Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …

As energy becomes an increasingly important issue for generations to come, it is crucial to
develop tools for valuing and understanding energy projects from an economic perspective …

This paper develops an industry comparable loan-level residential mortgage-backed
security pricing model. It can be used to design hedging strategies for mortgage portfolio's …

The nancial derivatives market has been an area of innovation over the past few years. The
continuing developments of the market are a result of the growth of economies and the …

Los bonos de titulización hipotecaria (BTH) constituyen títulos de renta fija cuyo principal
rasgo distintivo reside en el traslado del riesgo de cancelación anticipada de los préstamos …