Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(3 intermediate revisions by 3 users not shown) | |||
Property / describes a project that uses | |||
Property / describes a project that uses: Dowd / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3000481309 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Arbitrage Theory in Continuous Time / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5706744 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5585825 / rank | |||
Normal rank |
Latest revision as of 01:14, 23 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pulled-to-par returns for zero-coupon bonds historical simulation value at risk |
scientific article |
Statements
Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (English)
0 references
7 July 2020
0 references
historical simulation
0 references
value at risk
0 references
zero-coupon bond
0 references