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Does implied volatility imply volatility - in bonds?
Bertonazzi, Eric P.; Maloney, Michael T. - In: The journal of fixed income 11 (2001) 3, pp. 54-60
Persistent link: https://www.econbiz.de/10001706066
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Delivery options in the pricing and hedging of treasury bond and note futures
Rendleman, Richard J. - In: The journal of fixed income 14 (2004) 2, pp. 20-31
Persistent link: https://www.econbiz.de/10002421445
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Callable pass-throughs : exercise behavior
Goodman, Laurie; Ho, Jeffrey - In: The journal of fixed income 8 (1998) 3, pp. 49-56
Persistent link: https://www.econbiz.de/10001364564
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A structural model for optimal selection of maturity and timing of callable bond issuance
Qian, Shengguang; Lakshmivarahan, S.; Stock, Duane R. - In: The journal of fixed income 26 (2017) 3, pp. 33-48
Persistent link: https://www.econbiz.de/10011684730
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The effect of default and conversion options on bond duration
Horchani, Sana - In: The journal of fixed income 25 (2016) 3, pp. 26-35
Persistent link: https://www.econbiz.de/10011429757
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The performance of option-based default risk models on commercial mortgages : an empirical investigation
Liu, Yi-kang; Jabbour, George M.; Green, Richard K. - In: The journal of fixed income 17 (2007) 2, pp. 63-76
Persistent link: https://www.econbiz.de/10003628229
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Implied remaining variance in derivative pricing
Carr, Peter; Sun, Jian - In: The journal of fixed income 23 (2014) 4, pp. 19-32
Persistent link: https://www.econbiz.de/10010388877
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An empirical study of credit default swaps
Skinner, Frank S.; Díaz Pérez, Antonio - In: The journal of fixed income 13 (2003) 1, pp. 28-38
Persistent link: https://www.econbiz.de/10001782459
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A two-factor term structure model under GARCH volatility
Heston, Steven L.; Nandi, Saikat - In: The journal of fixed income 13 (2003) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10001782469
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Estimating the term structure of volatility and fixed-income derivative pricing
Gonçalves, Franklin de O. - In: The journal of fixed income 6 (1996) 1, pp. 32-39
Persistent link: https://www.econbiz.de/10001205427