The Journal of FIXED INCOME
pág. 1
Short-Term Predictability of the Term Structure
págs. 7-14
TIPS, Break-Even Inflation, and Inflation Forecasts
págs. 15-35
Credit Spread Modeling with Regime-Switching Techniques
págs. 36-48
Parsimonious Estimation of Credit Spreads
págs. 49-63
Implications of Stochastic Recovery Rates in Evaluating CDO Tranches
págs. 64-71
A Poisson Model with Common Shocks for CDO Valuation
págs. 72-81
Measuring Final Loss Severity of Defaulted RMBS
págs. 82-91
© 2001-2024 Fundación Dialnet · Todos los derechos reservados
Coordinado por: