Managing value-at-risk for a bond using bond put options (Q2642582): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1995001333 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4220711 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Risk management of a bond portfolio using options / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 13:35, 26 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Managing value-at-risk for a bond using bond put options |
scientific article |
Statements
Managing value-at-risk for a bond using bond put options (English)
0 references
17 August 2007
0 references
Value-at-Risk
0 references
Bond hedging
0 references
Vasicek interest rate model
0 references
