Narrow search
Showing 1 - 10 of 10
Cover Image
A simple exponential model for dependent defaults
Giesecke, Kay - In: The journal of fixed income 13 (2003) 3, pp. 74-83
Persistent link: https://www.econbiz.de/10001968446
Cover Image
Ten years of the real term structure : 1984 - 1994
Brown, Roger H. - In: The journal of fixed income 5 (1996) 4, pp. 6-22
Persistent link: https://www.econbiz.de/10001204427
Cover Image
Hedging interest rate risk with options on average interest rates
Longstaff, Francis A. - In: The journal of fixed income 4 (1995) 4, pp. 37-45
Persistent link: https://www.econbiz.de/10001178064
Cover Image
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
Cover Image
Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A. - In: The journal of fixed income 3 (1993) 2, pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
Cover Image
Ten Years of the Real Term Structure: 1984-1994
Brown, Roger H.; Schaefer, Stephen M. - In: The journal of fixed income 5 (1996) 4, pp. 6-22
Persistent link: https://www.econbiz.de/10007315633
Cover Image
A SIMPLE EXPONENTIAL MODEL FOR DEPENDENT DEFAULTS
Giesecke, Kay - In: The journal of fixed income 13 (2003) 3, pp. 74-83
Persistent link: https://www.econbiz.de/10007156047
Cover Image
Valuing Credit Derivatives
Longstaff, Francis A.; Schwartz, Eduardo S. - In: The journal of fixed income 5 (1995) 1, pp. 6-14
Persistent link: https://www.econbiz.de/10007333764
Cover Image
Hedging Interest Rate Risk with Options on Average Interest Rates
Longstaff, Francis A. - In: The journal of fixed income 4 (1995) 4, pp. 37-45
Persistent link: https://www.econbiz.de/10007211351
Cover Image
Comments on "A Note on Parameter Estimation in the Two-Factor Longstaff and Schwartz Interest Rate Model"
Longstaff, Francis A.; Schwartz, Eduardo S. - In: The journal of fixed income 3 (1994) 4, pp. 101
Persistent link: https://www.econbiz.de/10007214318