Empirically Effective Government and Corporate Bond Pricing Models
portes grátis
Empirically Effective Government and Corporate Bond Pricing Models
Yield Curves and Default Curves
Kariya, Takeaki; Yamamura, Yoshiro
Springer Nature Switzerland AG
02/2025
313
Dura
9789819611034
Pré-lançamento - envio 15 a 20 dias após a sua edição
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An Overview over the Content of This Book.- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System.- Pricing Government Bonds and Yield Curves via K Models.- Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models.- Empirical Effectiveness of K0-Yield Curve.- KCB Model and Term Structure of Default Probabilities (TSDP).- Credit Risk Analyses on Japanese CBs and Default Curves.- Credit Risk Analyses on CB Prices in the US Energy Sector.- Credit Risk Analysis on Euro Government Bonds.- Extended KCB Model, Credit Portfolio and CDS Pricing.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Pricing Individual Corporate Bonds;Default Probability;Normative No-Arbitrage Theory;Optimality of Bond Investment Portfolio;Agency Ratings;Current Term Structures of Default Probabilities of Bond Issuers;Loan Portfolio;Alternative Credit Rating;Forward-Looking Modelling;Current Cross-Sectional Price Data;Data-ScientificValuation
An Overview over the Content of This Book.- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System.- Pricing Government Bonds and Yield Curves via K Models.- Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models.- Empirical Effectiveness of K0-Yield Curve.- KCB Model and Term Structure of Default Probabilities (TSDP).- Credit Risk Analyses on Japanese CBs and Default Curves.- Credit Risk Analyses on CB Prices in the US Energy Sector.- Credit Risk Analysis on Euro Government Bonds.- Extended KCB Model, Credit Portfolio and CDS Pricing.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Pricing Individual Corporate Bonds;Default Probability;Normative No-Arbitrage Theory;Optimality of Bond Investment Portfolio;Agency Ratings;Current Term Structures of Default Probabilities of Bond Issuers;Loan Portfolio;Alternative Credit Rating;Forward-Looking Modelling;Current Cross-Sectional Price Data;Data-ScientificValuation
