Open AccessSovereign Bond’s Credit Risk Immunization in a Tax Income Volatility Environment: The Case of a USD Denominated Mexican Bond.
Author(s) -
Salvador Cruz Aké,
Francisco Venegas-Martı́nez,
Agustín I. Cabrera-Llanos
Publication year - 2012
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2012v2n2/cruz
Subject(s) - bond , volatility (finance) , economics , issuer , credit risk , financial economics , bond valuation , stochastic volatility , jump diffusion , leverage (statistics) , fixed income , econometrics , actuarial science , business , jump , finance , mathematics , statistics , physics , quantum mechanics