Jumps in Bond Yield at Known Times
Language: en
Pages: 33

Jumps in Bond Yield at Known Times

Authors: Don H. Kim
Categories:
Type: BOOK - Published: 2014 - Publisher:

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Jumps in Bond Yields at Known Times
Language: en
Pages: 48

Jumps in Bond Yields at Known Times

Authors: Don H. Kim
Categories:
Type: BOOK - Published: 2015 - Publisher:

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We construct a no-arbitrage term structure model with jumps in the entire state vector at deterministic times but of random magnitudes. Jump risk premia are all
Bond Markets
Language: en
Pages: 112

Bond Markets

Authors: Patrick J. Brown
Categories: Business & Economics
Type: BOOK - Published: 1998 - Publisher: Global Professional Publishi

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As cross-market bond trading has increased, it has becomevital for international participants to understand themany different features that characterize the var
On Stochastic Models of Interest Rates and Jumps
Language: en
Pages: 158

On Stochastic Models of Interest Rates and Jumps

Authors: Steven Hwa Lin
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Strategic Job Jumping
Language: en
Pages: 260

Strategic Job Jumping

Authors: Julia Hartman
Categories: Business & Economics
Type: BOOK - Published: 1997 - Publisher: Prima Lifestyles

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We all know the horror stories caused by downsizing, mergers, and the lack of security in today's jobs. Finally, instead of fearing job loss and change, there's