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  • A Binomial-Tree Model for Convertible Bond Pricing
    Krasimir Milanov, Ognyan Kounchev, Frank J. Fabozzi, Young Shin Kim and Svetlozar T. Rachev
    The 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 Loan
    Jyh-Bang Jou and Tan (Charlene) Lee
    The 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 Model
    Douglas T. Breeden and S. Viswanathan
    The 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 Duration
    Sana Horchani
    The 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 Mortgages
    Yakov Karpishpan, Ozgur Turel and Alexander Hasha
    The 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 Wise
    The 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 Obligations
    Michael Landrigan and Yury Gryazin
    The 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 Evidence
    Ren-Raw Chen, Hann-Shing Ju and Shih-Kuo Yeh
    The 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 Funds
    Dale L. Domian and William R Reichenstein
    The 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 Model
    Thomas S.Y Ho and Sang Bin Lee
    The 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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