Jumps in Bond Yield at Known Times

Jumps in Bond Yield at Known Times
Author :
Publisher :
Total Pages : 33
Release :
ISBN-10 : OCLC:1293361387
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Jumps in Bond Yield at Known Times by : Don H. Kim

Download or read book Jumps in Bond Yield at Known Times written by Don H. Kim and published by . This book was released on 2014 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Jumps in Bond Yield at Known Times Related Books

Jumps in Bond Yield at Known Times
Language: en
Pages: 33
Authors: Don H. Kim
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

Jumps in Bond Yields at Known Times
Language: en
Pages: 33
Authors: Don H. Kim
Categories: Bonds
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

We construct a no-arbitrage term structure model with jumps in the entire state vector at deterministic times but of random magnitudes. Jump risk premia are all
Analysing and Interpreting the Yield Curve
Language: en
Pages: 407
Authors: Moorad Choudhry
Categories: Business & Economics
Type: BOOK - Published: 2019-04-15 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Understand and interpret the global debt capital markets Now in a completely updated and expanded edition, this is a technical guide to the yield curve, a key i
Point Processes and Jump Diffusions
Language: en
Pages: 323
Authors: Tomas Björk
Categories: Business & Economics
Type: BOOK - Published: 2021-06-17 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Develop a deep understanding and working knowledge of point-process theory as well as its applications in finance.
Bond Markets
Language: en
Pages: 112
Authors: Patrick J. Brown
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Global Professional Publishi

DOWNLOAD EBOOK

As cross-market bond trading has increased, it has becomevital for international participants to understand themany different features that characterize the var