A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899): Difference between revisions
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Revision as of 22:43, 5 March 2024
scientific article; zbMATH DE number 5498890
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Discrete-Time Model for Reinvestment Risk in Bond Markets |
scientific article; zbMATH DE number 5498890 |
Statements
A Discrete-Time Model for Reinvestment Risk in Bond Markets (English)
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28 January 2009
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zero coupon bond
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incomplete market
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forward rates
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risk-minimization
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super-replication
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