Curve Trading und Profiting - Info zur Person

(1 - 8 von 8

)

PROFITING FROM MEAN-REVERTING YIELD CURVE TRADING STRATEGIES - EconBiz

www.econbiz.de

PROFITING FROM MEAN-REVERTING YIELD CURVE TRADING STRATEGIES. Year of Publication: Contributors: Chua, Choong Tze; Koh, Winston T.H.; ...

Profiting from Mean-Reverting Yield Curve Trading Strategies - EconBiz

www.econbiz.de

A large class of fixed income trading strategies focuses on opportunities offered by the interest rate term structure. This paper studies a set of yield curve...

Yield Curve Analysis: Choosing the optimal maturity date of...

mpra.ub.uni-muenchen.de

Yield Curve Analysis: Choosing the optimal maturity ... Choosing the optimal maturity date of investments ... Profiting from meanreverting yield curve trading ...

EconPapers: Profiting from Mean-Reverting Yield Curve Trading...

econpapers.repec.org

This paper studies a set of yield curve trading strategies that are based on the view that the yield curve mean-reverts to an unconditional curve.

Profiting from Mean-Reverting Yield Curve Trading Strategies * - PDF...

docplayer.net

Profiting from Mean-Reverting Yield Curve Trading Strategies * Choong Tze Chua a, Winston T.H. Koh, b Krishna Ramaswamy c February ABSTRACT A large class …

[PDF] Profiting from Mean-Reverting Yield Curve Trading Strategies ...www.semanticscholar.org › paper › Profiting-from-...

www.semanticscholar.org

This article studies a set of yield curve trading strategies that are based on the view that the yield curve mean reverts to an unconditional curve.

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Curve Trading und Profiting Person-Info

PROFITING FROM MEAN-REVERTING YIELD CURVE TRADING STRATEGIES - EconBiz

Profiting from Mean-Reverting Yield Curve Trading Strategies - EconBiz

Yield Curve Analysis: Choosing the optimal maturity date of...

EconPapers: Profiting from Mean-Reverting Yield Curve Trading...

Profiting from Mean-Reverting Yield Curve Trading Strategies * - PDF...

[PDF] Profiting from Mean-Reverting Yield Curve Trading Strategies ...www.semanticscholar.org › paper › Profiting-from-...

Profiting from Mean-Reverting Yield Curve Trading Strategiesjfi.pm-research.com › content › iijfixinc › 20.full.pdf

Nine Charts: Dangerous Curves | CFA Institute Enterprising Investor

Alle Infos zum Namen "Curve Trading"