In the subsequent roundtable forum, participants engaged in a lively discussion on the theme of “New Challenges, Opportunities, and Innovations in International Factoring and Trade Finance.” The panelists unanimously agreed that under the current global economic situation, two-factor international fact...
Applied Mathematical FinanceRebonato R. (1997) A class of arbitrage-free log-normal-short-rate two-factor models, accepted for publication in Applied Mathematical Finance.Rebonato, R. 1997 A class of arbitrage-free, short-rate, two-factor models. Appl. Math. Finance 4, 1-14....
Kiesel, R., Schindlmayr, G., and Bo¨rger, R. A two-factor model for the elec- tricity forward market. Quantitative Finance 9 (2009), 279-287.Kiesel, R. , G. Schindlmayr, and R.H. Borger (2009). A Two-Factor Model for the Electricity Forward Market. Quantitative Finance, 9, ...
We develop a two-factor general equilibrium model of the term structure. The factors are the short-term interest rate and the volatility of the short-term ... FA Longstaff,ES Schwartz - 《Journal of Finance》 被引量: 1934发表: 1992年 Multi-Factor Cox-Ingersoll-Ross Models of the Term Str...
We derive a theoretical two-factor model which has empirically a similar explanatory power as the phenomenological Fama-French three-factor model. In addit... Y Malevergne,D Sornette 被引量: 0发表: 0年 A Five-Factor Asset Pricing Model This book is an introduction to Finance. The target aud...
Journal of Finance 47 (2): 427–465. Article Google Scholar Fama, E. and French, K. (1993) Common risk factors in returns on stock and bonds. Journal of Finance Economics 33 (1): 3–56. Article Google Scholar Fama, E. and French, K. (1995) Size and book-to-market factors ...
Two decades ago, fixed-income markets experienced a great increase in the volatility of assets dealt in those markets.1 Because of this academics and market participants developed and implemented tools and techniques to manage the interest rate risk. In
This model concludes with the following facts: The total of goods and services that businesses produce equals the consumption of goods and services by the households. Factor payment by the businesses equals the factor income that households receive. ...
Question: What is the difference between the two sources of finance, equity and preference shares in debentures? Which one do you think is the best? What is a Mutual Fund: A mutual fund is an investment company that pools capital from...
JT Scruggs - 《Journal of Finance》 被引量: 0发表: 1998年 On the Negative Relation Between the Market Risk Premium and Conditional Market Variance This paper tests a conditional two-factor model motivated by Merton's (1973) intertemporal capital asset pricing model using the long-term government...