265 results on '"Yield curve"'
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2. An Analysis of the Effects of Tourism Demand, Yield Curve, and Stock Returns on Economic Growth of Thailand: A Comparison Between the Bayesian DCC-GARCH and Bayesian Change-Point Methods
3. Bond and Equity: Valuation and Investment Strategies
4. Estimation of the Yield Curve for Costa Rica Using Combinatorial Optimization Metaheuristics Applied to Nonlinear Regression
5. Structure of Bond Pension Funds During Decreasing Yield Curves
6. Yield Curve Estimation Under Extreme Conditions: Do RBF Networks Perform Better?
7. Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
8. The Nelson–Siegel–Svensson No-Arbitrage Yield Curve Model
9. The Duffie–Kan One-Factor Model
10. The Vasiček Model
11. The Cox–Ingersoll–Ross Model
12. The Term Structure of Interest Rates
13. Term Structure of Interest Rates
14. Realized Volatility
15. Options (New Perspectives)
16. The Pricing of Interest Rate Derivatives: Caps/Floors and the Construction of the Yield Curve
17. Bonds
18. Interest Rate Risk
19. Consistent Re-Calibration in Yield Curve Modeling: An Example
20. Interest Rate Risk on the Banking Book
21. Debt Valuation
22. The Term Structure of Interest Rates in India
23. Modelling the Uruguayan Debt Through Gaussians Models
24. Term Structure Modeling and Forecasting Using the Nelson-Siegel Model
25. Bonds and Credit
26. Credit Risk and Basel Capital for Derivatives
27. Foreign Exchange
28. Exposure Measurement for Uncollateralised Portfolios
29. Conclusion and Future Research Directions
30. Financial Market Applications
31. Monetary Policy Applications
32. Krippner Framework for ZLB Term Structure Modeling
33. A New Framework for a New Environment
34. Gaussian Affine Term Structure Models
35. Fixed Income
36. Fixed Income Securities
37. Factor Models and Principal Components
38. Traditional Performance Attribution
39. Basic Performance Attribution
40. Modelling Yield Curves
41. Fitting Yield Curves
42. A Useful Approximation
43. Computing Exposures
44. The Time Value of Money
45. Fixed-Income Strategies for the Equity Investor
46. An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk
47. Implied Dynamics in the SV-HJM Framework
48. Options II
49. Using Curves
50. Introduction to Derivatives
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