1001-固定收益金融商品專題研究-33042

報名期間：從 即日起 到 無限期
上課期間：從 2011-09-05 到 2012-01-31

• 10001Fixed Income
• 固收
• A comprehensive structural model for defaultable fixed-income bonds
• Convertible bond arbitrage, liquidity externalities, and stock prices
• Convertible bond arbitrageurs as suppliers of capital
• Empirical Duration of Corporate Bonds and Credit Market Segmentation
• Expected returns, yield spreads, and asset pricing tests
• Identifying volatility risk premia from fixed income Asian options
• Risk and return in convertible arbitrage Evidence from the convertible bond market
• The subprime credit crisis and contagion in financial markets
• What drives the performance of convertible-bond funds
• 固收