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~isPartOf:"The journal of fixed income"
~person:"Dynkin, Lev"
~person:"Russo, Vincenzo"
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Dynkin, Lev
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The journal of fixed income
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
2
The theory and practice of investment management
2
Advanced bond portfolio management : best practices in modeling and strategies
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
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1
Pricing coupon bond options and swaptions under the two-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
27
(
2017
)
2
,
pp. 30-36
Persistent link: https://www.econbiz.de/10011803731
Saved in:
2
Pricing coupon bond options and swaptions under the one-factor Hull-White model
Russo, Vincenzo
;
Fabozzi, Frank J.
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 76-82
Persistent link: https://www.econbiz.de/10011660738
Saved in:
3
Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay
;
Dor, Arik Ben
;
Dynkin, Lev
;
Horowitz, David
; …
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
Saved in:
4
Tradable proxy portfolios for an MBS index
Dynkin, Lev
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 70-87
Persistent link: https://www.econbiz.de/10001706068
Saved in:
5
Constant-duration mortgage index
Dynkin, Lev
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001493840
Saved in:
6
Hedging and replication of fixed-income portfolios
Dynkin, Lev
;
Hyman, Jay
;
Lindner, Peter
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 43-63
Persistent link: https://www.econbiz.de/10001701721
Saved in:
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