Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Yield elasticity of bond value"'
Autor:
Brendan Prettejohn, Gary van Vuuren
Publikováno v:
Investment Analysts Journal. 45:177-193
The effect of different-shaped yield curves on the effectiveness of bond immunisation was investigated. Bonds were priced using historical yield curves of various shapes and simulated interest rate shocks applied. The resulting end-values of these bo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf853fdb58c492733649e09cf48f45c8
https://doi.org/10.1080/10293523.2016.1165901
https://doi.org/10.1080/10293523.2016.1165901
Publikováno v:
Nano Letters. 13:5197-5202
Force-spectroscopy experiments make it possible to characterize single ligand-receptor pairs. Here we measure the spectrum of bond strengths and flexibilities in antibody-antigen interactions using optical tweezers. We characterize the mechanical evo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::501f0eed0b34766b973a40eed1d05cf0
https://doi.org/10.1021/nl402617f
https://doi.org/10.1021/nl402617f
Autor:
Martin L. Leibowitz, Sidney Homer
Publikováno v:
Inside the Yield Book: The Classic That Created the Science of Bond Analysis, Third Edition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::00faae19035628af7da34151226080eb
https://doi.org/10.1002/9781118656631.ch12
https://doi.org/10.1002/9781118656631.ch12
Autor:
Moorad Choudhry
Publikováno v:
Fixed Income Securities and Derivatives Handbook, Second Edition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8666ef4360a55d67b367de90758068b8
https://doi.org/10.1002/9781118531976.ch17
https://doi.org/10.1002/9781118531976.ch17
Autor:
Sujoy Kumar Dhar
Publikováno v:
SSRN Electronic Journal.
Bond is a debt instrument used by the corporate to raise fund from the market. Market price of bond is inversely related with market interest rate. The percentage change in market price of bond for a proportional change in yield can be measured by mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d27f06c279ab7f91f61d19ef0692ee4
https://doi.org/10.2139/ssrn.2761308
https://doi.org/10.2139/ssrn.2761308
Autor:
S. Lakshmivarahan, Duane Stock
Publikováno v:
The Journal of Fixed Income. 17:46-62
Bond portfolio managers obviously need good measures of the risk of their portfolios. The level of yields affects the variance of bond returns in a complex way because duration decreases (increases) as yields rise (fall). On the other hand, the volat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::13af69d9cfbfe7c25de3106811581e34
https://doi.org/10.3905/jfi.2007.695285
https://doi.org/10.3905/jfi.2007.695285
Autor:
Patrick J. Brown
Publikováno v:
An Introduction to the Bond Markets: Brown/Introduction
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4d97719be066e4d0dc47c0ec5f56610e
https://doi.org/10.1002/9781119206002.ch3
https://doi.org/10.1002/9781119206002.ch3
Autor:
Ilona Shiller, Gady Jacoby
Publikováno v:
Research in International Business and Finance. 19:351-364
We derive a model for the valuation of government bonds subject to liquidation risk. We show that the value of a government bond depends on the term structures of the conditional probability of liquidation facing the portfolio manager, the bid-ask sp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ce50ac6f3e2740370e3ca3f6f2ed309
https://doi.org/10.1016/j.ribaf.2004.11.001
https://doi.org/10.1016/j.ribaf.2004.11.001
Autor:
Zhuoshi Liu, Michele Lizzio, Alexandru Voicu, Max Wong, Moorad Choudhry, Suleman Baig, David Moskovic
Publikováno v:
Fixed Income Markets ISBN: 9781118638330
Fixed Income Markets: Management, Trading, Hedging, Second Edition
Fixed Income Markets: Management, Trading, Hedging, Second Edition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a8238c8e8e4e62155bd34ad0cc68d6d1
https://doi.org/10.1002/9781118638330.ch19
https://doi.org/10.1002/9781118638330.ch19
Publikováno v:
Proceedings of the National Academy of Sciences. 97:11262-11267
Leukocyte adhesion under flow in the microvasculature is mediated by binding between cell surface receptors and complementary ligands expressed on the surface of the endothelium. Leukocytes adhere to endothelium in a two-step mechanism: rolling (prim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d8e1167e65f38b703176b41a51f5e1d
https://doi.org/10.1073/pnas.200240897
https://doi.org/10.1073/pnas.200240897