Approximationsverfahren zur Bestimmung der Zinsstruktur aussehen sollte, um bereits aus wenigen Anleihedaten die Zinsstruktur zu schätzen …

einer Mittelstandsanleihe sind das Emissionsvolumen, der Kupon, das Rating und die „Bond-Story“. Institutionelle wie private …

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated …. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution … scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk …

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. …The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …

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 …

government bond yields within the European area. In the first step, these spreads are computed with the help of the Hull … bond spread increase Target Groups • Lecturers and students of finance, asset management • Experts in asset management …, sovereign bond markets and credit default swaps The Author Verena Anna Berger graduated from the University of Applied Science …