This paper introduces measures of volatility and jump risk that are based on individual stock
options to explain credit spreads on corporate bonds. Implied volatilities of individual options …

In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

We provide detailed descriptions, including over 550 mathematical formulas, for over 150
trading strategies across a host of asset classes (and trading styles). This includes stocks …

This article examines the impact of macroeconomic announcements on corporate bond
prices and investor migrations across various types of bonds over time. In addition, the …

This book is tightly focused on the pricing and hedging of fixed income securities and their
derivatives. It is targeted at those who are interested in trading these instruments in an …

O objetivo desta tese é comparar o desempenho de modelos multivariados de volatilidade
(BEKK, Rismetrics, CCC, DCC, cDCC) utilizando distribuição normal e t-student e diferentes …