Empirically Effective Government and Corporate Bond Pricing Models

Takeaki Kariya () and Yoshiro Yamamura ()
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Takeaki Kariya: Hitotsubashi University
Yoshiro Yamamura: Meiji University

in Springer Books from Springer

Date: 2025
ISBN: 978-981-96-1104-1
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Chapters in this book:

Ch Chapter 1 An Overview Over the Content of This Book

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 10 Extended KCB Model, Credit Portfolio and CDS Pricing

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 2 GB Models and Yield Curves in Traditional Finance, Mathematical Finance and K System

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 3 Pricing Government Bonds and Yield Curves Via K Models

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 4 Empirical Effectiveness of the KGB Model as JGB and USGB Pricing Models

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 5 Empirical Effectiveness of K0-Yield Curve

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 6 KCB Model and Term Structure of Default Probabilities (TSDP)

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 7 Credit Risk Analyses on Japanese CBs and Default Curves

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 8 Credit Risk Analyses on CB Prices in the US Energy Sector

Takeaki Kariya and Yoshiro Yamamura

Ch Chapter 9 Credit Risk Analysis on Euro Government Bonds

Takeaki Kariya and Yoshiro Yamamura

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DOI: 10.1007/978-981-96-1104-1

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