Bad Bond Math: An Object Lesson Using Bloomberg's After-Tax Yields on Market Discount Bonds.
- Published in:
- Journal of Wealth Management, 2013, v. 15, n. 4, p. 61, doi. 10.3905/jwm.2013.15.4.061
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- Article
Works matching DE "DISCOUNT bonds"
Results: 12
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Valuation of Extra Bonus Certificates - Theory and Evidence.
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- Journal of Applied Financial Research, 2017, v. 1, p. 19
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- Article
3
The High Costs of Capital Appreciation Bonds and Their Contribution to the Disaster in Puerto Rico.
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- Journal of Applied Financial Research, 2017, v. 1, p. 6
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- Article
4
Pricing of discount bonds with a Markov switching regime.
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- Annals of Finance, 2014, v. 10, n. 3, p. 509, doi. 10.1007/s10436-013-0244-3
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- Article
5
An empirical analysis of unspanned risk for the U.S. yield curve.
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- Lecturas de Economia, 2016, n. 85, p. 11, doi. 10.17533/udea.le.n85a01
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- Article
6
A One-Factor Shifted Squared Gaussian Term Structure Model for Interest Rate Modeling.
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- Journal of Fixed Income, 2016, v. 25, n. 3, p. 36
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- Article
7
Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model.
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- Risks, 2017, v. 5, n. 2, p. 26, doi. 10.3390/risks5020026
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- Article
8
Declining Discount Rates.
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- American Economic Review, 2014, v. 104, n. 5, p. 538, doi. 10.1257/aer.104.5.538
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- Article
9
Pricing Fixed-Income Securities in an Information-Based Framework.
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- Applied Mathematical Finance, 2012, v. 19, n. 4, p. 361, doi. 10.1080/1350486X.2011.631757
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- Article
10
Comparison of numerical methods to price zero coupon bonds in a two-factor CIR model.
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- South African Actuarial Journal, 2020, n. 20, p. 109, doi. 10.4314/saaj.v20i1.5
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- Article
11
COHERENT CHAOS INTEREST-RATE MODELS.
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- International Journal of Theoretical & Applied Finance, 2015, v. 18, n. 3, p. -1, doi. 10.1142/S0219024915500168
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- Article
12
Recapitalizations Involving Market Discount Bonds: Tax-Free, But Not Tax-Consequence-Free.
- Published in:
- Journal of Taxation of Financial Products, 2012, v. 10, n. 3, p. 19
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- Publication type:
- Article