Optimal Trading Strategies and Risk in the Government Bond Market

Optimal Trading Strategies and Risk in the Government Bond Market
Author: Hendrik Aaldrik Jan Koster
Publisher:
Total Pages: 376
Release: 1987
Genre: Government securities
ISBN:

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Optimal Trading Strategies and Risk in the Government Bond Market
Language: en
Pages: 376
Authors: Hendrik Aaldrik Jan Koster
Categories: Government securities
Type: BOOK - Published: 1987 - Publisher:

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Trading Strategies In Bond Markets
Language: en
Pages: 89
Authors: Niklas Lachenicht
Categories: Mathematics
Type: BOOK - Published: 2017-05-03 - Publisher: GRIN Verlag

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Master's Thesis from the year 2015 in the subject Mathematics - Applied Mathematics, grade: 1,5, University of Hannover, language: English, abstract: This work
Price Discovery in the U.S. Bond Market
Language: en
Pages: 103
Authors: Haimei Shao
Categories: Bond market
Type: BOOK - Published: 2011 - Publisher:

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The world bond market is nearly twice as large as the equity market. The goal of this dissertation is to study the dynamics of bond price. Among the liquidity r
Trading Stategies for Capital Markets, Chapter 3 - Going Mobile: Globalization and the Bond Market
Language: en
Pages: 14
Authors: Joseph Benning
Categories: Business & Economics
Type: BOOK - Published: 2007-08-07 - Publisher: McGraw Hill Professional

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This chapter comes from a book written by Joseph Benning, a Moody's Vice President and former Senior Economist at the Chicago Board of Trade. Trading Strategies
The Bond Market
Language: en
Pages: 600
Authors: Christina I. Ray
Categories: Business & Economics
Type: BOOK - Published: 1993 - Publisher: McGraw-Hill Trade

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Corporate and federal debt has increased over 350% in the last four years, accompanied by an explosion in the use of complex derivative products. To cope with t