Fixed income analysis

Results: 1078



#Item
911Mathematical finance / Monetary policy / Interest rates / Fixed income analysis / Bond duration / Swap / Discount rate / Bond / Discounting / Economics / Financial economics / Finance

Finansinspektionen’s Regulatory Code Issuer: Finansinspektionen, Sweden, www.fi.se ISSN[removed]This translation is furnished for information purposes only and is not itself a legal document. FFFS 2008:23

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Source URL: www.fi.se

Language: English - Date: 2010-09-01 03:15:56
912Mathematical finance / Interest rates / Fixed income analysis / Hull–White model / Interest rate swap / Black–Karasinski model / Swaption / Swap / Yield curve / Financial economics / Finance / Economics

Semi-analytic valuation of credit linked swaps in a Black-Karasinski framework ¨ Peter Jackel Quant Congress Europe

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Source URL: www.awdz65.dsl.pipex.com

Language: English - Date: 2009-05-19 13:11:19
913Fixed income market / Finance / Yield curve / Central banks / Inflation / Euro / Yield / Campbell Harvey / Bond duration / Economics / Economic history / Fixed income analysis

The yield curve as a predictor and emerging economies

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Source URL: www.ecb.europa.eu

Language: English - Date: 2006-11-17 10:16:56
914Finance / Fixed income analysis / Discounting / Accrued interest / Debt / Accrual / Zero-coupon bond / Interest / Derivative / Financial economics / Bonds / Economics

EUROSTAT1 RECORDING INTEREST ON AN ACCRUAL BASIS Methodological Note DRAFT as of MARCH 1999

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Source URL: www.imf.org

Language: English - Date: 1999-07-21 12:14:08
915Fixed income analysis / Interest rates / Mathematical finance / Fixed income market / Yield curve / Bond / Swap rate / Interest rate swap / Libor / Economics / Financial economics / Finance

Articles euro area risk-free interest rates: Measurement Issues, Recent developments and RELEVANCE to monetary policy This article discusses the concept of the risk-free rate, as well as its relevance to the economy in g

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Source URL: www.ecb.europa.eu

Language: English - Date: 2014-07-09 14:47:43
916Mathematical finance / Financial markets / Fixed income market / Fixed income analysis / Yield curve / Bonds / Cost of capital / Interest rate / Risk premium / Financial economics / Economics / Finance

CP9[removed]Appendices Report on the Determination of Maximum Levels of Airport Charges – Part 2 Appendix I –

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Source URL: www.aviationreg.ie

Language: English - Date: 2008-07-28 07:10:11
917Fixed income analysis / Hull–White model / Mathematical finance / Ornstein–Uhlenbeck process / Statistics / Stochastic differential equations / Financial economics

Affine Lattice Models 1 Claudio Albanese Department of Mathematics, Imperial College of Science and Technology, University of London, SW7 2AZ, London, United Kingdom. mailto:[removed] Alexey Kuznet

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Source URL: www.albanese.co.uk

Language: English - Date: 2014-03-17 15:14:15
918Time series analysis / Statistical forecasting / Macroeconomics / Yield curve / Forecasting / Regression analysis / Macroeconomic model / Kalman filter / Economic model / Statistics / Economics / Fixed income market

Nelson-Siegel, affine and quadratic yield curve specifications: which one is better at forecasting?

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Source URL: www.ecb.europa.eu

Language: English - Date: 2010-06-08 03:57:17
919Regression analysis / Economic model / Yield curve / Kalman filter / Bayesian inference / Forecasting / Interest / Yield spread / Linear regression / Statistics / Statistical forecasting / Fixed income market

Sometimes it helps: the evolving predictive power of spreads on GDP dynamics

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Source URL: www.ecb.europa.eu

Language: English - Date: 2012-07-11 04:07:00
920Financial ratios / Fundamental analysis / Valuation / Fixed income analysis / Fed model / P/E ratio / Stock valuation / Earnings yield / Bond / Finance / Financial economics / Economics

An international analysis of earnings, stock prices and bond yields

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Source URL: www.ecb.europa.eu

Language: English - Date: 2005-08-24 06:39:00
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