Bloomberg terminals as a hands on learning tool for applied financial analysis
SA Tuluca, B Zwick - International Research Journal of Applied …, 2016 - papers.ssrn.com
Bloomberg terminals are widely used by traders of financial instruments. Recently, Fairleigh
Dickinson University leased twenty-four Bloomberg Terminals, twelve each for its two New …
Dickinson University leased twenty-four Bloomberg Terminals, twelve each for its two New …
Ein neuer Ansatz zur Bestimmung der Zinsstruktur
M Uhrig, U Walter - Credit and Capital Markets, 1997 - elibrary.duncker-humblot.com
Ein neuer Ansatz zur Bestimmung der Zinsstruktur. Theorie und empirische Ergebnisse für
den deutschen Rentenmarkt Die vorliegende Arbeit stellt ein zweistufiges Verfahren zur …
den deutschen Rentenmarkt Die vorliegende Arbeit stellt ein zweistufiges Verfahren zur …
Modelling Long Maturity Interest Rates
AP Carverhill - Available at SSRN 965959, 2007 - papers.ssrn.com
It is natural to assume that interest rates mean-revert, and natural consequence of this is that
long forward rates are asymptotically constant. However, from US Treasury STRIPs data …
long forward rates are asymptotically constant. However, from US Treasury STRIPs data …
Predictability and the dynamics of long forward rates
AP Carverhill - Available at SSRN 267328, 2001 - papers.ssrn.com
Distantly maturing forward rates represent the markets long term (risk neutral) expectations
about interest rates. As such, they are the fundamental ingredient of the pricing kernel. In …
about interest rates. As such, they are the fundamental ingredient of the pricing kernel. In …
The dynamics of long forward rate term structures
X Luo, JE Zhang - Journal of Futures Markets, 2010 - Wiley Online Library
In this article, we look at study the dynamics of forward rates with maturities longer than 14
years. We re‐document the phenomenon of the downward sloping long forward rate term …
years. We re‐document the phenomenon of the downward sloping long forward rate term …
Yield Curve Smoothing Models of the Term Structure
S Mansi, GM Jabbour - Available at SSRN 402680, 2002 - papers.ssrn.com
This paper surveys methodologies on the statistical approach to term structure estimation,
also known as yield curve smoothing models. Specifically, term structure estimation methods …
also known as yield curve smoothing models. Specifically, term structure estimation methods …
Modelling Long Maturity Forward Rates with Overshooting
AP Carverhill - Available at SSRN 1101162, 2007 - papers.ssrn.com
It is natural to assume that interest rates mean-revert, and natural consequence of this is that
long forward rates are asymptotically constant. However, from US Treasury STRIPs data …
long forward rates are asymptotically constant. However, from US Treasury STRIPs data …
[CITATION][C] The dynamics of interest rate term structure
X Luo, J Zhang - Quantitative Methods in Finance Conference, 2008 - hub.hku.hk
HKU Scholars Hub: The Dynamics of Interest Rate Term Structure Skip navigation HKU Login
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Guest Login Home Publications Researchers Staff Research Postgraduates Organizations …
[CITATION][C] Ein neuer Ansatz zur Bestimmung der Zinsstruktur
< _value> Uhrig, Marliese, < _value> Walter, Ulrich