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General principles of bond valuation

Fabozzi, Frank J.; Mann, Steven V. - In: The theory and practice of investment management, (pp. 501-524). 2002

Persistent link: https://www.econbiz.de/10001730099

Numerical methods in finance : a MATLAB-based introduction

Brandimarte, Paolo - 2002 - [Nachdr.]

Persistent link: https://www.econbiz.de/10001584590

Preferential Credit Treatment, Bond Valuations, and Distressed Exchanges

Sarmiento, Camilo - 2018

This paper uses Duffie and Singleton (1999) discount model for defaultable bonds to infer the presence of a preferential credit treatment (PCT) for Multilateral Development Banks (MDBs) in loss given default (LGD) space. The main inferences from the paper are twofold. -1- Lower lending fees in...

Persistent link: https://www.econbiz.de/10012907797

The Valuation of Catastrophe Bonds with Exposure to Currency Exchange Risk

Lai, Van Son - 2014

and foreign interest rates, and a hedging cost for the currency risk to derive a semi-closed-form formula for the CAT bond … showing the following: in addition to catastrophic risk, the CAT bond price is affected mainly by the volatility of the …

Persistent link: https://www.econbiz.de/10013058284

What portfolio in Europe makes sense?

Konstantinov, Gueorgui - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 79-94

Persistent link: https://www.econbiz.de/10012613228

Sustainability attribution : the case of carbon intensity

Bolliger, Guido; Cornilly, Dries - In: The journal of impact and ESG investing 2 (2021) 1, pp. 93-99

Persistent link: https://www.econbiz.de/10012613631

Finanzmärkte : Wertpapiere, Investitionen, Finanzierungen

Spremann, Klaus; Gantenbein, Pascal - 2022 - 6., vollständig überarbeitete Auflage

Finanzmärkte sind zu einem bedeutenden Phänomen der modernen Gesellschaft geworden. Das Buch führt in die Märkte für Kapital ein, vor allem in die Märkte für Wertpapiere, Vermögenspositionen, Zertifikate und Kontrakte.(Verlagstext)