Risk management of a bond portfolio using options (Q2463566): Difference between revisions
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Revision as of 08:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management of a bond portfolio using options |
scientific article |
Statements
Risk management of a bond portfolio using options (English)
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14 December 2007
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(tail) value-at-risk
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bond hedging
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affine term structure model
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