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Random Walks in Fixed Income and Foreign Exchange : Unexpected Discoveries in Issuance, Investment and Hedging of Yield Curve Instruments

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Frontmatter -- Advance Praise for Random Walks in Fixed Income and Foreign Exchange -- Foreword -- Contents -- Preface -- Chapter 1 What Really is the Cross-Currency Basis? -- Chapter 2 XVA and the Cross-Currency Basis -- Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups --...

Persistent link: https://www.econbiz.de/10014550540

Trading options for edge : a professional guide to volatility trading

Sebastian, Mark; Taylor, L. Celeste - 2022 - 2nd edition

If you have experience in option trading, or a strong understanding of the options markets, but want to better understand how to trade given certain market conditions, this is the book for you. Mark Sebastian's new edition will teach trade evaluation, using Greeks, trading various spreads under...

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Scenario generation for financial data with a machine learning approach based on realized volatility and copulas

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The use of credit ratings in the delegated management of fixed income assets

Baghai, Ramin P.; Becker, Bo; Pitschner, Stefan - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 3059-3079

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The interplay between product development failures and alliance portfolio properties in the formation of exploration versus exploitation alliances

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Co-Bubble transmission across clean and dirty cryptocurrencies : network and portfolio analysis

Chen, Yan; Zhang, Lei; Bouri, Elie - In: Journal of international money and finance 145 (2024), pp. 1-22

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Risky and non-risky financial investments and cognition

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A dynamic financial model of a managerial firm

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Adaptive online mean-variance portfolio selection with transaction costs

Guo, Sini; Gu, Jia-Wen; Ching, Wai Ki; Lyu, Benmeng - In: Quantitative finance 24 (2024) 1, pp. 59-82

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Dynamic consumption and portfolio choice considering information learning and stochastic interest rate

Zhou, Minna; Liu, Yongjun - In: Finance research letters 65 (2024), pp. 1-8

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