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  • Search: subject:"basis point value"
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Year of publication
Subject
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BPV 2 Nelson / Siegel 2 Svensson 2 Z-Spread 2 asset swap spread 2 barbell 2 basis point value 2 bullet 2 carry 2 convexity 2 credit basis 2 credit curve 2 credit risk 2 credit trading 2 cubic spline 2 duration 2 flattener 2 hermite interpolation 2 steepener 2 yield curve 2 zero curve 2
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 1 Undetermined 1
Author
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Cremers, Heinz 2 Tinschert, Jonas 2
Institution
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Frankfurt School of Finance and Management 1
Published in...
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Frankfurt School - Working Paper Series 2
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Fixed income strategies for trading and for asset management
Tinschert, Jonas; Cremers, Heinz - 2012
Trading and investment strategies play an essential part in better understanding fixed income markets. Over-the-counter markets and thousands of different outstanding bonds increase the difficulties to identify adequate comparison methods. Market participants and their practices differ widely...
Persistent link: https://www.econbiz.de/10010310469
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Cover Image
Fixed income strategies for trading and for asset management
Tinschert, Jonas; Cremers, Heinz - Frankfurt School of Finance and Management - 2012
Trading and investment strategies play an essential part in better understanding fixed income markets. Over-the-counter markets and thousands of different outstanding bonds increase the difficulties to identify adequate comparison methods. Market participants and their practices differ widely...
Persistent link: https://www.econbiz.de/10010957473
Saved in:
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