Pass condition
Grade:60 Fraction
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10001Fixed Income
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固收
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A comprehensive structural model for defaultable fixed-income bonds
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Convertible bond arbitrage, liquidity externalities, and stock prices
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Convertible bond arbitrageurs as suppliers of capital
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Empirical Duration of Corporate Bonds and Credit Market Segmentation
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Expected returns, yield spreads, and asset pricing tests
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Identifying volatility risk premia from fixed income Asian options
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Risk and return in convertible arbitrage Evidence from the convertible bond market
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The subprime credit crisis and contagion in financial markets
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What drives the performance of convertible-bond funds
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固收
- Course Introduction
- Course Plan
- 評論