

More articles from Article

Pages

Stay Connected