A closed-form pricing formula for mortgages incorporating termination hazard rates and recovery rate as correlated stochastic processes with jump components

MS Tsai, SL Chiang - Journal of Derivatives, 2012 - search.proquest.com
Before subprime, the major risk in a home mortgage loan other than interest rate risk was
prepayment. Partly idiosyncratic but driven by interest rates, prepayment is modeled as …

Alternatives: how? How much? why?

J Estrada - The Journal of Wealth Management, 2016 - jwm.pm-research.com
Alternatives have become an important asset for institutional investors, and more recently
also for individual investors. Many alternatives are easily investable nowadays, and the …

Rankings of the Largest 25 Hedge Funds during the 2009-2013 Period

GN Gregoriou, M Kooli - The Journal of Wealth Management, 2014 - search.proquest.com
Bloomberg Markets magazine is well known for its annual rankings of the largest 100 hedge
funds. Bloomberg readers get a chance to see which hedge funds had the highest returns …

Diversificación en activos alternativos: en busca de nuevas fronteras

F Donetch - 2020 - repositorio.uchile.cl
El objetivo de este documento es testear si la inclusión de activos alternativos en las
carteras de las administradoras de fondos de pensiones (AFPs), entrega mejores …