IIJournals2 profile
W serwisie od: Feb 2, 2012
Imię: IIJournals2
Lokalizacja: US
Oglądane: 0
Subskrypcja: 2
Kanały: 306
Hobby: Global finance and investment
Institutional Investor Journals are quarterly publications offering in-depth, original and practical research in global investment and finance with an extensive online archive.Video (24)
LDI: Reducing Downside Risk with Global Bonds
- Czas: 5:27
- Wyświetleń: 14
- Autor: IIJournals2
Tagi: LDI Global Bonds Downside Risk Liability-Driven Investment Currency-Hedged Bonds Domestic Long-Term Bonds Liabilities Assets Hedged Global Bond Returns Bond Returns Negative Returns Positive Returns Funding Ratio Domestic Tail Risk Long Maturity Risk-Adjusted Returns
LDI: Reducing Downside Risk with Global Bonds The Journal of Investing, Summer 2012
Inferring Default Probabilities from Credit Spreads
- Czas: 6:45
- Wyświetleń: 33
- Autor: IIJournals2
Tagi: yield; fixed-rate bonds default risk spreads; capital asset pricing model default probabilities spread volatility credit risk premium
Inferring Default Probabilities from Credit Spreads The Journal of Fixed Income www.iijournals.com Default probabilities (PDs) for risky obligors are derived from market spreads and spread volatilities. The method assumes that 1) credit spreads, on average, are linear functions of spread...
Ulubione (1)
Inferring Default Probabilities from Credit Spreads
- Czas: 6:45
- Wyświetleń: 38
- Autor: IIJournals2
Tagi: yield; fixed-rate bonds default risk spreads; capital asset pricing model default probabilities spread volatility credit risk premium
Inferring Default Probabilities from Credit Spreads The Journal of Fixed Income http://www.iijournals.com/doi/abs/10.3905/jfi.2012.21.4.013 Default probabilities (PDs) for risky obligors are derived from market spreads and spread volatilities. The method assumes that 1) credit spreads, on...