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Discounting the Distant Future: What Do Historical Bond Prices Imply about the Long-Term Discount Rate?

• Authors : Farmer, J. Doyne^1,2 (AUTHOR) ; Geanakoplos, John^2,3 (AUTHOR); Richiardi, Matteo G.⁴ (AUTHOR)

• Source: Mathematics (2227-7390). Mar2024, Vol. 12 Issue 5, p645. 25p.

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An Alternative Source of Funding to Mitigate Flood Losses through Bonds: A Model for Pricing Flood Bonds in Indonesian Territory.

• Authors : Sukono¹ (AUTHOR) ; Hidayanti, Monika¹ (AUTHOR) ; Nahar, Julita¹ (AUTHOR)

Subjects: *FLOOD damage; *BOND prices; *RAINFALLINDONESIA

• Source: Water (20734441). Aug2024, Vol. 16 Issue 15, p2102. 21p.

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Sovereign Bond Prices, Haircuts and Maturity

• Authors : Asonuma, Tamon; Niepelt, Dirk; Ranciere, Romain

Subjects: Government securities--Prices--Econometric models; Debt relief--Econometric models; Debts, Public--Econometric modelsBUSINESS & ECONOMICS / Economics / Macroeconomics; BUSINESS & ECONOMICS / Economics / General; BUSINESS & ECONOMICS / International / Economics & Trade

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Moderating Role of Activa Structure on Bond Prices of Manufacturing Companies on the Indonesia Stock Exchange

• Authors : Rio Adrianus Tarigan; Ronny Buha Sihotang; Grace Orlyn Sitompul

Subjects: interest rate; market risk; assets structure

• Source: International Journal of Business, Law, and Education, Vol 5, Iss 1, Pp 919-934 (2024)

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Navigating Geopolitical Risks: Deciphering the Greenium and Market Dynamics of Green Bonds in China.

• Authors : Lian, Jiale¹ (AUTHOR) ; Hou, Xiaohui¹ (AUTHOR)

Subjects: *GREEN bonds; *BONDS (Finance); *SUSTAINABLE investing

• Source: Sustainability (2071-1050). Aug2024, Vol. 16 Issue 15, p6354. 23p.

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Bond Pricing under CIR Process with Threshold Setting.

• Authors : Haoyan Zhang¹ ; Lei Tang² ; Fu Wang²

• Source: IAENG International Journal of Applied Mathematics. Aug2024, Vol. 54 Issue 8, p1649-1656. 8p.

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Pricing of insurance-linked securities: a multi-peril approach.

• Authors : Burnecki, Krzysztof¹ (AUTHOR) ; Teuerle, Marek A.¹ (AUTHOR); Zdeb, Martyna¹ (AUTHOR)

• Source: Journal of Mathematics in Industry. 7/31/2024, Vol. 14 Issue 1, p1-17. 17p.

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Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates

• Authors : Jánoši Michal; Stehlíková Beáta

Subjects: short rate; convergence model; bond-pricing partial differential equation

• Source: Mathematica Moravica, Vol 28, Iss 1, Pp 29-38 (2024)

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Correlated Trading by Life Insurers and Its Impact on Bond Prices

• Authors : Chiang, Chia-Chun; Niehaus, Greg

• Source: The Journal of Risk and Insurance, 2020 Sep 01. 87(3), 597-625.

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Modeling Multiple-Event Catastrophe Bond Prices Involving the Trigger Event Correlation, Interest, and Inflation Rates.

• Authors : Sukono¹ (AUTHOR) ; Ibrahim, Riza Andrian² (AUTHOR); Saputra, Moch Panji Agung² (AUTHOR)

• Source: Mathematics (2227-7390). Dec2022, Vol. 10 Issue 24, p4685. 18p.

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