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- A Binomial-Tree Model for Convertible Bond PricingKrasimir Milanov, Ognyan Kounchev, Frank J. Fabozzi, Young Shin Kim and Svetlozar T. RachevThe Journal of Fixed Income December 2012, 22 (3) 79-94; DOI: https://doi.org/10.3905/jfi.2012.22.3.079
- Prepayment Option and the Interest Rate Differential
Between a Fixed- and Floating-Rate Mortgage LoanJyh-Bang Jou and Tan (Charlene) LeeThe Journal of Fixed Income March 2016, 25 (4) 83-91; DOI: https://doi.org/10.3905/jfi.2016.25.4.083 - Why Do Firms Hedge? An Asymmetric Information ModelDouglas T. Breeden and S. ViswanathanThe Journal of Fixed Income December 2015, 25 (3) 7-25; DOI: https://doi.org/10.3905/jfi.2016.25.3.007
- The Effect of Default and Conversion Options on Bond DurationSana HorchaniThe Journal of Fixed Income December 2015, 25 (3) 26-35; DOI: https://doi.org/10.3905/jfi.2016.25.3.026
- Introducing the Citi LMM Term Structure Model for MortgagesYakov Karpishpan, Ozgur Turel and Alexander HashaThe Journal of Fixed Income June 2010, 20 (1) 44-58; DOI: https://doi.org/10.3905/jfi.2010.20.1.044
- How Valuable are the TALF Puts?Vineer Bhansali and Mark B WiseThe Journal of Fixed Income September 2009, 19 (2) 71-75; DOI: https://doi.org/10.3905/jfi.2009.19.2.071
- Optimal, Static Hedging for Collateralized Mortgage ObligationsMichael Landrigan and Yury GryazinThe Journal of Fixed Income September 2009, 19 (2) 56-62; DOI: https://doi.org/10.3905/jfi.2009.19.2.056
- Embedded Options in Treasury Bond Futures Prices: New EvidenceRen-Raw Chen, Hann-Shing Ju and Shih-Kuo YehThe Journal of Fixed Income June 2009, 19 (1) 82-95; DOI: https://doi.org/10.3905/JFI.2009.19.1.082
- Returns-Based Style Analysis of Convertible Bond FundsDale L. Domian and William R ReichensteinThe Journal of Fixed Income December 2008, 18 (3) 52-64; DOI: https://doi.org/10.3905/JFI.2009.18.3.052
- A Unified Credit and Interest Rate Arbitrage-Free Contingent Claim ModelThomas S.Y Ho and Sang Bin LeeThe Journal of Fixed Income December 2008, 18 (3) 5-17; DOI: https://doi.org/10.3905/JFI.2009.18.3.005
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