Similar Search Results

The behavior of emerging market sovereigns' credit default swap premiums and bond yield spreads

Adler, Michael; Song, Jeong - In: International journal of finance & economics : IJFE 15 (2010) 1, pp. 31-58

Persistent link: https://www.econbiz.de/10008702370

Sukuk and bond performance in Malaysia

El Mosaid, Fadma; Boutti, Rachid - In: International journal of economics and finance 6 (2014) 2, pp. 226-234

Persistent link: https://www.econbiz.de/10010339078

A novel partial integrodifferential equation-based framework for pricing interest rate derivatives under jump-extended short-rate models

Coonjobeharry, Radha Krishn; Tangman, Désiré Yannick; … - In: The journal of computational finance 18 (2014/2015) 4, pp. 129-161

Persistent link: https://www.econbiz.de/10011441273

Term structure equations under benchmark framework

El Qalli, Yassine - 2009

for bond and forward prices. The benchmark or numeraire is chosen to be the growth optimal portfolio (GOP). For … deterministic short rate the solution of the bond term structure equation coincides with the explicit formula obtained in Platen …(2005). The resulting term structure equations are used to explain moves in bond and forward prices by introducing GOP as a …

Persistent link: https://www.econbiz.de/10011523699