Capturing the correlations of fixed-income instruments

Keyphrases

• Fixed Income 100%
• High-yield Bonds 66%
• Statistical Analysis 33%
• Simulation Procedure 33%
• Management Framework 33%
• Historical Data Analysis 33%
• Insurance Liabilities 33%
• Fixed Income Securities 33%
• Mortgage 33%
• Mortgage-backed Securities 33%
• Portfolio Immunization 33%
• Asset Liability Management 33%
• Equity Markets 33%
• Bond Market 33%

Economics, Econometrics and Finance

• Junk Bond 100%
• Liability Insurance 50%
• Asset-Backed Securities 50%
• Asset-Liability Management 50%
• Mortgages 50%
• Bond 50%