<--- Back to Details
First PageDocument Content
Mechanics / Bond duration / Yield curve / Immunization / Yield to maturity / Yield / IS/LM model / Bond / Curvature / Fixed income analysis / Economics / Financial economics
Mechanics
Bond duration
Yield curve
Immunization
Yield to maturity
Yield
IS/LM model
Bond
Curvature
Fixed income analysis
Economics
Financial economics

Transaction 91 V43 - Multivariate Duration Analysis

Add to Reading List

Source URL: www.soa.org

Download Document from Source Website

File Size: 2,22 MB

Share Document on Facebook

Similar Documents

Economy / Finance / Money / Financial markets / Mathematical finance / Capitalism / Stock market / Short / CBT / Beta / Bond

Computer-based Trading, Institutional Investors and Treasury Bond Returns Xiaoquan Liu University Business School, Ningbo Ingrid Lo

DocID: 1xVKx - View Document

Economy / Finance / Money / Financial markets / Credit / Market liquidity / Markus Brunnermeier / Funding liquidity

HONG KONG INSTITUTE FOR MONETARY RESEARCH FUNDING CONSTRAINTS AND MARKET ILLIQUIDITY IN THE EUROPEAN TREASURY BOND MARKET Sophie Moinas, Minh Nguyen and Giorgio Valente

DocID: 1xVBw - View Document

Film / Cinema of the United States / Entertainment / British films / James Bond films / English-language films / James Bond / Tencent / Danjaq / Eon Productions / Spectre / James Bond in video games

TENCENT AND MGM ANNOUNCE DEAL FOR ONLINE RIGHTS TO ENTIRE JAMES BOND FRANCHISE IN CHINA Movie fans in China to get access to the complete 007 series Shenzhen, China, November 6, Tencent Holdings Limited (“Tencen

DocID: 1xVuL - View Document

Economy / Finance / Money / Funds / Bond market / Investment / Mathematical finance / Bond / Rate of return / Mutual fund

The flow-performance relationship in emerging market bond funds David Leung Hong Kong Monetary Authority and Max Kwong Hong Kong Monetary Authority

DocID: 1xVrp - View Document

Economy / Finance / Money / Investment management / Investment / Actuarial science / Financial risk management / Financial markets / Tactical asset allocation / Asset allocation / Global tactical asset allocation / Portfolio

GFS: Unconstrained return generation + consistent low volatility = Absolute returns from a multi strategy concept In 2016 investors continue to be concerned over record low bond yields, rising rates, emerging market weak

DocID: 1xVer - View Document