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Bond yields : models and moments
Gabriel, Christian - 2015
Affine term structure models; Bond return distributions; Corporate bonds; Credit rating; Fixed income portfolios …Besides the introduction, the thesis is organized in two parts. Part I assumes a bond investor with μ-σ preferences … 4 assesses the statistical distribution of daily EMU bond returns for the period 1999 to 2012. …
Persistent link: https://www.econbiz.de/10011317335
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Zero-coupon yield curves : technical documentation
2005
Persistent link: https://www.econbiz.de/10013437454
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Bond duration and immunization : early developments and recent contributions
Hawawini, Gabriel A. (ed.) - 2018
Persistent link: https://www.econbiz.de/10011787104
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New methods in fixed income modeling : fixed income modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...
Persistent link: https://www.econbiz.de/10011890434
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Fixed income analytics
Garbade, Kenneth D. (ed.) - 1996
Persistent link: https://www.econbiz.de/10013481458
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Artificial neural networks in finance and manufacturing
Kamruzzaman, Joarder (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003355390
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Three essays on international finance
Borisenko, Dmitrij - 2019
vorhergesagten Leitzinsanhebungen (-senkungen) liefert im Durchschnitt eine statistisch signifikante Rendite von mehr als 40 … Basispunkten pro Zehn-Tage-Periode nach den Handelskosten. Darüber hinaus zeigen wir, dass diese Rendite robust gegenüber der Wahl …
Persistent link: https://www.econbiz.de/10011992377
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Bond markets, treasury and debt management : the Italian case
Conti, Vittorio (contributor); Hamaui, Rony (contributor);  … - 1994 - 1. ed
Persistent link: https://www.econbiz.de/10000884931
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Selected topics in bond portfolio management
Fabozzi, Frank J. (contributor) - 1997
Persistent link: https://www.econbiz.de/10000167933