between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a …A major theme of this book is the development of a consistent unified model framework for the evaluation of bond …-arbitrage relations through the correlation structure of interest rates. Therefore, unspanned stochastic volatility (USV) as well as …

Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to … safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income … distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa …

Werner examines aggregate short sales and convertible bond arbitrage, which is a typical hedge fund strategy that involves a … significant short position in the underlying stock of a long convertible bond position for hedging purposes. Focusing on events of …

practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

die zur Verfügung stehenden Instrumente der Performanceanalyse von Anleihe- und Aktienportfolios. Diese verknüpft er mit …

The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …-period and continuous-time bond portfolio optimization problems are considered. …

Formelsammlung Aktien-, Zins- und Währungsderivate Die „Formelsammlung Aktien-, Zins- und Währungsderivate“ bietet eine … strukturelle Ergänzung zum Buch „Aktien-, Zins- und Währungsderivate – Märkte, Einsatzmöglichkeiten, Bewertung und Risikoanalyse …