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Valuing convertible bonds with credit risk
Tsiveriotis, Kostas - In: The journal of fixed income 8 (1998) 2, pp. 95-102
Persistent link: https://www.econbiz.de/10001252725
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Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit; Badak, Bransislav; Russell, Robert A. - In: The journal of fixed income 16 (2006) 3, pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
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Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les - In: The journal of fixed income 7 (1997) 3, pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
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Implementing an option-theoretic CMO valuation model with recent prepayment data
Singh, Manoj K. - In: The journal of fixed income 5 (1996) 4, pp. 45-55
Persistent link: https://www.econbiz.de/10001204425
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Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O. - In: The journal of fixed income 6 (1996) 1, pp. 32-39
Persistent link: https://www.econbiz.de/10001205427
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Discrete-time versions of continuous-time interest rate models
Heston, Steven L. - In: The journal of fixed income 5 (1995) 2, pp. 86-88
Persistent link: https://www.econbiz.de/10001213236
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Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew - In: The journal of fixed income 5 (1995) 2, pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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Valuing credit derivatives
Longstaff, Francis A. - In: The journal of fixed income 5 (1995) 1, pp. 6-12
Persistent link: https://www.econbiz.de/10001213254
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A binomial tree for the Hull and White model with probabilities independent of the initial term structure
Reisman, Haim - In: The journal of fixed income 6 (1996) 3, pp. 92-96
Persistent link: https://www.econbiz.de/10001214245
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Valuation of defaultable bonds
Cathcart, Lara - In: The journal of fixed income 8 (1998) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10001246656