Introduction -- Legal Framework -- The Pfandbrief Market -- Risk Analysis -- Resume. . …The Pfandbrief, a mostly triple-A rated German bank debenture, has become the blueprint of many covered bond models in … bond markets, the German Pfandbrief is the most established covered bond. Until today, no single Pfandbrief has ever …

microstructure effects, as well as new financial risk measures using parametric and non-parametric techniques. In particular, it …

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is … priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross … pricing story: higher asset returns must be associated with lower prices and higher risk exposure. In particular, he …

for changes in market risk management strategies. The book offers a valuable resource for all researchers and … practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management …

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. …

A major theme of this book is the development of a consistent unified model framework for the evaluation of bond … between the bond price dynamics and the subordinated stochastic volatility process, whereas Random Field models allow for a … deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by …

Dimensionen Rendite und Risiko sind daher immer gemeinsam zu betrachten, um Fehlallokationen zu vermeiden. Jens Daum untersucht … die zur Verfügung stehenden Instrumente der Performanceanalyse von Anleihe- und Aktienportfolios. Diese verknüpft er mit …

of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and … -- 10 Random Fuzzy Mean-Risk Model -- Bibliography -- List of Frequently Used Symbols …

from East and West, to develop integrative self-management theory and practice; provides direction to support an … Theory of Karma to Make Boundary Judgements in Systemic Interventions -- Rediscovering Transcendence Behind VUCA and … Simplification Theory for Navigating the VUCA: The Case of Buurtzorg Nederland -- Three Pillars of Enlightened Individual Life and …