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Bond Pricing and Yield Curve Modeling

) needed for the affine modeling of the government bond markets. He presents and critically discusses the wealth of empirical findings that have;

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Yield Curve Modeling and Forecasting

Understanding the dynamic evolution of the yield curve is critical to many financial tasks, including pricing financial assets and their;

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Corporate Bonds and Structured Financial Products

hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield;

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Financial Software Engineering

results from these models. Practical examples from bond pricing, yield curve estimation, share price analysis and valuation of derivative;

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Fixed Income Mathematics

; Bond pricing and return analysis; The yield curve and its application to pricing and duration; and Analyzing complex bonds.;

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Advanced Fixed Income Analysis

the yield curve; analysing the long bond yield; and more.;

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Fixed Income Analytics

, notes, bonds, and STRIPS that have no credit risk. Examined in part I are basic concepts of bond yield and bond duration; in part II, yield;

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Yield Curve Modeling

This book will give the reader insight into how to model yield curves in our incomplete and imperfect financial markets. An extensive list;

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Treasury Finance & Development Banking

institutions) * Emerging markets and liquidity (liquidity, credit, capital control, development) * Bond pricing (credit, illiquid bonds, recovery;

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Mastering Financial Calculations

to explain concepts such as forward pricing, duration analysis, the different approaches to bond yield calculations, zero-coupon and yield;

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Managing Credit Risk in Corporate Bond Portfolios

credit risk and bond portfolios, including the similarities and differences between corporate and government bond portfolios, yield curve risk;

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Growth Curve Modeling

Features recent trends and advances in the theory and techniques used to accurately measure and model growth Growth Curve Modeling: Theory;

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Innovations in Derivatives Markets

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written;

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Credit Risk Modeling

pricing models on the one hand, and on a direct modeling of the default probability of issuers on the other. He offers insights that can be drawn;

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Analysing and Interpreting the Yield Curve

the yield curve, a key indicator of the global capital markets and the understanding and accurate prediction of which is critical to all;

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Quantitative Finance

under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel;

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The Predictive Power of the Yield Curve

The yield curve has long been a subject of interest to macroeconomists and financial economists since the term structure of interest rates;

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Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)

such as bond options, caps, and swaptions, are treated using forward measure techniques. An introduction to default bond pricing and an outlook;

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Fixed-Income Securities

, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the;

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Theory of Financial Risk and Derivative Pricing

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate;

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Theory of Financial Risk and Derivative Pricing

Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate;

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Developments In Macro-Finance Yield Curve Modelling

in periods of extreme market volatility and how to adjust them accordingly; and the role of government debt and deficits in affecting sovereign bond;

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Fixed-Income Analysis for the Global Financial Market

This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income;

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Term-Structure Models

and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure;

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Investment Mathematics For Finance And Treasury Professionals

foreign exchange derivatives markets used as both speculative and hedging tools. Spanning the spectrum from priceyield changes to risk/return;

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Excel Modeling In The Fundamentals Of Corporate Finance

financial planning, and U.S. yield curve dynamics. For professionals with a career in corporate finance, investments, and/or banking.;

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PDE Valuation of Interest Rate Derivatives

between stochastic processes and partial differential equations as well as review the key features of arbitrage-free pricing. - To embed the here;

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