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Essays on credit risk, interest rate risk and macroeconomic risk

Hou, Yuanfeng - 2003

Persistent link: https://www.econbiz.de/10003628359

Capital market finance : an introduction to primitive assets, derivatives, portfolio management and risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

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A derivatives pricing model with non-cash collateralization

Takino, Kazuhiro - In: The journal of derivatives : JOD 29 (2021) 1, pp. 123-138

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Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps

Dor, Arik Ben; Guan, Jingling - In: The journal of fixed income 26 (2017) 4, pp. 5-24

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Capital Market Finance : An Introduction to Primitive Assets, Derivatives, Portfolio Management and Risk

Poncet, Patrice; Portait, Roland; Toder, Igor - 2022

1 Introduction: Economics and Organization of Financial Markets -- Part 1 Basic Financial Instruments -- 2 Basic Finance: Interest rates, Discounting, Investments, Loans -- 3 The Money Market and its Interbank Segment -- 4 The Bond Markets -- 5 Introduction to the Analysis of Interest Rate and...