Duration, factor sensitivities, and interest rate Greeks (Q665789): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/S10436-006-0055-X / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S10436-006-0055-X / rank | |||
Normal rank | |||
Latest revision as of 00:24, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duration, factor sensitivities, and interest rate Greeks |
scientific article |
Statements
Duration, factor sensitivities, and interest rate Greeks (English)
0 references
6 March 2012
0 references
interest rate risk
0 references
duration
0 references
stochastic duration
0 references
factor sensitivities
0 references
