fixed income, derivative,and alternative investments

... of data quality that usually occur when implementing a fixed income performance attribution. Then we will run a Fixed Income Performance Attribution analysis (FIPA) on a real portfolio and interpret ... month -250 -200 -150 -100 -50 0 50 100 150 200 250 01/2005 02/2005 03/2005 04/2005 05/2005 06/2005 07/2005 08/2005 Basis points Fixed income currency return (Bps.) Fixed...

Ngày tải lên: 16/04/2013, 07:52

... Fixed income and derivatives

Ngày tải lên: 13/12/2013, 05:15

... Cataloging-in-Publication Data Alternative investments and strategies / edited by Rüdiger Kiesel, Matthias Scherer & Rudi Zagst. p. cm. ISBN-13: 978-9814280105 ISBN-10: 9814280100 1. Investments Moral and ethical ... particular, alternative asset classes such as power forward contracts, forward freight agreements, and investment in photovoltaic facil- ities are discussed in...

Ngày tải lên: 14/02/2014, 15:20

... <GO> Global Fixed Income Review Global Bond Quarterly Volume US Corporate Bond Quarterly Volume EMEA Corporate Bond Quarterly Volume APAC Corporate Bond Quarterly Volume Global Fixed Income ... Professional: {IDOC 2016703<GO>}: Fixed Income {IDOC 2061504<GO>}: Structured Notes {IDOC 2016701<GO>}: Equity {IDOC 2027097<GO>}: Equity Link...

Ngày tải lên: 15/02/2014, 13:20

... 18 April 2013 Japan Economics/Fixed Income Weekly 2 Focus: Customs-cleared trade for March  The trade balance recorded a ... ANALYTICS BEYOND INFORMATION đ Client-Driven Solutions, Insights, and Access Japan Economics/Fixed Income Weekly Focus: the largest trade deficit in 1Q/2013 ········ 2 The trade balance ... ············································ 16 F...

Ngày tải lên: 21/02/2014, 01:20

... future of the fixed- income indexing market with the editors of the Journal of Indexes. Journal of Indexes (JoI): Can you talk about the origins of the Lehman Brothers fixed- income indexes ... excitement around fixed income from the fall of 2008. Following that, the Barclays Capital team (now the historic brain trust for fixed- income indexes) examines th...

Ngày tải lên: 06/03/2014, 08:20

... the views of the authors and do not reflect the opinions of the Advisory Board or the World Economic Forum. The research was undertaken as part of the Globalization of Alternative Investments ... weighted average of log productivity, the change in P it is a log-based index of growth. Globalization of Alternative Investments Working Papers Volume 2 The Global Econ...

Ngày tải lên: 17/03/2014, 10:20

... http://www.bcb.gov.br/?english Forecasting Bond Yields in the Brazilian Fixed Income Market ∗ Jose Vicente † Benjamin M. Tabak ‡ The Working Papers should not be reported as representing the views of the Banco Central ... evidence of forecasting accu- racy for the Brazilian yield curve, with promising results. These results are important for fixed -income por...

Ngày tải lên: 29/03/2014, 06:21

... Riccardo Rebonato Risk Management and Analysis vol. 1: Measuring and Modelling Financial Risk Carol Alexander (ed) Risk Management and Analysis vol. 2: New Markets and Products Carol Alexander (ed) Interest-Rate ... research associate at the EDHEC Risk and Asset Management Research Center, and a member of the editorial boards of The Journal of Bond Trading and Man...

Ngày tải lên: 29/03/2014, 13:20

... Moorad. Fixed- income securities and derivatives handbook : analysis and valuation / Moorad Choudhry. p. cm. Includes bibliographical references and index. ISBN 1-57660-164-1 (alk. paper) 1. Fixed- income ... of the time value of money. FIXED- INCOME SECURITIES AND DERIVATIVES HANDBOOK 1 Introduction to Bonds PART ONE Part One describes fi xed -income ma...

Ngày tải lên: 08/05/2014, 09:53

... empty, the least core is actually not (for example the quadratic taxation case, or the piecewise linear taxation case). Once the non-emptiness of least core is established, only then the analysis ... h n ], and 0, if x ∈ [1 − h n , 1]. In consequence, 10 The least core in fixed-income taxation models: a brief mathematical inspection Paula Curt 1 , Cri...

Ngày tải lên: 18/06/2014, 15:20

... in fixed-income taxation models: a brief mathematical inspection Paula Curt 1 , Cristian M Litan 1 and Diana Andrada Filip ∗1,2 1 Department of Statistics, Forecasting and Mathematics, Faculty ... made available soon. The least core in fixed-income taxation models: a brief mathematical inspection Journal of Inequalities and Applications 2011, 2011:138 doi:10.118...

Ngày tải lên: 20/06/2014, 23:20

... bn Fixed- income investor update May 2014 3 GEOGRAPHICAL COMPLEMENTARITY OF PORTFOLIOS Holcim sales (CHF) Lafarge sales (CHF) Global presence of Holcim and Lafarge Lafarge Holcim Combined ... capital markets – only CHF 0.9 bn of capital markets instruments maturing until year-end 2014 Capital markets funding distribution as per Q1 2014 Capital marke...

Ngày tải lên: 28/07/2014, 20:21

... December 7, 2012, 14.10 – 17.50 Michel R. Gerber, Senior Investor Relations Officer Swetlana Iodko, Investor Relations Officer Canadian fixed-income investor update, 2014- 05-26 â 2014 Holcim Ltd ... www .holcim. com/subscribe Event calendar July 30, 2014 Half-year results for 2014 November 3, 2014 Press and analyst conference third qua...

Ngày tải lên: 29/07/2014, 12:36

... 137 " STUDY SESSION 18 Reading Assignments Derivatives and Alternative Investments, CFA Program Curriculum, Volume 6 (CFA Institute, 2008) 76. Alternative Investments page 250 Fixed Income, Derivative, and Alternative Investments Readings and Learning Outcome Statements LEARNING OUTCOME STATEMENTS (LOS) The ... Analysis of Fixed Income Investments: Analysis and Valuatio...

Ngày tải lên: 04/11/2014, 03:33