Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (Q777819)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pulled-to-par returns for zero-coupon bonds historical simulation value at risk |
scientific article |
Statements
Pulled-to-par returns for zero-coupon bonds historical simulation value at risk (English)
0 references
7 July 2020
0 references
historical simulation
0 references
value at risk
0 references
zero-coupon bond
0 references