Table of Contents

Article

• Open Access

  Editor’s Letter

  Stanley J. Kon

  The Journal of Fixed Income Winter 2013, 22 (3) 1; DOI: https://doi.org/10.3905/jfi.2012.22.3.001
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  A Stochastic U.S. House Price Model for Valuing Residential Mortgages and Other House Price–Dependent Assets

  Kevin J. Stoll

  The Journal of Fixed Income Winter 2013, 22 (3) 5-20; DOI: https://doi.org/10.3905/jfi.2012.22.3.005
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  Modification Effectiveness: The Private-Label Experience
  and Its Public Policy Implications

  Laurie S. Goodman, Lidan Yang, Roger Ashworth and Brian Landy

  The Journal of Fixed Income Winter 2013, 22 (3) 21-36; DOI: https://doi.org/10.3905/jfi.2012.22.3.021
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  A Simple, Transparent, and Accurate Mortgage
  Valuation Yield Curve

  Robert A. Jarrow and Donald R. van Deventer

  The Journal of Fixed Income Winter 2013, 22 (3) 37-44; DOI: https://doi.org/10.3905/jfi.2012.22.3.037
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  Valuing Financial Assets with Liquidity Discount:
  An Implication for Basel III

  Ren-Raw Chen, William Filonuk, Dilip K. Patro and An Yan

  The Journal of Fixed Income Winter 2013, 22 (3) 45-63; DOI: https://doi.org/10.3905/jfi.2012.22.3.045
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  Capital Allocation and Per-Unit Risk in Inhomogeneous
  and Stressed Credit Portfolios

  Gregor Dorfleitner and Tamara Pfister

  The Journal of Fixed Income Winter 2013, 22 (3) 64-78; DOI: https://doi.org/10.3905/jfi.2012.22.3.064
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  A Binomial-Tree Model for Convertible Bond Pricing

  Krasimir Milanov, Ognyan Kounchev, Frank J. Fabozzi, Young Shin Kim and Svetlozar T. Rachev

  The Journal of Fixed Income Winter 2013, 22 (3) 79-94; DOI: https://doi.org/10.3905/jfi.2012.22.3.079