Empirically Effective Government and Corporate Bond Pricing Models

Yield Curves and Default Curves

Inbunden, Engelska, 2025

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This book presents a comprehensive, innovative, integrated, and empirically effective system for cross-sectionally analyzing prices of government bonds (GBs) and corporate bonds (CBs) to timely obtain practically useful information on yield curves and default curves.

Produktinformation

Utgivningsdatum2025-06-01
Mått155 x 235 x 24 mm
Vikt668 g
FormatInbunden
SpråkEngelska
Antal sidor303
FörlagSpringer Nature Switzerland AG
ISBN9789819611034

Tillhör följande kategorier

An Overview over the Content of This Book.- GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System.- Pricing Government Bonds and Yield Curves via K Models.- Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models.- Empirical Effectiveness of K0-Yield Curve.- KCB Model and Term Structure of Default Probabilities (TSDP).- Credit Risk Analyses on Japanese CBs and Default Curves.- Credit Risk Analyses on CB Prices in the US Energy Sector.- Credit Risk Analysis on Euro Government Bonds.- Extended KCB Model, Credit Portfolio and CDS Pricing.