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Three Essays on the Pricing of Fixed Income Securities with Credit Risk
Language: en
Pages: 348
Authors: Xiaofei Li
Categories: Credit
Type: BOOK - Published: 2004 - Publisher:

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"This thesis studies the impacts of credit risk, or the risk of default, on the pricing of fixed income securities. It consists of three essays. The first essay
Three Essays on the Basis Risk of Fixed Income Securities
Language: en
Pages: 0
Authors: Long Chen
Categories:
Type: BOOK - Published: 2001 - Publisher:

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The three essays can be regarded as studies on the basis risk of fixed income securities. They investigate the spreads among different bonds. The first essay, M
Three Essays on the Basis Risk of Fixed Income Securities
Language: en
Pages:
Authors:
Categories:
Type: BOOK - Published: 2001 - Publisher:

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Three Essays on the Basis Risk of Fixed Income Securities [microform]
Language: en
Pages: 250
Authors: Chen, Long, 1969 June 27-
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Type: BOOK - Published: 2001 - Publisher: National Library of Canada = Bibliothèque nationale du Canada

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Three Essays on Defaultable Fixed Income Securities
Language: en
Pages: 0
Authors: Gady Jacoby
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Type: BOOK - Published: 1999 - Publisher:

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