[图书][B] 151 Trading Strategies
Z Kakushadze, JA Serur - 2018 - Springer
Features trading strategies for a variety of asset classes and trading styles including stocks,
options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles …
options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles …
Investing in commodity futures markets: can pricing models help?
R Paschke, M Prokopczuk - The European Journal of Finance, 2012 - Taylor & Francis
This article empirically investigates whether continuous time pricing models are able to help
reveal mispriced commodity futures contracts. Mispricings are identified based on the …
reveal mispriced commodity futures contracts. Mispricings are identified based on the …
日本國債利率期限結構估計與資訊內涵應用
周建新， 張千雲， 蔡高明 - 風險管理學報, 2008 - airitilibrary.com
本文採用2005 至2007 年之日本國債資料, 並搭配Nelson and Siegel (1987)
模型配適日本國債之利率期限結構, 將所得定價誤差序列, 配合Jankowitsch and Nettekoven …
模型配適日本國債之利率期限結構, 將所得定價誤差序列, 配合Jankowitsch and Nettekoven …
Robust estimation of term structure and implied volatility in emerging markets
E Ahi - 2016 - acikbilim.yok.gov.tr
Despite powerful advances in interest rate curve modeling for data-rich countries in the last
30 years, comparatively little attention has been paid to the key practicalproblem of …
30 years, comparatively little attention has been paid to the key practicalproblem of …
[PDF][PDF] Bond trading strategy using parsimonious interest rate model
C Pimolpaiboon - 2008 - digital.library.tu.ac.th
In an efficient financial market a correctly specified term structure estimation model would
exactly explain the observed bond prices for all maturities, given that the bonds have same …
exactly explain the observed bond prices for all maturities, given that the bonds have same …
[引用][C] TRADING STRATEGIES ON FIXED INCOME ASSETS: PRICING ERRORS VS. FACTOR ERRORS
O Tangsajjatham, T Watewai
[引用][C] Investing in Commodity Futures Markets: Can Spot Price Models Help?
R Paschke, M Prokopczuk