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Bootstrapping (finance)
Bootstrapping the Interest-Rate Term Structure
Asset Allocation, Time Diversification and Portfolio Optimization for Retirement
Implied Correlations in CDO Tranches
Estimation of Zero-Coupon Curves in Datametrics
Fabozzi Course.Pdf
Credit Derivatives – Pricing and Bootstrapping
Bootstrapping the Illiquidity by Ametrano and Bianchetti
Credit Curve Estimation and Corporate Bonds in the South African Market
Interpolation of the Yield Curve
A Review of Term Structure Estimation Methods
FE 680 Lecture Notes
Introduction to Credit Risk
Yield Curve Factor Models
LIBOR Versus OIS Discounting When Bootstrapping the STIBOR Swap Curve
Pricing Synthetic CDO Tranche on ABS
Collateralized Debt Obligation and Nth to Default Swap
The Hidden Correlation of Collateralized Debt Obligations
ANALYTICAL FINANCE II Floating Rate Notes, Fixed Coupon Bonds
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PAPER – 2: STRATEGIC FINANCIAL MANAGEMENT QUESTIONS Security Valuation 1
Defining, Estimating and Using Credit Term Structures Part 1. Consistent
Fixed Income
Edu-Risk International Bootstrapping a Libor Curve Off an OIS Curve
School of Education, Culture and Communication Division of Applied Mathematics
1. Spot and Forward Interest Rates. Bootstrapping 1.1 Money Market the Spot Rate Is Defined As the Discounting Rate for a Cash Flow at a Specific Maturity
How to Construct and Bootstrap Yield Curve
Financial Market Analysis (Fmax) Module 4
BOOTSTRAPPING FINANCIAL TIME SERIES Esther Ruiz Lorenzo Pascual Universidad Carlos III De Madrid
Global Body of Investment Knowledge (GBIK)
Lecture Notes on Risk Management, Public Policy, and the Financial System Interest Rate and Credit Spread Risk
Bootstrap a Government Zero Curve
FINS2624 Summary
Interest Rate Bootstrapping Explained
Extracting Yield Curves from Bond Prices
Methods for Constructing a Yield Curve
Valuation of Linear Interest Rate Derivatives: Progressing from Single- to Multi-Curve Bootstrapping
A Teaching Note on Pricing and Valuing Interest Rate Swaps Using LIBOR and OIS Discounting
Numerical Methods for the Valuation of Synthetic Collateralized Debt Obligations
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OIS DISCOUNTING, INTEREST RATE DERIVATIVES, and the MODELING of STOCHASTIC INTEREST RATE SPREADS John Hull A,∗ and Alan White A,†
Zero-Coupon Yield Curve Estimation with the Package Termstrc
An Empirical Analysis of the Pricing of Collateralized Debt Obligations
Matrix Theory Application in the Bootstrapping Method for the Term