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Titlebook: New Methods in Fixed Income Modeling; Fixed Income Modelin Mehdi Mili,Reyes Samaniego Medina,Filippo di Pietr Book 2018 Springer Internatio

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发表于 2025-3-21 20:07:50 | 显示全部楼层 |阅读模式
书目名称New Methods in Fixed Income Modeling
副标题Fixed Income Modelin
编辑Mehdi Mili,Reyes Samaniego Medina,Filippo di Pietr
视频video
概述Applies new mathematical findings in finance to fixed income products and offers empirical examples of various market instruments.Focuses on fixed income investments that have created new market risks
丛书名称Contributions to Management Science
图书封面Titlebook: New Methods in Fixed Income Modeling; Fixed Income Modelin Mehdi Mili,Reyes Samaniego Medina,Filippo di Pietr Book 2018 Springer Internatio
描述.This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk management strategies. The book offers a valuable resource for all researchers and practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management..
出版日期Book 2018
关键词Fixed Income Modeling; Yield Management; Risk Management; Investment Banking; Financial Derivatives; inve
版次1
doihttps://doi.org/10.1007/978-3-319-95285-7
isbn_softcover978-3-030-07008-3
isbn_ebook978-3-319-95285-7Series ISSN 1431-1941 Series E-ISSN 2197-716X
issn_series 1431-1941
copyrightSpringer International Publishing AG, part of Springer Nature 2018
The information of publication is updating

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发表于 2025-3-21 20:47:00 | 显示全部楼层
https://doi.org/10.1007/978-3-319-95285-7Fixed Income Modeling; Yield Management; Risk Management; Investment Banking; Financial Derivatives; inve
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978-3-030-07008-3Springer International Publishing AG, part of Springer Nature 2018
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发表于 2025-3-22 10:12:02 | 显示全部楼层
Affine Type Analysis for BESQ and CIR Processes with Applications to Mathematical Financeily of affine processes, according to specific dynamics for the dividend structure behind the market scenarios, aiming at deriving pricing formulas in individual markets as well as analytical solvable or numerical tractable, schemes for dividend processes in volatility stabilized markets.
发表于 2025-3-22 14:21:57 | 显示全部楼层
Hedging Asian Bond Options with Malliavin Calculus Under Stochastic String ModelsIn this chapter we use some recent hedging results for bond options, obtained with Malliavin calculus in the context of the stochastic string framework, to hedge different types of Asian options. In all the cases, we show that the hedging portfolio has no bank account part.
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发表于 2025-3-23 00:07:24 | 显示全部楼层
Stochastic Recovery Rate: Impact of Pricing Measure’s Choice and Financial Consequences on Single-Narmer typically leads to . the reference entity’s credit risk compared to the latter. We illustrate our views by assessing the gap in terms of implied default probabilities as well as on credit value adjustments (CVA) figures and pricing mismatches of financial products like deep in-/out-of-the-money
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Giuseppe Orlando,Rosa Maria Mininni,Michele Bufalo
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Marco Neffelli,Marina Restaite ist aber unzweifelhaft anerkannt, daß auch das Steuerrecht unbestimmte Rechtsbegriffe und Generalklauseln verwenden darf.. Das Bedürfnis nach überprüfbaren Kriterien ist hier aber besonders groß. Von besonderem Interesse ist bei solchen Normen daher, welche Wertungen und Interessen berücksichtig
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