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Fixed income risk modeling
Kahn, Ronald N., (2005)
Income uncertainty, substitution effect and relative yield spreads
Xu, Kuan, (1998)
Fixed income risk and return
Beinner, Jonathan, (2003)
Ratings: Market-implied ratings - There has been much debate about the respective merits of credit ratings and market-based indicators. The authors present a new approach that tries to incorporate the benefits on both approaches.
Breger, Ludovic, (2003)
Breger, Ludovic, (2006)
Interest rate models
Cheyette, Oren, (2002)