Cover Image

QR Code

Theoretical and empirical analysis of common factors in a term structure model

Bibliographic Details
Main Author:	Huang, Ting-Ting.
Corporate Author:	ProQuest (Firm)
Format:	Electronic eBook
Language:	English
Published:	Newcastle upon Tyne : Cambridge Scholars Pub., 2009.
Subjects:	Bonds > Mathematical models. Capital assets pricing model. Electronic books.
Online Access:	Click to View

Similar Items

Yield curve modeling and forecasting the dynamic Nelson-Siegel approach /
by: Diebold, Francis X., 1959-
Published: (2013)

Bond math : the theory behind the formulas /
by: Smith, Donald J., 1947-
Published: (2014)

Is it (still) mostly fiscal? : determinants of sovereign spreads in emerging markets /
by: Baldacci, Emanuele.
Published: (2008)

How to evaluate GDP-linked warrants price and repayment capacity /
by: Miyajima, Ken, 1971-
Published: (2006)

Is there a novelty premium on new financial instruments? : the Argentine experience with GDP-indexed warrants /
by: Costa, Alejo.
Published: (2008)

Analysing and interpreting the yield curve /
by: Choudhry, Moorad,
Published: (2019)

Corporate bonds and structured financial products
by: Choudhry, Moorad.
Published: (2004)

Zero lower bound term structure modeling : a practitioner's guide /
by: Krippner, Leo,
Published: (2015)

Interest rate risk modeling the fixed income valuation course /
by: Nawalkha, Sanjay K.
Published: (2005)

Linear factor models in finance
Published: (2005)

Bond pricing and portfolio analysis protecting investors in the long run /
by: La Grandville, Olivier de.
Published: (2001)

Expectations and the structure of share prices
by: Cragg, J. G.
Published: (1982)

Bond evaluation, selection, and management
by: Johnson, R. Stafford.
Published: (2010)

The bond and money markets strategy, trading, analysis /
by: Choudhry, Moorad.
Published: (2001)

Analyse des Zusammenhangs zwischen der Qualitat Offentlicher Deckungsmassen und der Rendite von Offentlichen Pfandbriefen in Deutschland /
by: Doll, Georg Friedrich,
Published: (2015)

An introduction to bond markets
by: Choudhry, Moorad.
Published: (2010)

Inflation-indexed securities bonds, swaps and other derivatives /
by: Deacon, Mark.
Published: (2004)

A guide to Asian high yield bonds : financing growth enterprises /
by: Schmidt, Florian H. A.
Published: (2014)

Good practices for developing a local currency bond market : lessons from the ASEAN+3 Asian bond markets initiative.
Published: (2019)

Market structure and competition policy game theoretic approaches /
Published: (2000)

Bonds the unbeaten path to secure investment growth /
by: Richelson, Hildy.
Published: (2011)

Regional Economic Outlook, May 2013 : Sub-Saharan Africa - Creer une dynamique dans une economie mondiale a plusieurs vitesses /
Published: (2013)

Bond yields in emerging economies it matters what state you are in /
by: Jaramillo, Laura.
Published: (2012)

Handbook of stochastic models and analysis of manufacturing system operations
Published: (2013)

High yield debt : an insider's guide to the marketplace /
by: Bagaria, Rajay, 1977-
Published: (2016)

Bonds are not forever the crisis facing fixed income investors /
by: Lack, Simon, 1962-
Published: (2013)

Dim sum bonds : the offshore renminbi (RMB)-denominated bonds /
by: Fung, Hung-gay.
Published: (2014)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi.
Published: (2007)

Strategic considerations for first-time sovereign bond issuers /
by: Das, Udaibir S.
Published: (2008)

Financial forecasting, analysis, and modelling : a framework for long-term forecasting /
by: Samonas, Michael,
Published: (2015)

Financial models with Levy processes and volatility clustering
Published: (2011)

Nonlinear time series models in empirical finance
by: Franses, Philip Hans, 1963-
Published: (2000)

The validation of risk models : a handbook for practitioners /
by: Scandizzo, Sergio,
Published: (2016)

Credit models and the crisis a journey into CDOs, Copulas, correlations and dynamic models /
by: Brigo, Damiano, 1966-
Published: (2010)

Game-theoretic foundations for probability and finance /
by: Shafer, Glenn, 1946-, et al.
Published: (2019)

Dynamic modeling and applications for global economic analysis
Published: (2012)

Modeling aggregate behavior and fluctuations in economics stochastic views of interacting agents /
by: Aoki, Masanao.
Published: (2002)

Empirical market microstructure the institutions, economics and econometrics of securities trading /
by: Hasbrouck, Joel.
Published: (2007)

Business models and modelling /
Published: (2015)

Modelling financial time series
by: Taylor, Stephen
Published: (2008)