[BOOK][B] Bond portfolio Investing and risk management: positioning fixed income portfolios for robust returns after the financial crisis
V Bhansal - 2011 - thuvienso.hoasen.edu.vn
The title of this book suggests that there is or will be a state of the world after the financial
crisis. Whether this new state is different from anything we have ever seen or the same as …
crisis. Whether this new state is different from anything we have ever seen or the same as …
A binomial model of Geithner's toxic asset plan
L Wilson - Journal of Economics and Business, 2011 - Elsevier
This paper formally models the Public–Private Investment Partnership (PPIP), a plan for US
government sponsored purchases of distressed assets. This paper solves both the problem …
government sponsored purchases of distressed assets. This paper solves both the problem …
[HTML][HTML] Toxic asset subsidies and the early redemption of TALF loans
L Wilson - International Journal of Financial Studies, 2022 - mdpi.com
This paper develops a formula to numerically estimate the unsubsidized, fair-market value of
the toxic assets purchased with Federal Reserve loans. It finds that subsidy rates on these …
the toxic assets purchased with Federal Reserve loans. It finds that subsidy rates on these …
Ambiguity in Securitization Markets
A Anderson - 2013 - ecommons.cornell.edu
During the financial crisis of 2008, origination and trading in asset-backed securities markets
dropped dramatically. This dissertation considers the role that ambiguity can play in such a …
dropped dramatically. This dissertation considers the role that ambiguity can play in such a …
The Ps of Pricing and Risk Management, Revisited
V Bhansali - Journal of Portfolio Management, 2010 - search.proquest.com
A financial engineer will tell you that he can price any asset if you give him the basic trio of
Ps: payoff, probability, and present value. A relative-value trader will add to this list the …
Ps: payoff, probability, and present value. A relative-value trader will add to this list the …
[CITATION][C] Do futures outperform Puts? Evidence from S&P Nifty index futures and options
NR Parasuraman, PJ Ramudu
[CITATION][C] Praise for Bond Portfolio Investing and Risk Management
RD Arnott, J Hsu