151 Trading Strategies
Z Kakushadze, JA Serur - Z. Kakushadze and JA Serur, 2018 - papers.ssrn.com
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 …
trading strategies across a host of asset classes (and trading styles). This includes stocks …
Hedging European government bond portfolios during the recent sovereign debt crisis
W Bessler, D Wolff - Journal of International Financial Markets, Institutions …, 2014 - Elsevier
The sovereign debt crisis challenged investors in European government bonds to deal with
volatile interest rate spreads. For managing sovereign risk,“Eurex” introduced futures …
volatile interest rate spreads. For managing sovereign risk,“Eurex” introduced futures …
Bond Duration and Convexity under Stochastic Interest Rates and Credit Spreads
The Journal of Fixed Income (JFI) provides sophisticated analytical research and case
studies on bond instruments of all types—investment grade, high-yield, municipals, ABS and …
studies on bond instruments of all types—investment grade, high-yield, municipals, ABS and …
Bond Duration and Convexity under Stochastic Interest Rates and Credit Spreads
I Dione, VS Lai - Available at SSRN 4218320, 2023 - papers.ssrn.com
We investigate the impact of credit spreads on the stochastic duration and convexity of
corporate bonds with respect to the very metrics for equivalent Treasury bonds. We show …
corporate bonds with respect to the very metrics for equivalent Treasury bonds. We show …