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Inflation expectations, real interest rate and risk premiumsevidence from bond market and consumer survey data
Fu, Dong (contributor) - 2007
Persistent link: https://www.econbiz.de/10003813101
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Interest Rate Sensitivities of Bond Risk Measures
Crack, Timothy Falcon; Nawalkha, Sanjay K. - 2021
We derive a simple expression for the sensitivity of duration, convexity, and higher-order bond risk measures to … effects of term structure level, slope, and curvature shifts on any specific bond risk measure. These results are particularly …
Persistent link: https://www.econbiz.de/10013211994
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La gestión de una cartera de renta fija : conceptos básicos
Alzola Elexpuru, José L. - 1992
Persistent link: https://www.econbiz.de/10000856529
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Fixed income mathematics
Fabozzi, Frank J. - 1988
Persistent link: https://www.econbiz.de/10000829201
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Consumption volatility, production volatility, spot rate volatility and the returns on treasury bills and bonds
Lauterbach, Beni - 1989
Persistent link: https://www.econbiz.de/10000769051
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Fixed income total return swaps
Anson, Mark J. P.; Fabozzi, Frank J.; Choudhry, Moorad; … - 2008
Persistent link: https://www.econbiz.de/10003763598
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The valuation of fixed income total return swaps
Chen, Ren-Raw; Fabozzi, Frank J. - 2008
Persistent link: https://www.econbiz.de/10003765788
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960
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Fixed income risk and return
Beinner, Jonathan - In: Modern investment management : an equilibrium approach, (pp. 435-451). 2003
Persistent link: https://www.econbiz.de/10002112709
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Performance attribution : dla portfeli dłużnych papierów wartościowych
Szafarczyk, Ewa - 2006
Persistent link: https://www.econbiz.de/10003321376