Bond convexity

Results: 10



#Item
1Financial risk / Fixed income analysis / Convex geometry / Hedge / Bond duration / Futures contract / Interest rate future / Derivative / Interest rate risk / Convexity / Interest rate swap / Immunization

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

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Source URL: www.frankfabozzi.com

Language: English - Date: 2011-01-22 06:57:05
2Fixed income analysis / Financial economics / Fixed income securities / Mortgage-backed security / Investment / Bond convexity / Option-adjusted spread / Mortgage loan / Structured finance / United States housing bubble / Finance

       

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Source URL: www.hkma.gov.hk

Language: English - Date: 2011-08-10 08:01:47
3Economics / Hedge fund / Absolute return / Portfolio / Long-Term Capital Management / Convertible bond / Financial economics / Investment / Finance

Article, Finanz und Wirtschaft, [removed]Underappreciated opportunity in absolute return convertibles Convertibles tend to be marketed on the promise of their convexity – namely their potential to provide bond-like ret

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Source URL: www.fundexpertsforum.com

Language: English - Date: 2014-03-20 10:20:16
4Economics / Mathematical finance / Convex geometry / Structured finance / Fixed income market / Bond duration / Bond convexity / Bond valuation / Yield curve / Fixed income analysis / Financial economics / Finance

Internet Appendix for “Mortgage convexity” Samuel G. Hanson Harvard Business School [removed] April 2014

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Source URL: www.people.hbs.edu

Language: English - Date: 2014-04-15 11:06:03
5Economics / Fixed income market / Structured finance / Mathematical finance / Financial markets / Mortgage-backed security / Bond duration / Bond / Interest rate risk / Financial economics / Fixed income analysis / Finance

Mortgage convexity Samuel G. Hanson Harvard Business School [removed] This draft: April 2014

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Source URL: www.people.hbs.edu

Language: English - Date: 2014-05-13 11:37:35
6Bonds / Investment / Convex geometry / Bond duration / Structured finance / Bond convexity / Bond / Yield to maturity / Callable bond / Fixed income analysis / Financial economics / Finance

[removed]CDIAC Webinar Transcript: Investment Analysis - Duration Calculation

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Source URL: www.treasurer.ca.gov

Language: English - Date: 2014-08-03 11:33:12
7Economics / Bond duration / Bond / Interest rate risk / Yield curve / Fixed income / Callable bond / Convexity / Yield / Fixed income analysis / Financial economics / Finance

Duration and Risk Presenters: Tony Garcia CFA, Vice President, Wells Fargo Institutional Securities Ray Johnson Fixed Income Specialist, Bloomberg Analytics

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Source URL: www.treasurer.ca.gov

Language: English - Date: 2014-08-03 11:33:11
8Convex geometry / Convex analysis / Fixed income analysis / Epistemologists / Lebanese people / Nassim Nicholas Taleb / The Black Swan / Convex function / Bond convexity / Mathematical analysis / Mathematical optimization / Mathematics

BOOK III : How To Detect, Measure and Talk About (Anti)Fragility 157 BOOK III : How To Detect, Measure and Talk About (Anti)Fragility

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Source URL: www.fooledbyrandomness.com

Language: English - Date: 2012-05-24 10:41:38
9Fixed income analysis / Financial markets / Mathematical finance / Options / Bonds / Convertible bond / Black–Scholes / Bond valuation / Bond convexity / Financial economics / Finance / Economics

PDF Document

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Source URL: upetd.up.ac.za

Language: English - Date: 2009-05-13 09:55:57
10Economics / Bond duration / Bond / Yield to maturity / Collateralized mortgage obligation / Bond convexity / Fixed income analysis / Financial economics / Finance

PDF Document

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Source URL: data.cbonds.info

Language: English - Date: 2012-08-14 08:25:18
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