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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 --...

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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

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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

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Adaptive online mean-variance portfolio selection with transaction costs

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

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