Finance, economics and mathematics : the essential Vasicek /
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Ηλ. βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
Singapore ; Hoboken, NJ :
John Wiley & Sons,
[2015]
|
| Θέματα: | |
| Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Part One: Efforts and Opinions
- Part One: Efforts and Opinions. Introduction to Part I
- Lifetime Achievement Award / Dwight Cass
- One-on-One Interview with Oldrich Alfons Vasicek / Nina Mehta
- Credit Superquant / Robert Hunter
- Part Two: Term Structure of Interest Rates
- Part Two: Term Structure of Interest Rates. Introduction to Part II
- An Equilibrium Characterization of the Term Structure
- The Liquidity Premium
- Term Structure Modeling Using Exponential Splines / Oldrich A Vasicek, H Gifford Fong
- The Heath, Jarrow, Morton Model
- Part Three: General Equilibrium
- Part Three: General Equilibrium. Introduction to Part III
- The Economics of Interest Rates
- General Equilibrium with Heterogeneous Participants and Discrete Consumption Times
- Independence of Production and Technology Risks
- Risk-Neutral Economy and Zero Price of Risk
- Part Four: Credit
- Part Four: Credit. Introduction to Part IV
- Credit Valuation
- Probability of Loss on Loan Portfolio
- Limiting Loan Loss Probability Distribution
- Loan Portfolio Value
- The Empirical Test of the Distribution of Loan Portfolio Losses
- Part Five: Markets, Portfolios, and Securities
- Part Five: Markets, Portfolios, and Securities. Introduction to Part V
- The Efficient Market Model / Oldrich A Vasicek, John A McQuown
- A Risk Minimizing Strategy for Portfolio Immunization / H Gifford Fong, Oldrich A Vasicek
- The Tradeoff between Return and Risk in Immunized Portfolios / H Gifford Fong, Oldrich Vasicek
- Bond Performance: Analyzing Sources of Return / Gifford Fong, Charles Pearson, Oldrich Vasicek
- The Best-Return Strategy
- Volatility: Omission Impossible / Gifford Fong, Oldrich Vasicek, Daihyun Yoo
- A Multidimensional Framework for Risk Analysis / Gifford Fong, Oldrich A Vasicek
- Plugging into Electricity / Hélyette Geman, Oldrich Vasicek
- Pricing of Energy Derivatives
- Part Six: Probability Theory and Statistics
- Part Six: Probability Theory and Statistics. Introduction to Part VI
- A Note on Using Cross-sectional Information in Bayesian Estimation of Security Betas
- A Series Expansion for the Bivariate Normal Integral
- A Conditional Law of Large Numbers
- A Test for Normality Based on Sample Entropy
- Monotone Measures of Ergodicity for Markov Chains / Julian Keilson, Oldrich Vasicek
- An Inequality for the Variance of Waiting Time under a General Queueing Discipline.
