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The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper
Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014
The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...
Persistent link: https://www.econbiz.de/10010486036
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Essays on interest-rate volatility and the pricing of interest-rate derivative assets
Hanweck, Gerald Alfred - 1994
Persistent link: https://www.econbiz.de/10000916134
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Volatility indices and implied uncertainty measures of European government bond futures
Baran, Jaroslav; Voříšek, Jan - 2020
Persistent link: https://www.econbiz.de/10013384851
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Does the wild card option really have value?
LaBarge, Karin P. - 1989
Persistent link: https://www.econbiz.de/10000898160
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The wild card option in T-bond futures is relatively worthless
Cohen, Hugh I. - 1991
Persistent link: https://www.econbiz.de/10000826226
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Term structure of sovereign spreads : a contingent claim model
Rocha, Katia; García, Francisco Augusto Alcaraz; … - In: Revista brasileira de economia : RBE ; revista da … 61 (2007) 4, pp. 519-533
Persistent link: https://www.econbiz.de/10003995247
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The pricing of the option implicitly granted by the Italian treasury to the specialists in the reserved auction reopening
Coluzzi, Chiara - In: Rivista di politica economica 99/100 (2010/2011) 1/3, pp. 189-221
Persistent link: https://www.econbiz.de/10009306926
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A simple model for pricing bonds with diverse conditions on embeded options
Mateti, Ravi S.; Hegde, Shantaram P.; Vasudevan, Gopala - In: The international journal of finance 26 (2014) 2, pp. 143-178
Persistent link: https://www.econbiz.de/10011378568
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Three essays on individual investors' early exercise behavior in the fixed-income market
Eickholt, Mathias - 2014
Diese Arbeit untersucht, wie Privatinvestoren vorzeitige Kündigungsrechte in strukturierten Zinsprodukten nutzen. Als Grundlage für die Analyse dient hierbei ein neuartiger, nicht öffentlich verfügbarer Datensatz, der über einen Zeitraum von circa 13 Jahren Entscheidungen von mehr als...
Persistent link: https://www.econbiz.de/10010526654
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Bonds and options in exponentially affine bond models
Bermin, Hans-Peter - In: Applied mathematical finance 19 (2012) 5/6, pp. 513-534
Persistent link: https://www.econbiz.de/10009710929