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Structural Changes in Corporate Bond Underpricing
Florian Nagler / Giorgio Ottonello
fixed incomeResource overview

Structural Changes in Corporate Bond Underpricing

Paper2017

by Florian Nagler, Giorgio Ottonello

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fixed income

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  1. The Bank Account, Short Rate, and the Fundamental Pricing Equation

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  2. DV01, Dollar Duration, and One-Factor Price Sensitivity

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  2. The Vasicek Model: Mean Reversion, Affine Bond Prices, and the Gaussian Distribution

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