Essays about: "Adam Prinselaar"

Found 1 essay containing the words Adam Prinselaar.

  1. 1. The Effect of Bond Convexity in Abnormal Volatility

    University essay from

    Author : Adam Prinselaar; Johan Särén; [2016-07-06]
    Keywords : Convexity; Duration; Fixed-Income; Volatility; U.S. Treasury Bonds; Bond Returns;

    Abstract : According to earlier empirical studies, convexity in the U.S. treasury market is arbitrage-free priced. This paper study whether the arbitrage-free pricing of convexity held even in the financial crisis and the volatile period that followed. READ MORE