Empirically Effective Government and Corporate Bond Pricing Models : Yield Curves and Default Curves

An Overview over the Content of This Book -- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System -- Pricing Government Bonds and Yield Curves via K Models -- Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models -- Empirical Effectiveness of K0-Yield Curve -- KCB Model and Term Structure of Default Probabilities (TSDP) -- Credit Risk Analyses on Japanese CBs and Default Curves -- Credit Risk Analyses on CB Prices in the US Energy Sector -- Credit Risk Analysis on Euro Government Bonds -- Extended KCB Model, Credit Portfolio and CDS Pricing.