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Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
Barone-Adesi, Giovanni (ed.); Carcano, Nicola (ed.) - 2016
bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data …
Persistent link: https://www.econbiz.de/10012615674
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Bonds : A concise guide for investors
Choudhry, Moorad - 2006
In this book leading expert Moorad Choudhry demystifies bonds once and for all. He explains the importance of bonds and why all private investors should include them as part of their investment strategy. Readers will gain insight into the advantages of holding bonds and why they should always...
Persistent link: https://www.econbiz.de/10012054252
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Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter (contributor) - 2006
Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden Anleihemärkten -- Eigenschaften des Liquiditätsspreads -- Empirische Untersuchung von Liquiditätsspreads -- Fazit und Ausblick.
Persistent link: https://www.econbiz.de/10013516654
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Bondrenditen und Mindestkapitalanforderungen für Banken
Suhr, Sebastian - 2010
amerikanischen Bond-Marktes -- Zusammenfassung und Ausblick. …
Persistent link: https://www.econbiz.de/10014424858
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Yield Curve Modeling
Stander, Yolanda S. - 2005
conventions, business-day rules, the credit quality of the instrument and liquidity to name but a few. It is also shown how yield … curves can be used to estimate credit spreads and country risk premiums. Creating a yield curve model has some implications …
Persistent link: https://www.econbiz.de/10012054081
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New Methods in Fixed Income Modeling : Fixed Income Modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...
Persistent link: https://www.econbiz.de/10012396848
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Märkte der langfristigen Fremdfinanzierung : Möglichkeiten für die Wohnungs- und Immobilienwirtschaft
Knüfermann, Markus - 2014
von Bankenmarktfinanzierungen -- Fremdkapitalbezogene Kapitalmarktfinanzierungen -- Finanzielles Risikomanagement … · Management von Bankenmarktfinanzierungen · Fremdkapitalbezogene Kapitalmarktfinanzierungen · Finanzielles Risikomanagement …
Persistent link: https://www.econbiz.de/10014017278
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Risk Management in Credit Portfolios : Concentration Risk and Basel II
Hibbeln, Martin - 2010
Credit Risk Measurement in the Context of Basel II -- Concentration Risk in Credit Portfolios and Its Treatment Under … Basel II -- Model-Based Measurement of Name Concentration Risk in Credit Portfolios -- Model-Based Measurement of Sector … Concentration Risk in Credit Portfolios -- Conclusion …
Persistent link: https://www.econbiz.de/10013522876
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Mittelstandsanleihen – ein Erfolgsmodell für alle Parteien
Feiler, Marc - 2014
einer Mittelstandsanleihe sind das Emissionsvolumen, der Kupon, das Rating und die „Bond-Story“. Institutionelle wie private …
Persistent link: https://www.econbiz.de/10013517288
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Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios
Bolder, David Jamieson - 2015
What Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional...
Persistent link: https://www.econbiz.de/10012402013