Fixed income arbitrage

Results: 38



#Item
11Market / Bond market / Foreign exchange market / Bond / Finance / Arbitrage / Order / Economics / Financial markets / Anthropology

SUBMISSION TO UK FAIR AND EFFECTIVE MARKETS REVIEW RESERVE BANK OF AUSTRALIA Fixed Income, Currency and Commodities markets play a pivotal role in the functioning of financial markets and hence of the economy more genera

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Source URL: www.bankofengland.co.uk

Language: English - Date: 2015-02-23 11:13:13
12Finance / Financial economics / Mathematical finance / Statistical inference / Interest rates / Yield curve / Non-parametric statistics / Bootstrapping / Heath–Jarrow–Morton framework / Fixed income analysis / Economics / Fixed income market

An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical Victor Lapshin Department of Risk Management and Insurance

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Source URL: www.hse.ru

Language: English - Date: 2011-12-21 02:38:43
13Financial economics / Fixed income analysis / Yield curve / Heath–Jarrow–Morton framework / Finance / Economic model / Bond / Arbitrage / Mathematical finance / Fixed income market / Economics

Discussion of "An Infinite-Dimensional Interest Rates Term Structure Model: Arbitrage-Free, Realistic and Practical" by Victor Lapshin Miloš Božovi´c Center for Investments and Finance Belgrade, Serbia

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Source URL: www.hse.ru

Language: English - Date: 2011-12-22 00:57:45
14Financial economics / Government debt / Notes / United States Treasury security / Yield curve / Bond / Arbitrage / Yield / Federal Reserve System / Finance / Economics / Fixed income market

FLOW AND STOCK EFFECTS OF LARGE-SCALE TREASURY PURCHASES Stefania D’Amico Thomas B. King Division of Monetary Affairs Federal Reserve Board

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Source URL: research.stlouisfed.org

Language: English - Date: 2011-06-03 14:07:21
15Fixed income analysis / Heath–Jarrow–Morton framework / Yield curve / Finance / Arbitrage / Economics / Mathematical finance / Financial markets / Financial economics

Nelson–Siegel Models No arbitrage models HJM = NSproj +Adj, Adj small

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-24 20:05:54
16Fixed income securities / Types of insurance / Bonds / Government debt / Municipal bond / Debt / Arbitrage / Public finance / Structured finance / Financial economics / Economics / Finance

GAFL[removed]: The Business of Public Finance Investment Banking Instructor: Brett Matteo Term: Spring 2012 Telephone: [removed]Date/Time: Tuesdays; 6:00 – 9:00pm Email: [removed]

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Source URL: www.fels.upenn.edu

Language: English - Date: 2012-01-12 16:01:07
17Fixed income securities / Finance / United States housing bubble / Arbitrage / Investment / Structured finance / Mortgage-backed security / Financial economics

OHIO HOUSING FINANCE AGENCY 2013 NCSHA Award Nomination Management Innovation: Finance REDUCING NEGATIVE ARBITRAGE AND INCREASING YIELD ON RESERVES

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Source URL: www.ncsha.org

Language: English - Date: 2014-12-03 15:23:38
18Financial markets / United States housing bubble / Mortgage-backed security / Structured finance / Fixed income securities / Arbitrage / Haircut / Derivative / Bank of America Home Loans / Financial economics / Finance / Investment

Microsoft Word - WashingtonEntryPAMS.docx

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Source URL: www.ncsha.org

Language: English - Date: 2014-12-04 01:14:34
19Finance / Yield curve / Mathematical finance / Fixed income analysis / Macroeconomics / Interest rate / Equity premium puzzle / Arbitrage / Monetary policy / Economics / Financial economics / Fixed income market

Dynare Working Papers Series http://www.dynare.org/wp/ Switching Monetary Policy Regimes and the Nominal Term Structure

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Source URL: www.dynare.org

Language: English - Date: 2011-05-11 08:59:39
20Financial markets / Fixed income analysis / Bonds / Mathematical finance / Arbitrage / Municipal bond / Futures contract / Yield / Risk-neutral measure / Financial economics / Economics / Finance

[removed]CDIAC Webinar Transcript

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Source URL: www.treasurer.ca.gov

Language: English - Date: 2014-08-03 11:33:09
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