Managing value-at-risk for a bond using bond put options (Q2642582): Difference between revisions
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| Property / OpenAlex ID: W1995001333 / rank | |||
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| Property / cites work: Q4220711 / rank | |||
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| Property / cites work: Risk management of a bond portfolio using options / rank | |||
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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 |
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Managing value-at-risk for a bond using bond put options (English)
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17 August 2007
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Value-at-Risk
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Bond hedging
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Vasicek interest rate model
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