Pricing of Defaultable Bonds with Log-Normal Spread: Development of the Model and an Application to Argentinean and Brazilian Bonds During the Argentine Crisis

By Estrada Mariano   Cortina Elsa   FontÁn Constantino   Fiori Javier  

Review of Derivatives Research, Vol. 8, Iss. 1, 2005-06 ,pp. : 49-60

Springer Publishing Company

Access to resources Recommend Favorite

FINRA's concept proposal on fixed-income research reports

By Sacks Russell D.   Blankenship Michael J.  

Journal of Investment Compliance, Vol. 12, Iss. 3, 2011-09 ,pp. : 44-48

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A new generation of non-debt fixed-income finance

By Graff Richard A.  

International Journal of Islamic and Middle Eastern Finance and Management, Vol. 6, Iss. 4, 2013-11 ,pp. : 267-277

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Classic and modern measures of risk in fixed-income portfolio optimization

By Ã?ngel Martín Mato Miguel  

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 6, Iss. 5, 2005-01 ,pp. : 416-423

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

A mean/variance approach to long-term fixed-income portfolio allocation

By Zumbach Gilles  

Quantitative Finance, Vol. 13, Iss. 9, 2013-09 ,pp. : 1459-1471

Routledge Ltd

Access to resources Recommend Favorite