Options
- Improving the Outlook for a Successful Retirement: A Case for Using Downside HedgingHarlow W.V. and Keith C. BrownThe Journal of Retirement January 2016, 3 (3) 35-50; DOI: https://doi.org/10.3905/jor.2016.3.3.035
- Individuals Approaching Retirement Have Options (Literally) to Secure a Comfortable RetirementBryan FolticeThe Journal of Retirement April 2015, 2 (4) 38-53; DOI: https://doi.org/10.3905/jor.2015.2.4.038
- Valuation of Callable/Putable Corporate Bonds in a One-Factor Lognormal Interest-Rate ModelRobert S. Goldberg, Ehud I. Ronn and Liying XuThe Journal of Fixed Income June 2021, 31 (1) 80-95; DOI: https://doi.org/10.3905/jfi.2021.1.111
- Mortgage Option DeltasMichael Landrigan and Danny SunThe Journal of Fixed Income December 2013, 23 (3) 5-14; DOI: https://doi.org/10.3905/jfi.2013.23.3.005
- Corporate Retail Notes: A Good Alternative
for Individual Investors?Igor Kozhanov and Joseph P. OgdenThe Journal of Fixed Income September 2013, 23 (2) 82-97; DOI: https://doi.org/10.3905/jfi.2013.23.2.082 - Interest Rate Future Quality Options and Negative Interest RatesAlejandro Balbás and Ricardo LabordaThe Journal of Fixed Income June 2018, 28 (1) 61-73; DOI: https://doi.org/10.3905/jfi.2018.28.1.061
- Pricing Coupon Bond Options and Swaptions under the
Two-Factor Hull-White ModelVincenzo Russo and Frank J. FabozziThe Journal of Fixed Income September 2017, 27 (2) 30-36; DOI: https://doi.org/10.3905/jfi.2017.27.2.030 - A Structural Model for Optimal Selection of Maturity and Timing of Callable Bond IssuanceShengguang Qian, S. Lakshmivarahan and Duane StockThe Journal of Fixed Income December 2016, 26 (3) 33-48; DOI: https://doi.org/10.3905/jfi.2017.26.3.033
- Implied Remaining Variance with Application to Bachelier ModelJian Sun, Qiankun Niu, Shinan Cao and Peter CarrThe Journal of Fixed Income September 2016, 26 (2) 78-95; DOI: https://doi.org/10.3905/jfi.2016.26.2.078
- Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted SpreadsAlexander N. Bogin, Nataliya Polkovnichenko and William M. DoernerThe Journal of Fixed Income September 2016, 26 (2) 5-15; DOI: https://doi.org/10.3905/jfi.2016.26.2.005
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