Stanley J. Kon
pág. 2
Replicating Bond Indices With Liquid Derivatives
Vadim Konstantinovsky, Anthony Gould, Lev Dynkin
págs. 7-19
Profiting from Mean-Reverting Yield Curve Trading Strategies
Winston T. H. Koh, Krishna Ramaswamy
págs. 20-33
The Term Structure of Mortgage Rates: Citigroup's MOATS Model
Ranjit Bhattacharjee, Lakhbir S. Hayre
págs. 34-47
Bond Portfolio Optimization: A Risk-Return Approach
Olaf Kokn, Christian Koziol
págs. 48-60
págs. 61-73
págs. 74-83
© 2001-2024 Fundación Dialnet · Todos los derechos reservados