Takeaki Kariya
Takeaki Kariya, Hitotsubashi University, Professor Emeritas.
Yoshiro Yamamura is Professor at Meiji University.
Erschienen am 31.05.2025Empirically Effective Government and Corporate Bond Pricing Models
Yield Curves and Default Curves · E-Book
An Overview over the Content of This Book.- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System.- Pricing Government Bonds and Yield Curves via K Models.- Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models.- Empirical Effectiveness of K0-Yield Curve.- KCB Model and Term Structure of Default Probabilities (TSDP).- Credit Risk Analyses on Japanese CBs and Default Curves.- Credit Risk Analyses on CB Prices in the US Energy Sector.- Credit Risk Analysis on Euro Government Bonds.- Extended KCB Model, Credit Portfolio and CDS Pricing.
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