[BOOK][B] What is Project Financing?
EC Buljevich, YS Park - 1999 - Springer
Project financing can be traced back to the medieval times 1 when in the 12 th century the
British Crown negotiated with Frescobaldi (an Italian merchant bank of that time) a loan for …
British Crown negotiated with Frescobaldi (an Italian merchant bank of that time) a loan for …
A model for convexity-based cross-hedges with treasury futures
AH Chen, J Kang, B Yang - The Journal of Fixed Income, 2005 - search.proquest.com
The conversion factoring system of the Chicago Board of Trade (CBOT) entails one of the
two rarely understood hedging implications. The hedging implication, arising from the linear …
two rarely understood hedging implications. The hedging implication, arising from the linear …
[BOOK][B] Demystifying fixed income analytics: a practical guide
KN Mukherjee - 2020 - api.taylorfrancis.com
This book discusses important aspects of fixed income securities in emerging economies.
Key features• Clarifies all conceptual and analytical aspects of fixed income securities and …
Key features• Clarifies all conceptual and analytical aspects of fixed income securities and …
[PDF][PDF] A Note on Correct Duration-Convexity Hedges Using Treasury Futures
J KANG, B YANG - centerforpbbefr.rutgers.edu
This note is motivated by rarely understood hedging implications of the CBOT Conversion
Factoring System that (1) the convexity-based hedge using Treasury futures is essential …
Factoring System that (1) the convexity-based hedge using Treasury futures is essential …