Zobrazeno 1 - 10
of 9 719
pro vyhledávání: '"FIXED COUPON"'
Autor:
Rajiv Aggarwal
Equities are generally perceived to be more volatile than fixed income investments. Many risk averse investors are unable to digest the daily ups and downs in the prices of equities. They also feel that, from a historical perspective, equities are ov
Autor:
Djatschenko, Wadim1 wadim.djatschenko@gmx.de
Publikováno v:
R Journal. Dec2019, Vol. 9 Issue 2, p124-141. 18p.
Publikováno v:
Bìznes Inform, Iss 1, Pp 92-97 (2014)
The article studies fixed coupon securities (bonds). It provides a calculation of the cash flow, generated by fixed coupon securities, with enclosed discounted face value of securities. It analyses time indicator – average weighted duration of paym
Externí odkaz:
https://doaj.org/article/a7e526742ccf45848104cf821b8be308
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Autor:
Wadim Djatschenko
Publikováno v:
SSRN Electronic Journal.
The purpose of this paper is to introduce the R package BondValuation for analysis of large datasets of fixed coupon bonds. The conceptual heterogeneity of fixed coupon bonds traded in the global markets imposes a high degree of complexity on their c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::481224fb5e9d99935eedc0f9a69b4e70
https://doi.org/10.2139/ssrn.3292955
https://doi.org/10.2139/ssrn.3292955
Autor:
Stylianos Paganopoulos
Publikováno v:
SSRN Electronic Journal.
A formula is derived for calculating the duration of a fixed-coupon bond. The obtained formula is similar to that obtained by Babcock (1985) and Caks et al. (1985). Nevertheless, the analysis differs.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4cd20cc293db6bd4a645b1b6b766a288
https://doi.org/10.2139/ssrn.1161051
https://doi.org/10.2139/ssrn.1161051
Autor:
Sarkar, Sudipto1 sarkars@mcmaster.ca, Zhang, Chuanqian2 zhang1984chuanqian@hotmail.com
Publikováno v:
Review of Quantitative Finance & Accounting. Nov2016, Vol. 47 Issue 4, p973-986. 14p.
Publikováno v:
Journal of Asset Management; Feb2024, Vol. 25 Issue 1, p113-128, 16p
Publikováno v:
Derivatives Week. 2/ 9/2009, p3-3. 1p.