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1
Pricing
of
Bond
Options : Unspanned Stochastic Volatility and Random Field Models
by
Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
Table of Contents:
“
...The option
pricing
framework -- The Edgeworth Expansion -- The Integrated Edgeworth Expansion...
”
Read Now
2
Volatility
and Jump Risk Premia in Emerging Market
Bonds
by
Matovu, John
Published 2007
International Monetary Fund
Subjects:
“
...Asset
prices
...
”
Read Now
3
Puttable and Extendible
Bonds
: Developing Interest Rate Derivatives for Emerging Markets
by
Neftci, Salih
Published 2003
International Monetary Fund
Subjects:
“
...Sovereign
bonds
...
”
Read Now
4
Macroeconomic Fundamentals,
Price
Discovery and
Volatility
Dynamics in Emerging Markets
Published 2009
International Monetary Fund
Subjects:
“
...
Price
indexes...
”
Read Now
5
How the Republic of Korea's Financial Structure Affects the
Volatility
of Four Asset
Prices
by
Min, G. Hong
Published 1999
The World Bank
Subjects:
“
...Government
Bond
...
”
Read Now
6
Persistent Gaps,
Volatility
Types, and Default Traps
by
Fostel, Ana
Published 2007
International Monetary Fund
Subjects:
“
...Sovereign
bonds
...
”
Read Now
7
Asset
Pricing
, Investment, and Trading Strategies
by
Wong, Wing-Keung
Published 2022
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...sovereign
bonds
...
”
Read Now
8
Bonds
: the unbeaten path to secure investment growth
by
Richelson, Hildy
Published 2011
Bloomberg Press
Table of Contents:
“
...pt. 1. Clearing the cobwebs -- pt. 2.
Bond
basics -- pt. 3.
Bond
categories -- pt. 4. Options...
”
Call Number:
HG4651
Read Now
9
The
Price
of Fixed Income Market
Volatility
by
Mele, Antonio
,
Obayashi, Yoshiki
Published 2015
Springer International Publishing
Table of Contents:
“
... design and
volatility
indexing -- Interest rate swaps -- Appendix on interest rate swapmarkets...
”
Read Now
10
Why Does Bad News Increase
Volatility
and Decrease Leverage?
by
Fostel, Ana
Published 2010
International Monetary Fund
Subjects:
“
...Investments:
Bonds
...
”
Read Now
11
Portfolio Flows, Global Risk Aversion and Asset
Prices
in Emerging Markets
by
Ananchotikul, Nasha
Published 2014
International Monetary Fund
Subjects:
“
...
Bond
yields...
”
Read Now
12
Issuing GDP-linked
bonds
: Supply and demand can match
by
Fournier, Jean-Marc
Published 2018
OECD Publishing
“
...
bonds
(GLBs). For the government side, simulations illustrate the debt-stabilisation property of GLBs...
”
Read Now
13
Asset
Pricing
: -Discrete Time Approach-
by
Kariya, T.
,
Liu, Regina
Published 2003
Springer US
Table of Contents:
“
...2 Spot Rate and No-Arbitrage
Price
of a Discount
Bond
-- 3 One Factor Term Structure Model for Spot...
”
Read Now
14
Market
Volatility
As a Financial Soundness Indicator : An Application to Israel
by
Méndez Morales, Armando
Published 2003
International Monetary Fund
Subjects:
“
...Asset
prices
...
”
Read Now
15
Convergence and Divergence of Sovereign
Bond
Spreads : Lessons From Latin America
by
Grandes, Martin
Published 2002
OECD Publishing
“
... understanding of sovereign
bond
pricing
(spreads) and its determinants, either macro fundamentals, contagion...
”
Read Now
16
The Premia on State-Contingent Sovereign Debt Instruments
by
Igan, Deniz
Published 2021
International Monetary Fund
Subjects:
“
...Sovereign
bonds
...
”
Read Now
17
Catastrophe risk
pricing
: an empirical analysis
by
Lane, Morton
Published 2008
World Bank
“
..."The
price
of catastrophe risks is viewed by many to be too high and/or too
volatile
. Catastrophe...
”
Read Now
18
Indonesia : 2008 Article IV Consultation-Staff Report; Staff Statement; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Ind...
Published 2008
International Monetary Fund
Subjects:
“
...Oil
prices
...
”
Read Now
19
Risks : Feature Papers 2020
by
Steffensen, Mogens
Published 2021
MDPI - Multidisciplinary Digital Publishing Institute
Subjects:
“
...information-based asset
pricing
...
”
Read Now
20
Default Risk in
Bond
and Credit Derivatives Markets
by
Benkert, Christoph
Published 2004
Springer Berlin Heidelberg
Table of Contents:
“
...
Bond
Prices
-- 3.6 Implications for the Empirical Studies -- 3.7 Affine Term Structure Models...
”
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