Supplementary data_The Embedded Option Pricing of Treasury Bond Futures under GED-IO Model

NIAID Data Ecosystem2026-05-02 收录

债券定价

固定收益量化模型

数据链接：

https://data.mendeley.com/datasets/r7xc8mjjs2 数据链接链接失效反馈

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资源简介：

Data for Treasury bond furutures and the YTM data-China market

创建时间：

2025-06-27

Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options

金融工程

债券定价

This paper develops a dynamic programming model of the optimal refunding strategy and the corresponding value of a callable bond. The model differs from previous work on this subject primarily in that

NBER1977-12-01 更新120

How Management Risk Affects Corporate Debt

债券定价

金融风险管理

Management risk occurs when uncertainty about future managerial decisions increases a firms overall risk. This paper argues that management risk is an important yet unexplored determinant of a firms d

NBER2016-03-01 更新60

西班牙政府债券利率：初级市场：加权平均：长期：30年

债券定价

长期债券市场

政府债券利率：初级市场：加权平均：长期：30年在10-01-2018达2.677年利率%，相较于09-01-2018的2.583年利率%有所增长。政府债券利率：初级市场：加权平均：长期：30年数据按月更新，01-01-1998至10-01-2018期间平均值为4.802年利率%，共95份观测结果。该数据的历史最高值出现于11-01-2012，达6.328年利率%，而历史最低值则出现于04-01-2

CEIC Data40

Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence

债券定价

固定收益风险分析

We provide time-series and cross-sectional evidence on the significance of a risk-return tradeoff in the corporate bond market. We find a significantly positive intertemporal relation between expected

NBER2019-06-01 更新90

Bond Convenience Curves and Funding Costs

债券定价

金融市场微观结构

Replication folder for paper "Bond Convenience Curves and Funding Costs".

NIAID Data Ecosystem40