Risk management of a bond portfolio using options (Q2463566): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2006.11.002
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+W2071240508
@@ Property / OpenAlex ID: W2071240508 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Interest rate models -- theory and practice
@@ Property / cites work: Interest rate models -- theory and practice / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
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@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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@@ Property / cites work @@
+Upper and lower bounds for sums of random variables
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