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Fixed income strategies for trading and for asset management

Tinschert, Jonas; Cremers, Heinz - 2012

Trading and investment strategies play an essential part in better understanding fixed income markets. Over-the-counter markets and thousands of different outstanding bonds increase the difficulties to identify adequate comparison methods. Market participants and their practices differ widely...

Persistent link: https://www.econbiz.de/10010310469

Yield curve changes effect on Euro area bond indexes : a partial durations approach

Fonseca, José Soares da - In: International journal of monetary economics and finance 7 (2014) 1, pp. 28-39

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Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation

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Partial immunization bounds and non-parallel term structure shifts

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Stochastic durations, the convexity effect, and the impact of interest rate changes

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Modeling of risk measure bonds using the beta model

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An excel-based method to enhance the study of "Duration and Convexity" in financial management education

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Natural hedges with immunization strategies of mortality and interest rates

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The first difference property of the present value operator

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Fixed income strategies for trading and for asset management

Tinschert, Jonas; Cremers, Heinz - Frankfurt School of Finance and Management - 2012

Persistent link: https://www.econbiz.de/10010957473