1

Principal component analysis of yield curve movements

Year:
2012
Language:
english
File:
PDF, 326 KB
english, 2012
2

Immunization Using Principal Component Analysis

Year:
1996
Language:
english
File:
PDF, 499 KB
english, 1996
3

A General Relationship between Prices of Bonds and their Yields

Year:
2010
Language:
english
File:
PDF, 610 KB
english, 2010
4

A Note on Approximating Bond Price Sensitivity Using Duration and Convexity

Year:
1995
Language:
english
File:
PDF, 236 KB
english, 1995
5

A minimax risk strategy for portfolio immunization

Year:
1998
Language:
english
File:
PDF, 342 KB
english, 1998
7

PROJECT HOLDING-PERIOD RATE OF RETURN AND THE MIRR

Year:
1994
Language:
english
File:
PDF, 277 KB
english, 1994
10

Is Bond Convexity a Free Lunch?

Year:
1997
Language:
english
File:
PDF, 3.77 MB
english, 1997
11

Mutual Fund Risk Measurement and Future Returns

Year:
1994
Language:
english
File:
PDF, 750 KB
english, 1994
20

Bond immunization for additive interest rate shocks

Year:
1998
Language:
english
File:
PDF, 497 KB
english, 1998
21

Arbitrage opportunities and immunization

Year:
2006
Language:
english
File:
PDF, 350 KB
english, 2006
22

Correction Constants for Present Values of Seasonal Cash Flows

Year:
1997
Language:
english
File:
PDF, 422 KB
english, 1997
23

Bond Immunization for Affine Term Structures

Year:
1999
Language:
english
File:
PDF, 549 KB
english, 1999
24

Bond Option Valuation for Non-Markovian Interest Rate Processes

Year:
2005
Language:
english
File:
PDF, 120 KB
english, 2005
25

Bank failure, risk, and capital regulation

Year:
1996
Language:
english
File:
PDF, 476 KB
english, 1996
28

189-P

Year:
2012
Language:
english
File:
PDF, 31 KB
english, 2012
34

Broadcasting

Year:
1971
Language:
english
File:
PDF, 687 KB
english, 1971
35

Credit Spreads and Regime Shifts

Year:
2015
Language:
english
File:
PDF, 2.12 MB
english, 2015
41

Frequent Compounding and the Discrete Compounding Adjustment

Year:
1998
Language:
english
File:
PDF, 588 KB
english, 1998