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The Journal of Risk Finance
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The Journal of Risk Finance

Volume 4 Issue 3

Published: 2003 | Start Page: 5

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Articles

Articles
Article No: Article Information:
1659773 Match Funding Prepayable Assets with Callable Debts Using Simulated Prepayment Bounds
SHIJUN LIU, PETER A. MOZER (pp. 5-26)
Keywords:
ArticleType: General review
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1659774 Risk Disaggregation and Credit Risk Valuation in a Merton Framework
HAYETTE GATFAOUI (pp. 27-42)
Keywords:
ArticleType: General review
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1659775 A Review of Stochastic Volatility Processes: Properties and Implications
DIMITRIS PSYCHOYIOS, GEORGE SKIADOPOULOS, PANAYOTIS ALEXAKIS (pp. 43-59)
Keywords:
ArticleType: General review
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1659776 Calculating Quantile-Based Risk Analytics with L-Estimators
HELMUT MAUSSER (pp. 61-74)
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ArticleType: General review
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1659777 The Risk Finance of Class Action Settlement Pressure
J.B. HEATON (pp. 75-81)
Keywords:
ArticleType: General review
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1659778 Insuring Callable Bonds: Selecting the Right Payment Plan
ANDREW KALOTAY, LESLIE ABREO (pp. 82-86)
Keywords:
ArticleType: General review
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