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3661.
Information effects of bond rating changes: the role of the rating prior to the announcement by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: No items available.
3662.
Valuing fixed rate mortgage loans with default and prepayment options by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: Items available for loan: (1).
3663.
Valuing fixed rate mortgage loans with default and prepayment options by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: No items available.
3664.
DTS (Duration times spread) for CDS:a new measure of spread sensitivity by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: Items available for loan: (1).
3665.
DTS (Duration times spread) for CDS:a new measure of spread sensitivity by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: No items available.
3666.
International bond market cointegration using regime switching techniques by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: Items available for loan: (1).
3667.
International bond market cointegration using regime switching techniques by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: No items available.
3668.
Optimal leveraging of fixed income portfolios with interest rate structured products by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: Items available for loan: (1).
3669.
Optimal leveraging of fixed income portfolios with interest rate structured products by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: No items available.
3670.
Another look at the relation between credit spreads and interest rates by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: Items available for loan: (1).
3671.
Another look at the relation between credit spreads and interest rates by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: No items available.
3672.
Analyzing the trade off between ratings accuracy and stability by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: Items available for loan: (1).
3673.
Analyzing the trade off between ratings accuracy and stability by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
  • J8285
Availability: No items available.
3674.
Density dependent model for credit ratings migration dynamics by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
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3675.
Density dependent model for credit ratings migration dynamics by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2007
Other title:
Availability: No items available.
3676.
Profiting from mean-reverting yield curve trading strategies by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
Other title:
Availability: Items available for loan: (1).
3677.
Profiting from mean-reverting yield curve trading strategies by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
Other title:
Availability: No items available.
3678.
The term structure of mortgage rates: Citigroup's MOATS model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
Other title:
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3679.
The term structure of mortgage rates: Citigroup's MOATS model by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
Other title:
Availability: Items available for loan: (1).
3680.
Bond portfolio optimization: a risk-return approach by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: 2006
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