A Discrete-Time Model for Reinvestment Risk in Bond Markets (Q5505899): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2143/ast.37.2.2024066 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4247102635 / rank | |||
Normal rank | |||
Latest revision as of 10:27, 30 July 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)
0 references
28 January 2009
0 references
zero coupon bond
0 references
incomplete market
0 references
forward rates
0 references
risk-minimization
0 references
super-replication
0 references
