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Estimating and hedging most probable extreme changes in multicurrency term structures
Dieudonné, Mathieu; Curtillet, Jean-Christophe - In: The journal of fixed income 15 (2005) 2, pp. 51-62
Persistent link: https://www.econbiz.de/10003229858
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Optimal leveraging of fixed income portfolios with interest rate structured products
Dieudonné, Mathieu; Curtillet, Jean-Christophe - In: The journal of fixed income 17 (2007) 1, pp. 16-25
Persistent link: https://www.econbiz.de/10003502373
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Another look at the relation between credit spreads and interest rates
Lin, Mingyan; Curtillet, Jean-Christophe - In: The journal of fixed income 17 (2007) 1, pp. 59-71
Persistent link: https://www.econbiz.de/10003502399
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Forecasting swap spreads : a Bayesian approach
Klein, Daniel; Nikitina, Elena; Curtillet, Jean-Christophe - In: The journal of fixed income 26 (2016) 2, pp. 40-53
Persistent link: https://www.econbiz.de/10011684662