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Loading...Term Structure of Profit Rates of Sukuk – MATLAB Stochastic Simulation
By Ganiyat Adejoke Adesina-Uthman
TABLE OF CONTENTS
Acknowledgments ix
List of Abbreviations xi
Chapter One . 1
Introduction
1.0 Introduction to Term Structure
1.1 Introduction of Islamic bonds Sukuk as Interest-free Bonds
1.2 Conventional Bonds’ Yield-To-Maturity (YTM) and Profit Rates
of Sukuk
1.3 Term Structure of Interest Rates Theory and Sukuk
1.4 Sukuk Market and Malaysian ICM Comparison to International
Bond Market
Chapter Two 15
Interest and Exigency of Sukuk Bonds Financing: Issues and Discussions
2.1 Introduction
2.2 Islam and Contemporary Concept of Interest
2.3 Islamic Financial System: An Overview
2.4 Conventional and Sukuk Islamic Bonds: Classifications,
Characteristics, Importance and Risk Comparison
2.5 Rating of Sukuk as Asset-Backed Security by RAM
2.6 Sukuk Issuance and Islamic Finance Applications
2.7 Malaysian Sukuk Structuring and Shari’ah Compliance
2.8 Global Overview of Debut Sovereign, Traditional and Corporate
Sukuk Issues
2.9 Global Explosions in the Islamic Financial System
2.10 Assumptions of Term Structure and Sukuk Bonds: A Link
Chapter Three 51
Term Structure of Interest Rates
3.1 Introduction
3.2 Bond Yield Curves, Their Types Term Structures
3.3 The Expectation Theories
3.4 Review of Empirical Studies on Term Structure of Interest
Ratesviii Table of Contents
Chapter Four 83
Bond Valuation Models: Different Approaches and MATLAB
Stochastic Simulations
4.1 Introduction
4.2 Malaysian Sukuk Data
4.3 Valuation Models: An Appraisal
4.4 MATLAB Programming
4.5 Methodology
Chapter Five 110
General Equilibrium and Affine Term Structure of Sukuk Bonds Pricing
and Yields
5.1 Introduction
5.2 Analysis from Sukuk Two-Factor HJM Model
5.3 Analysis from CIR One-factor Model
5.4 Result from Simple Regression Analysis of Spot, Inflation
and Forward Rates
5.5 CIR Spot and Forward Rates Regression Results
Chapter Six 160
Conclusions
6.1 Introduction
6.2 Summary of the Sukuk Bond Pricing and Yields Results
6.3 Result Implications
6.4 Conclusions
References . 169
Appendices 181
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