✦ LIBER ✦

Benchmark Status in Fixed-Income Asset Markets

✍ Scribed by Peter G. Dunne; Michael J. Moore; Richard Portes

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exponential growth of fixed-mix strategi

✍ Michal A. H. Dempster; Igor V. Evstigneev; Klaus R. Schenk-Hoppé 📂 Article 📅 2003 🏛 Springer-Verlag 🌐 English ⚖ 116 KB

The financial crisis of 2008 in fixed-in

✍ Gerald P. Dwyer; Paula Tkac 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 979 KB

Forecasting bond yields in the Brazilian

✍ José Vicente; Benjamin M. Tabak 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 216 KB

Modeling correlated market and credit ri

✍ Theodore M. Barnhill Jr; William F. Maxwell 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 164 KB

Asset-liability management under benchma

✍ Yan Zeng; Zhongfei Li 📂 Article 📅 2011 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 199 KB

Estimating the Fractional Order of Integ

✍ Benjamin M. Tabak 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 198 KB