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  • Volatility and the Carry Trade
    Vineer Bhansali
    The 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 Trees
    Santhosh Bandreddi, Sanjiv Ranjan Das and Rong Fan
    The Journal of Fixed Income December 2007, 17 (3) 38-56; DOI: https://doi.org/10.3905/jfi.2007.700212
  • Generalized Ho-Lee Model
    Thomas S.Y. Ho and Sang Bin Lee
    The Journal of Fixed Income December 2007, 17 (3) 18-37; DOI: https://doi.org/10.3905/jfi.2007.700217
  • Valuation of Bond Illiquidity
    Christian Koziol and Peter Sauerbier
    The 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 Options
    Robert M. Dunsky and Thomas S.Y. Ho
    The Journal of Fixed Income March 2007, 16 (4) 7-31; DOI: https://doi.org/10.3905/jfi.2007.683315
  • Bond Futures and Their Options
    Marc Henrard
    The 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 Distributions
    Thomas Moobrucker
    The 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 Management
    Felix Goltz, Lionel Martellini and Volker Ziemann
    The 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 Exotics
    Jeroen Kerkhof
    The 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 Dynamics
    Michèle Breton and Mbaye Ndoye
    Practical Applications February 2022, pa.2022.pa479; DOI: https://doi.org/10.3905/pa.2022.pa479

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