Managing value-at-risk for a bond using bond put options (Q2642582): Difference between revisions
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Revision as of 08:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Managing value-at-risk for a bond using bond put options |
scientific article |
Statements
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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