<--- Back to Details
First PageDocument Content
Fixed income analysis / Mathematical finance / Nonlinear system / Yield curve / Bond valuation / Economic model / Autoregressive conditional heteroskedasticity / Linear model / Nonlinear Schrödinger equation / Statistics / Financial economics / Economics
Date: 2014-03-24 05:38:12
Fixed income analysis
Mathematical finance
Nonlinear system
Yield curve
Bond valuation
Economic model
Autoregressive conditional heteroskedasticity
Linear model
Nonlinear Schrödinger equation
Statistics
Financial economics
Economics

Economics Discussion Paper EDP-0528 Nonlinearity in the Term Structure By

Add to Reading List

Source URL: www.socialsciences.manchester.ac.uk

Download Document from Source Website

File Size: 751,30 KB

Share Document on Facebook

Similar Documents

Economy / Finance / Money / Financial markets / Mathematical finance / Financial economics / Corporate finance / Fixed income analysis / Bond / Corporate bond / Valuation / Risk-neutral measure

An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§

DocID: 1roHP - View Document

Fixed income analysis / Economy / Coupon / Bond / Maturity / Auction / Economics / Yield to maturity / Bond valuation

BUREAU OF THE TREASURY Auction Committee SUMMARY OF AWARD Instrument :

DocID: 1rjIW - View Document

Economy / Mathematical finance / Finance / Money / Technical analysis / Fixed income market / Volatility / Yield curve / Bond / Interest rate derivative / Option / Investment

When volatility is low but uncertainty is high….…buy interest rate options. There is something of a conundrum in interest rate markets at the moment. Market View 1 (Thinking uncertainty): Bond rates are near long-run

DocID: 1rjeG - View Document

Fixed income analysis / Economy / Finance / Money / Bond duration / Option-adjusted spread / Bond valuation / Bond / Yield spread / Corporate bond / Fixed income / Yield curve

http://www.frankfabozzi.com/tutorials/fia.htm

DocID: 1rjc8 - View Document

Economy / Finance / Money / Fixed income analysis / Financial markets / Contract law / Option / Actual Production History / Crop insurance / Insurance / Yield

Procedure For The Submission and Review

DocID: 1riE1 - View Document