broach 发表于 2025-3-21 16:15:22
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Interest Rate,of the continuous compounding rate and a bond trader of yield-to-maturity (YTM). We will briefly 0name some of the rates and give a short description. Some of these rates will be discussed in detail in later sections.erythema 发表于 2025-3-22 01:01:18
Interest Rate Instruments,ants is far out of the scope in this book, if possible at all. Some of these instruments are referred as Fixed Income instruments. The name refer to the fact that all income, that is, all cash flows, are known prior to the actual trade. Bonds are typical fixed income instruments since the coupon rate and the nominal amount are known.浸软 发表于 2025-3-22 04:37:44
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Allgemeine OptimierungsmethodenWe will now take a look at the . and different kind of spreads. We explain some of the details using the Swedish market (as Riksbanken, the Central bank in Sweden).珐琅 发表于 2025-3-22 14:37:15
vieweg studium; Aufbaukurs MathematikIn this section we present some traditional risk measures based on the present value formula used in the markets for the quoting of prices and yields to maturity (.). These measures are calculated by trading software in order to at least partially manage the risk in instruments and portfolios.减震 发表于 2025-3-22 20:36:45
vieweg studium; Aufbaukurs MathematikWe will now give a short introduction of how to measure risk and how to define limits on risks for a portfolio with many different instruments. Such limits are used by financial institutions to control and minimize risks. There have been more and more focus on risk management, especially after the financial crises in 2007–2008.注视 发表于 2025-3-22 22:29:01
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Ganze Zahlen, Teiler und Primzahlen,We will now consider the problem where we will model price processes on an arbitrage-free market of zero coupon bonds. On this market we will model the short rate, .(.) under the real probability measure ..Indebted 发表于 2025-3-23 07:59:38
László Lovász,József Pelikán,Sabine GieseFrom now on, we will consider the filtrated probability space . as given where . is a .-Wiener process on ..