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Goodman, Laurie S.
23
Goodman, Laurie
11
Ashworth, Roger
8
Fabozzi, Frank J.
8
Ho, Jeffrey
8
Landy, Brian
8
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The journal of fixed income
15
The journal of structured finance
13
The journal of portfolio management : a publication of Institutional Investor
3
Best's review / Life health insurance edition
1
Journal / The Capco Institute : journal of financial transformation
1
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ECONIS (ZBW)
123
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1
Duration Estimates on Mortgage-Backed Securities
Derosa, Paul
;
Goodman, Laurie
;
Zazzarino, Mike
- In:
The journal of portfolio management : a publication of …
19
(
1993
)
2
,
pp. 32-38
Persistent link: https://www.econbiz.de/10006601877
Saved in:
2
A Flood of New GICs - The increasing popularity of synthetic GICs will continue as investors search for more flexibility and control of their portfolio's underlying assets.
Goodman, Laurie
;
Hustad Hueler, Kelli
;
Tourville, Karl P.
- In:
Best's review / Life health insurance edition
93
(
1993
)
12
,
pp. 27-30
Persistent link: https://www.econbiz.de/10006224924
Saved in:
3
Commercial Real Estate CDOs
Lucas, Douglas
;
Goodman, Laurie
;
Fabozzi, Fpank J.
; …
- In:
The journal of portfolio management : a publication of …
(
2007
),
pp. 158-164
Persistent link: https://www.econbiz.de/10007862873
Saved in:
4
BENEFITING FROM EXTENSION RISK IN THE NON-AGENCY MARKET
Goodman, Laurie
;
Ashworth, Roger
;
Landy, Brian
;
Yin, Ke
- In:
The journal of fixed income
19
(
2010
)
3
,
pp. 13-30
Persistent link: https://www.econbiz.de/10008353417
Saved in:
5
RE-REMICS: New and Improved
Goodman, Laurie
;
Ashworth, Roger
;
Landy, Brian
;
Yin, Ke
- In:
The journal of fixed income
19
(
2010
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10008353418
Saved in:
6
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/10007346937
Saved in:
7
A LIBOR-BASED APPROACH TO MODELING THE MORTGAGE BASIS
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 29-36
Persistent link: https://www.econbiz.de/10007350353
Saved in:
8
Modeling the Mortgage -- Treasury Spread
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
7
(
1997
)
2
,
pp. 85-91
Persistent link: https://www.econbiz.de/10007366852
Saved in:
9
Are Investors Rewarded for Shorting Volatility?
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
7
(
1997
)
1
,
pp. 38-42
Persistent link: https://www.econbiz.de/10007370568
Saved in:
10
INTEREST RATES -- NORMAL OR LOGNORMAL? Interest rates do not behave as if they follow a lognormal interest rate distribution, as is typically assumed in option-adjusted spread models, but rather behave with non-linear rate directionality. Incorporating this directionality allows for a robust description of the term structure of volatility, and allows skewness to occur naturally. The typical ...
Ho, Jeffrey
;
Goodman, Laurie
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10007157719
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