Cover: Empirically Effective Government and Corporate Bond Pricing Models (E-Book) von Takeaki Kariya
Takeaki Kariya

Teil der Reihe: Business and Management (R0)

Empirically Effective Government and Corporate Bond Pricing Models

Yield Curves and Default Curves
Angebot€160,49
inkl. MwSt. • Kein physischer Versand
Sofort per Download lieferbar
Nach dem Kauf direkt als Download verfügbar.
E-Book
eBook-Format:PDF

Benachrichtigung aktivieren

Wir informieren Sie per E-Mail, sobald dieses Produkt wieder verfügbar ist.

Inhaltsangabe

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.

Produktdetails
  • Erscheinungsdatum: 31.05.2025
  • Autor/Autorin: Takeaki Kariya,Yoshiro Yamamura
  • Reihe: Business and Management (R0)
  • Format: E-Book
  • Dateiformat: PDF
  • Kopierschutz: Wasserzeichen
  • Dateigröße: 8.1 MB
  • Verlag: SPRINGER
  • Sprache: Englisch
  • Umfang: 303 Seiten
  • ISBN: 9789819611041
  • Lieferung: Sofort per Download
  • Hinweis: Sofort per Download lieferbar. Kein physischer Versand.
  • Kompatibilität: Lesbar auf Geräten und Apps mit PDF-Unterstützung.
Herstellerinformationen
Springer Nature Customer Service Center GmbH

Email: ProductSafety@springernature.com

Wird oft zusammen gekauft

Cover: Turnpike Phenomenon for Markov Decision Processes (E-Book) von Alexander J. Zaslavski
Alexander J. Zaslavski
Turnpike Phenomenon for Markov Decision Processes Angebot€53,49
Cover: Mathematik – einfach genial! (E-Book) von Heinz Klaus Strick
Heinz Klaus Strick
Mathematik - einfach genial! Angebot€29,99
Cover: Conjugacy in Finite Classical Groups (E-Book) von Giovanni De Franceschi
Giovanni De Franceschi
Conjugacy in Finite Classical Groups Angebot€128,39
Cover: Varieties of Nodal Surfaces, Coding Theory and Discriminants of Cubic Hypersurfaces (E-Book) von Fabrizio Catanese
Fabrizio Catanese
Varieties of Nodal Surfaces, Coding Theory and Discriminants of Cubic Hypersurfaces Angebot€117,69
Cover: Theory and Methods of Optimisation (E-Book) von Andrea Carpignani
Andrea Carpignani
Theory and Methods of Optimisation Angebot€64,19
Cover: The Essentials of Measure Theory (E-Book) von Carlos S. Kubrusly
Carlos S. Kubrusly
The Essentials of Measure Theory Angebot€53,49
Cover: Tantrasaṅgraha of Nīlakaṇṭha Somayājī (E-Book) von K. Ramasubramanian
K. Ramasubramanian
Tantrasaṅgraha of Nīlakaṇṭha Somayājī Angebot€192,59
Cover: Statistical Design and Analysis of Biological Experiments (E-Book) von Hans-Michael Kaltenbach
Hans-Michael Kaltenbach
Statistical Design and Analysis of Biological Experiments Angebot€117,69
Cover: Representations of SL2 (E-Book) von Cédric Bonnafé
Cédric Bonnafé
Representations of SL2 Angebot€58,84
Cover: Quantitative Frontiers (E-Book)
Avishek Adhikari
Quantitative Frontiers Angebot€149,79