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Fixed-income securities : dynamic methods for interest rate risk pricing and hedging
Martellini, Lionel; Priaulet, Philippe - 2001
Persistent link: https://www.econbiz.de/10001484122
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Hedging interest-rate risk with term-structure factor models
Martellini, Lionel; Priaulet, Philippe; Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 967-985). 2005
Persistent link: https://www.econbiz.de/10003055173
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Hedging interest rate risk with term structure factor models
Martellini, Lionel (contributor) - In: Advanced bond portfolio management : best practices in …, (pp. 267-289). 2006
Persistent link: https://www.econbiz.de/10003280223
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Capital structure decisions and the optimal design of corporate market debt prograams
Martellini, Lionel; Milhau, Vincent; Tarelli, Andrea - In: The journal of corporate finance : contracting, … 49 (2018), pp. 141-167
Persistent link: https://www.econbiz.de/10011825002
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Improving interest rate risk hedging strategies through regularization
Mantilla-Garcia, Daniel; Martellini, Lionel; Milhau, Vincent - In: Financial analysts journal : FAJ 78 (2022) 4, pp. 18-36
Persistent link: https://www.econbiz.de/10013417613