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Latest revision as of 01:01, 29 June 2024

scientific article; zbMATH DE number 5498890
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English
A Discrete-Time Model for Reinvestment Risk in Bond Markets
scientific article; zbMATH DE number 5498890

    Statements

    A Discrete-Time Model for Reinvestment Risk in Bond Markets (English)
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    28 January 2009
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    zero coupon bond
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    incomplete market
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    forward rates
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    risk-minimization
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    super-replication
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