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Hedging interest rate risk using a structural model of credit risk
Huang, Jing-Zhi; Shi, Zhan - 2016
corporate bond returns to the entire yield curve, thereby providing a solution to the puzzle. In addition, hedging effectiveness … improvement in hedging effectiveness …
Persistent link: https://www.econbiz.de/10011810957
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Evaluating the credit exposure of interest rate derivatives under the real-world measure
Yasuoka, Takashi - In: The journal of risk model validation 12 (2018) 4, pp. 69-95
Persistent link: https://www.econbiz.de/10011992271
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An empirical study of usage of interest rate swaps among Indian mid-cap corporates
Chatterjee, Subhamoy; Mohanty, R. P. - In: Journal of advances in management research : JAMR 21 (2024) 2, pp. 228-244
Persistent link: https://www.econbiz.de/10014632671
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The market for sharing interest rate risk : quantities and asset prices
Khetan, Umang; Li, Jian; Neamtu, Ioana; Sen, Ishita - 2024
Persistent link: https://www.econbiz.de/10014481359
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The market for sharing interest rate risk: quantities behind prices
Khetan, Umang; Neamțu, Ioana; Sen, Ishita - 2023
Persistent link: https://www.econbiz.de/10014373715
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Valuation and risk management of interest rate derivative securities
Leithner, Stephan - 1992
Persistent link: https://www.econbiz.de/10013417892
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Innovations in derivatives markets : fixed income modeling, valuation adjustments, risk management, and regulation
Glau, Kathrin (contributor); Grbac, Zorana (contributor);  … - Conference Innovations in Derivatives Markets - Fixed … - 2016
Persistent link: https://www.econbiz.de/10014013649
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Duración y convexidad de bonos españoles sujetos al riesgo de crédito
Escribano Sotos, Francisco - In: Revista de economía aplicada : publicación cuatrimestral 12 (2004) 34, pp. 85-99
Persistent link: https://www.econbiz.de/10002110720