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Designing catastrophic bonds for catastrophic risks in agriculture : macro hedging long and short rains in Kenya

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Prepayment risk on callable bonds : theory and test

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Risks associated with investing in fixed income securities

Dattatreya, Ravi F.; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 21-29). 2005

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Floating-Rate Bonds : Switching One Risk for Others

Institute, Brandes - 2015

of FRBs seem compelling, but there are risks: credit risk, liquidity risk, concentration risk and valuation risk. In this …

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Optimal choice between CAT bond and debt to cover the risks of natural disasters

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Assessing the sources of stranded asset risk : a proposed framework

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Model Risk in Bond Portfolio Hedging

Lapshin, Victor - 2022

Empirically testing a bond portfolio hedging model is usually carried out when proposing a new model or to compare … influences the testing outcome thus quantifying the model risk associated with these model features. The model risk measure …

Persistent link: https://www.econbiz.de/10013403799

Valuation and risk management of interest rate derivative securities

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The mean-variance (in)efficiency of duration-based immunization

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