Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 978-1-118-70926-9

Sommaire :
Preface

PART I FIXED INCOME MARKETS
1 Fixed Income Markets: An Introduction
2 Money Market Instruments
3 Inflation-Adjusted Bonds and the Inflation Risk Premium
4 Mortgage-Related Securities (MRSs)

PART II MONETARY POLICY AND FIXED INCOME MARKETS
5 Bond Markets and Monetary Policy
6 Bond Markets and Unconventional Monetary Policy

PART III INTEREST RATE RISK MANAGEMENT
7 Interest Rate Risk Management and Asset Liability Management
8 Optimal Asset Allocation in Asset Liability Management

PART IV THE PREDICTABILITY OF BOND RETURNS
9 International Bond Risk Premia
10 Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
11 U.S. Treasury Market: The High-Frequency Evidence

PART V ADVANCED TOPICS ON TERM STRUCTURE MODELS AND THEIR ESTIMATION
12 Structural Affine Models for Yield Curve Modeling
13 The Econometrics of Fixed-Income Markets
14 Recent Advances in Old Fixed-Income Topics: Liquidity, Learning, and the Lower Bound
15 The Economics of the Comovement of Stocks and Bonds

PART VI DERIVATIVES: MARKETS AND PRICING
16 Interest Rate Derivatives Products and Recent Market Activity in the New Regulatory Framework
17 Risk-Neutral Pricing: Trees
18 Discounting and Derivative Pricing Before and After the Financial Crisis: An Introduction

PART VII ADVANCED TOPICS IN DERIVATIVES PRICING
19 Risk-Neutral Pricing: Monte Carlo Simulations
20 Interest Rate Derivatives and Volatility
21 Nonlinear Valuation under Margining and Funding Costs with Residual Credit Risk: A Unified Approach

PART VIII CORPORATE AND SOVEREIGN BONDS
22 Corporate Bonds
23 Sovereign Credit Risk

Index

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque