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Year of publication
Subject
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Svensson 4 yield curve 4 zero curve 4 BPV 2 Diebold/Li 2 Nelson / Siegel 2 Nelson/Siegel 2 Z-Spread 2 asset swap spread 2 barbell 2 basis point value 2 bootstrapping 2 bucketing 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 interpolation 2 modeling 2 steepener 2 Abzinsung 1 Deutschland 1 Schätzung 1 Theorie 1 Zinsstruktur 1 Zinsstrukturtheorie 1 Öffentliche Anleihe 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
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Working Paper 2
Language
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German 2 English 1 Undetermined 1
Author
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Cremers, Heinz 4 Hewicker, Harald 2 Tinschert, Jonas 2
Institution
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Frankfurt School of Finance and Management 2
Published in...
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Frankfurt School - Working Paper Series 4
Source
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EconStor 2 RePEc 2
Showing 1 - 4 of 4
Cover Image
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:
Cover Image
Modellierung von Zinsstrukturkurven
Hewicker, Harald; Cremers, Heinz - 2011
Being able to model yield curves from observed bond yields is essential in capital markets. Yield curves are required to accurately price financial products as well as to correctly assess the macroeconomic situation of economies. Current models based on the work of Nelson/Siegel et al. apply a...
Persistent link: https://www.econbiz.de/10010305888
Saved in:
Cover Image
Modellierung von Zinsstrukturkurven
Hewicker, Harald; Cremers, Heinz - Frankfurt School of Finance and Management - 2011
Being able to model yield curves from observed bond yields is essential in capital markets. Yield curves are required to accurately price financial products as well as to correctly assess the macroeconomic situation of economies. Current models based on the work of Nelson/Siegel et al. apply a...
Persistent link: https://www.econbiz.de/10009228816
Saved in:
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