Options
- Volatility and the Carry TradeVineer BhansaliThe Journal of Fixed Income December 2007, 17 (3) 72-84; DOI: https://doi.org/10.3905/jfi.2007.700219
- Correlated Default Modeling with a Forest of Binomial TreesSanthosh Bandreddi, Sanjiv Ranjan Das and Rong FanThe Journal of Fixed Income December 2007, 17 (3) 38-56; DOI: https://doi.org/10.3905/jfi.2007.700212
- Generalized Ho-Lee ModelThomas S.Y. Ho and Sang Bin LeeThe Journal of Fixed Income December 2007, 17 (3) 18-37; DOI: https://doi.org/10.3905/jfi.2007.700217
- Valuation of Bond IlliquidityChristian Koziol and Peter SauerbierThe Journal of Fixed Income March 2007, 16 (4) 81-107; DOI: https://doi.org/10.3905/jfi.2007.683320
- Valuing Fixed Rate Mortgage Loans with Default and Prepayment OptionsRobert M. Dunsky and Thomas S.Y. HoThe Journal of Fixed Income March 2007, 16 (4) 7-31; DOI: https://doi.org/10.3905/jfi.2007.683315
- Bond Futures and Their OptionsMarc HenrardThe Journal of Fixed Income September 2006, 16 (2) 62-75; DOI: https://doi.org/10.3905/jfi.2006.656010
- Explaining the Correlation Smile Using Variance Gamma DistributionsThomas MoobruckerThe Journal of Fixed Income June 2006, 16 (1) 71-87; DOI: https://doi.org/10.3905/jfi.2006.640279
- Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability ManagementFelix Goltz, Lionel Martellini and Volker ZiemannThe Journal of Fixed Income June 2006, 16 (1) 39-54; DOI: https://doi.org/10.3905/jfi.2006.640276
- Factor Dependence and Estimation Risk for Cap-Related Interest Rate ExoticsJeroen KerkhofThe Journal of Fixed Income March 2006, 15 (4) 74-83; DOI: https://doi.org/10.3905/jfi.2006.627842
- Practical Applications of Analytical Valuation of Compound Options Under Regime-Switching DynamicsMichèle Breton and Mbaye NdoyePractical Applications February 2022, pa.2022.pa479; DOI: https://doi.org/10.3905/pa.2022.pa479
Pages
Explore our content to discover more relevant research
- Behavioral Finance
- Theory (36)
- In Markets (170)
- In Portfolio Management (140)
- In Wealth Management (99)
- Derivatives
- Options (549)
- Credit default swaps (126)
- Counterparty risk (24)
- Other (213)
- Factors, risk premia
- Factor-based models (465)
- Style investing (168)
- Other (52)
- Fixed income and structured finance
- Project finance (87)
- International Investing
- Legal/regulatory/public policy
- Long-term/retirement investing
- Wealth management (617)
- Retirement (486)
- Social security (101)
- Pension funds (177)
- Other (55)
- Mutual funds/passive investing/indexing
- Mutual fund performance (249)
- Passive strategies (144)
- Other (332)
- Performance measurement
- Volatility measures (368)
- Performance measurement (1837)
- Portfolio management/multi-asset allocation
- Portfolio theory (682)
- Portfolio construction (1830)
- ESG investing (335)
- Manager selection (295)
- Other (274)
- Quantitative methods
- Statistical methods (1365)
- Simulations (295)
- Quantitative methods (438)
- Real assets/alternative investments/private equity
- Real estate (222)
- Commodities (195)
- Other real assets (99)
- Currency (174)
- Private equity (742)
- Risk management
- Credit risk management (299)
- Tail risks (166)
- Risk management (858)
- Security analysis and valuation
- Technical analysis (113)