New Methods in Fixed Income Modeling - Contributions to Management Science
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Published By Springer International Publishing

9783319952840, 9783319952857

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Institutional Versus Retail Investors’ Behavior Around Credit Rating News

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_14 ◽

2018 ◽

pp. 241-261

Author(s):

Pilar Abad ◽

Antonio Díaz ◽

Ana Escribano ◽

M. Dolores Robles

Keyword(s):

Credit Rating ◽

Retail Investors

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The Market and Individual Pricing Kernels Under No Arbitrage Asset Pricing Models

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_15 ◽

2018 ◽

pp. 263-297

Author(s):

Thomas F. Cosimano ◽

Jun Ma

Keyword(s):

Asset Pricing ◽

Pricing Models ◽

No Arbitrage ◽

Asset Pricing Models ◽

Pricing Kernels

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Sensitivity Analysis and Hedging in Stochastic String Models

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_9 ◽

2018 ◽

pp. 151-167

Author(s):

Alberto Bueno-Guerrero ◽

Manuel Moreno ◽

Javier F. Navas

Keyword(s):

Sensitivity Analysis ◽

String Models

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A Comparison of Estimation Techniques for the Covariance Matrix in a Fixed-Income Framework

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_6 ◽

2018 ◽

pp. 99-115

Author(s):

Marco Neffelli ◽

Marina Resta

Keyword(s):

Covariance Matrix ◽

Fixed Income ◽

Estimation Techniques

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An Overview of Post-crisis Term Structure Models

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_5 ◽

2018 ◽

pp. 85-97

Author(s):

Marcus R. W. Martin

Keyword(s):

Term Structure ◽

Term Structure Models

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Dynamic Linkages Across Country Yield Curves: The Effects of Global and Local Yield Curve Factors on US, UK and German Yields

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_12 ◽

2018 ◽

pp. 205-222 ◽

Cited By ~ 1

Author(s):

Laura Coroneo ◽

Ian Garrett ◽

Javier Sanhueza

Keyword(s):

Yield Curve ◽

Yield Curves ◽

Global And Local ◽

Dynamic Linkages

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Term Structure, Market Expectations of the Short Rate, and Expected Inflation

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_1 ◽

2018 ◽

pp. 3-34

Author(s):

Jian Luo ◽

Xiaoxia Ye

Keyword(s):

Term Structure ◽

Expected Inflation ◽

Market Expectations

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The Term Structure Under Non-linearity Assumptions: New Methods in Time Series

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_7 ◽

2018 ◽

pp. 117-136

Author(s):

José Carlos Vides ◽

Jesús Iglesias ◽

Antonio A. Golpe

Keyword(s):

Time Series ◽

Term Structure ◽

New Methods

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Estimating the No-Negative-Equity Guarantee in Reverse Mortgages: International Sensitivity Analysis

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_13 ◽

2018 ◽

pp. 223-239 ◽

Cited By ~ 2

Author(s):

Iván de la Fuente ◽

Eliseo Navarro ◽

Gregorio Serna

Keyword(s):

Sensitivity Analysis ◽

Reverse Mortgages

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Stochastic Recovery Rate: Impact of Pricing Measure’s Choice and Financial Consequences on Single-Name Products

New Methods in Fixed Income Modeling - Contributions to Management Science ◽

10.1007/978-3-319-95285-7_11 ◽

2018 ◽

pp. 181-203

Author(s):

Paolo Gambetti ◽

Geneviève Gauthier ◽

Frédéric Vrins

Keyword(s):

Recovery Rate ◽

Financial Consequences ◽

Stochastic Recovery Rate

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New Methods in Fixed Income Modeling - Contributions to Management ScienceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Institutional Versus Retail Investors’ Behavior Around Credit Rating News

The Market and Individual Pricing Kernels Under No Arbitrage Asset Pricing Models

Sensitivity Analysis and Hedging in Stochastic String Models

A Comparison of Estimation Techniques for the Covariance Matrix in a Fixed-Income Framework

An Overview of Post-crisis Term Structure Models

Dynamic Linkages Across Country Yield Curves: The Effects of Global and Local Yield Curve Factors on US, UK and German Yields

Term Structure, Market Expectations of the Short Rate, and Expected Inflation

The Term Structure Under Non-linearity Assumptions: New Methods in Time Series

Estimating the No-Negative-Equity Guarantee in Reverse Mortgages: International Sensitivity Analysis

Stochastic Recovery Rate: Impact of Pricing Measure’s Choice and Financial Consequences on Single-Name Products

New Methods in Fixed Income Modeling - Contributions to Management Science
Latest Publications